GUSTX vs. GOFIX
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and GMO Resources Fund (GOFIX).
GUSTX is managed by GMO. It was launched on Mar 16, 2009. GOFIX is managed by GMO. It was launched on Dec 27, 2011.
Performance
GUSTX vs. GOFIX - Performance Comparison
Loading graphics...
GUSTX vs. GOFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 0.51% | 4.45% | 2.21% | 2.52% | -0.73% | -0.06% | 0.89% | 0.14% | -79.59% | 0.43% |
GOFIX GMO Resources Fund | 27.66% | 23.10% | -17.91% | -1.38% | -0.80% | 32.01% | 22.47% | 20.10% | -6.73% | 28.42% |
Returns By Period
In the year-to-date period, GUSTX achieves a 0.51% return, which is significantly lower than GOFIX's 27.66% return. Over the past 10 years, GUSTX has underperformed GOFIX with an annualized return of -13.82%, while GOFIX has yielded a comparatively higher 14.36% annualized return.
GUSTX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.51%
- 6M
- 1.51%
- 1Y
- 3.69%
- 3Y*
- 3.15%
- 5Y*
- 1.76%
- 10Y*
- -13.82%
GOFIX
- 1D
- -0.22%
- 1M
- 4.63%
- YTD
- 27.66%
- 6M
- 39.62%
- 1Y
- 67.01%
- 3Y*
- 9.07%
- 5Y*
- 8.33%
- 10Y*
- 14.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GUSTX vs. GOFIX - Expense Ratio Comparison
GUSTX has a 0.01% expense ratio, which is lower than GOFIX's 0.72% expense ratio.
Return for Risk
GUSTX vs. GOFIX — Risk / Return Rank
GUSTX
GOFIX
GUSTX vs. GOFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and GMO Resources Fund (GOFIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| GUSTX | GOFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.37 | 2.44 | +0.92 |
Sortino ratioReturn per unit of downside risk | 11.88 | 2.98 | +8.89 |
Omega ratioGain probability vs. loss probability | 7.72 | 1.43 | +6.29 |
Calmar ratioReturn relative to maximum drawdown | 20.50 | 3.19 | +17.31 |
Martin ratioReturn relative to average drawdown | 59.51 | 14.88 | +44.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GUSTX | GOFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.37 | 2.44 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.33 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.55 | 0.56 | -1.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.44 | 0.34 | -0.78 |
Correlation
The correlation between GUSTX and GOFIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
GUSTX vs. GOFIX - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 3.62%, more than GOFIX's 3.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 3.62% | 4.15% | 1.98% | 2.28% | 0.26% | 0.14% | 0.09% | 0.14% | 8.96% | 0.50% | 0.05% | 0.04% |
GOFIX GMO Resources Fund | 3.43% | 4.38% | 3.01% | 5.90% | 10.25% | 17.81% | 3.66% | 2.99% | 4.06% | 3.86% | 2.89% | 3.30% |
Drawdowns
GUSTX vs. GOFIX - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -79.98%, which is greater than GOFIX's maximum drawdown of -51.77%. Use the drawdown chart below to compare losses from any high point for GUSTX and GOFIX.
Loading graphics...
Drawdown Indicators
| GUSTX | GOFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.98% | -51.77% | -28.21% |
Max Drawdown (1Y)Largest decline over 1 year | -0.20% | -19.68% | +19.48% |
Max Drawdown (5Y)Largest decline over 5 years | -1.19% | -45.10% | +43.91% |
Max Drawdown (10Y)Largest decline over 10 years | -79.98% | -45.98% | -34.00% |
Current DrawdownCurrent decline from peak | -77.89% | -0.22% | -77.67% |
Average DrawdownAverage peak-to-trough decline | -35.60% | -13.75% | -21.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 4.22% | -4.15% |
Volatility
GUSTX vs. GOFIX - Volatility Comparison
The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.29%, while GMO Resources Fund (GOFIX) has a volatility of 5.63%. This indicates that GUSTX experiences smaller price fluctuations and is considered to be less risky than GOFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GUSTX | GOFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 5.63% | -5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 0.83% | 15.50% | -14.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.27% | 26.99% | -25.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.73% | 25.30% | -23.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.44% | 25.56% | -0.12% |