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:
2.81
SCHO:
3.75
GUSTX:
7.85
SCHO:
6.96
GUSTX:
4.20
SCHO:
1.95
GUSTX:
19.46
SCHO:
7.52
GUSTX:
66.40
SCHO:
21.22
GUSTX:
0.06%
SCHO:
0.35%
GUSTX:
1.40%
SCHO:
1.97%
GUSTX:
-0.72%
SCHO:
-5.23%
GUSTX:
0.00%
SCHO:
0.00%
Returns By Period
In the year-to-date period, GUSTX achieves a 0.54% return, which is significantly lower than SCHO's 1.48% return. Over the past 10 years, GUSTX has underperformed SCHO with an annualized return of 1.20%, while SCHO has yielded a comparatively higher 2.29% annualized return.
GUSTX
0.54%
0.34%
1.66%
3.51%
2.06%
1.20%
SCHO
1.48%
0.77%
1.88%
6.60%
2.32%
2.29%
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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 Rank
GUSTX
SCHO
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 3.23%, less than SCHO's 3.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 3.23% | 3.70% | 4.05% | 1.95% | 0.08% | 0.49% | 1.13% | 0.00% | 0.00% | 0.05% | 0.04% | 0.01% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.90% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
Drawdowns
GUSTX vs. SCHO - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -0.72%, smaller than the maximum SCHO drawdown of -5.23%. 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 0.34%, while Schwab Short-Term U.S. Treasury ETF (SCHO) has a volatility of 0.40%. 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.