GUSTX vs. SGOV

In the year-to-date period, GUSTX achieves a 1.61% return, which is significantly lower than SGOV's 1.75% return.

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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%.

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.

The current GUSTX Sharpe Ratio is 3.20, which is lower than the SGOV Sharpe Ratio of 21.63. The chart below compares the historical Sharpe Ratios of GUSTX and SGOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GUSTX's dividend yield for the trailing twelve months is around 4.56%, less than SGOV's 4.69% yield.

The maximum GUSTX drawdown since its inception was -0.67%, 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.

The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.00%, while iShares 0-3 Month Treasury Bond ETF (SGOV) has a volatility of 0.06%. This indicates that GUSTX experiences smaller price fluctuations and is considered to be less risky than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.