GUSTX vs. SCHO
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and Schwab Short-Term U.S. Treasury ETF (SCHO).
GUSTX is managed by GMO. It was launched on Mar 16, 2009. SCHO is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GUSTX or SCHO.
Correlation
The correlation between GUSTX and SCHO is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GUSTX vs. SCHO - Performance Comparison
Key characteristics
GUSTX:
2.33
SCHO:
2.95
GUSTX:
6.26
SCHO:
5.31
GUSTX:
3.56
SCHO:
1.70
GUSTX:
15.52
SCHO:
6.63
GUSTX:
52.63
SCHO:
17.16
GUSTX:
0.06%
SCHO:
0.36%
GUSTX:
1.34%
SCHO:
2.11%
GUSTX:
-0.72%
SCHO:
-5.34%
GUSTX:
-0.00%
SCHO:
-0.48%
Returns By Period
In the year-to-date period, GUSTX achieves a 2.64% return, which is significantly lower than SCHO's 6.01% return. Over the past 10 years, GUSTX has underperformed SCHO with an annualized return of 1.04%, while SCHO has yielded a comparatively higher 2.34% annualized return.
GUSTX
2.64%
0.00%
0.52%
3.11%
1.89%
1.04%
SCHO
6.01%
0.29%
3.63%
6.17%
2.62%
2.34%
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GUSTX vs. SCHO - Expense Ratio Comparison
GUSTX has a 0.01% expense ratio, which is lower than SCHO's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
GUSTX vs. SCHO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.
Dividends
GUSTX vs. SCHO - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 3.06%, less than SCHO's 6.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 3.06% | 4.05% | 1.95% | 0.08% | 0.49% | 1.13% | 0.00% | 0.00% | 0.05% | 0.04% | 0.01% | 0.03% |
SCHO Schwab Short-Term U.S. Treasury ETF | 6.50% | 6.55% | 1.88% | 0.71% | 1.84% | 3.18% | 2.99% | 1.83% | 1.37% | 0.96% | 0.71% | 0.42% |
Drawdowns
GUSTX vs. SCHO - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -0.72%, smaller than the maximum SCHO drawdown of -5.34%. Use the drawdown chart below to compare losses from any high point for GUSTX and SCHO. For additional features, visit the drawdowns tool.
Volatility
GUSTX vs. SCHO - Volatility Comparison
The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.00%, while Schwab Short-Term U.S. Treasury ETF (SCHO) has a volatility of 0.35%. This indicates that GUSTX experiences smaller price fluctuations and is considered to be less risky than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.