GUSTX vs. SGOV
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and iShares 0-3 Month Treasury Bond ETF (SGOV).
GUSTX is managed by GMO. It was launched on Mar 16, 2009. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Bill Index. It was launched on May 26, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GUSTX or SGOV.
Correlation
The correlation between GUSTX and SGOV is 0.01, 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. SGOV - Performance Comparison
Key characteristics
GUSTX:
2.82
SGOV:
22.09
GUSTX:
7.97
SGOV:
505.14
GUSTX:
4.25
SGOV:
506.14
GUSTX:
19.84
SGOV:
518.07
GUSTX:
67.28
SGOV:
8,224.15
GUSTX:
0.06%
SGOV:
0.00%
GUSTX:
1.41%
SGOV:
0.23%
GUSTX:
-0.72%
SGOV:
-0.03%
GUSTX:
0.00%
SGOV:
0.00%
Returns By Period
In the year-to-date period, GUSTX achieves a 0.20% return, which is significantly lower than SGOV's 0.32% return.
GUSTX
0.20%
0.56%
1.51%
3.99%
2.09%
1.17%
SGOV
0.32%
0.35%
2.44%
5.19%
N/A
N/A
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GUSTX vs. SGOV - Expense Ratio Comparison
GUSTX has a 0.01% expense ratio, which is lower than SGOV's 0.03% 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. SGOV — Risk-Adjusted Performance Rank
GUSTX
SGOV
GUSTX vs. SGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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. SGOV - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 3.69%, less than SGOV's 5.08% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 3.69% | 3.70% | 4.05% | 1.99% | 0.08% | 0.49% | 1.13% | 0.00% | 0.00% | 0.05% | 0.04% | 0.01% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.08% | 5.10% | 4.87% | 1.45% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GUSTX vs. SGOV - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -0.72%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for GUSTX and SGOV. For additional features, visit the drawdowns tool.
Volatility
GUSTX vs. SGOV - Volatility Comparison
GMO U.S. Treasury Fund (GUSTX) has a higher volatility of 0.40% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that GUSTX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.