GUSTX vs. SWOBX
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and Schwab Balanced Fund™ (SWOBX).
GUSTX is managed by GMO. It was launched on Mar 16, 2009. SWOBX is managed by Charles Schwab. It was launched on Nov 17, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GUSTX or SWOBX.
Key characteristics
| GUSTX | SWOBX | |
|---|---|---|
| YTD Return | 2.64% | 14.93% |
| 1Y Return | 3.58% | 19.85% |
| 3Y Return (Ann) | 2.73% | -1.24% |
| 5Y Return (Ann) | 1.87% | 4.22% |
| 10Y Return (Ann) | 1.04% | 3.54% |
| Sharpe Ratio | 2.56 | 2.06 |
| Sortino Ratio | 7.19 | 2.77 |
| Omega Ratio | 3.94 | 1.40 |
| Calmar Ratio | 17.86 | 0.98 |
| Martin Ratio | 60.57 | 10.62 |
| Ulcer Index | 0.06% | 1.87% |
| Daily Std Dev | 1.40% | 9.62% |
| Max Drawdown | -0.72% | -41.46% |
| Current Drawdown | -0.00% | -4.52% |
Correlation
The correlation between GUSTX and SWOBX is -0.04. 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.
Performance
GUSTX vs. SWOBX - Performance Comparison
In the year-to-date period, GUSTX achieves a 2.64% return, which is significantly lower than SWOBX's 14.93% return. Over the past 10 years, GUSTX has underperformed SWOBX with an annualized return of 1.04%, while SWOBX has yielded a comparatively higher 3.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GUSTX vs. SWOBX - Expense Ratio Comparison
GUSTX has a 0.01% expense ratio, which is higher than SWOBX's 0.00% expense ratio. However, 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. SWOBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and Schwab Balanced Fund™ (SWOBX). 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. SWOBX - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 3.51%, more than SWOBX's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 3.51% | 4.05% | 1.95% | 0.08% | 0.49% | 1.13% | 0.00% | 0.00% | 0.05% | 0.04% | 0.01% | 0.03% |
SWOBX Schwab Balanced Fund™ | 1.87% | 2.15% | 1.72% | 4.50% | 1.06% | 1.42% | 2.66% | 3.08% | 1.57% | 2.30% | 2.24% | 1.42% |
Drawdowns
GUSTX vs. SWOBX - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -0.72%, smaller than the maximum SWOBX drawdown of -41.46%. Use the drawdown chart below to compare losses from any high point for GUSTX and SWOBX. For additional features, visit the drawdowns tool.
Volatility
GUSTX vs. SWOBX - Volatility Comparison
The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.00%, while Schwab Balanced Fund™ (SWOBX) has a volatility of 2.37%. This indicates that GUSTX experiences smaller price fluctuations and is considered to be less risky than SWOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.