GUSTX vs. SWSBX
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and Schwab Short-Term Bond Index Fund (SWSBX).
GUSTX is managed by GMO. It was launched on Mar 16, 2009. SWSBX is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Government/Credit 1-5 Year Index. It was launched on Feb 23, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GUSTX or SWSBX.
Correlation
The correlation between GUSTX and SWSBX is 0.18, 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. SWSBX - Performance Comparison
Key characteristics
GUSTX:
2.82
SWSBX:
1.56
GUSTX:
7.97
SWSBX:
2.43
GUSTX:
4.25
SWSBX:
1.31
GUSTX:
19.84
SWSBX:
1.26
GUSTX:
67.28
SWSBX:
5.48
GUSTX:
0.06%
SWSBX:
0.80%
GUSTX:
1.42%
SWSBX:
2.81%
GUSTX:
-0.72%
SWSBX:
-8.96%
GUSTX:
0.00%
SWSBX:
-0.63%
Returns By Period
The year-to-date returns for both investments are quite close, with GUSTX having a 0.20% return and SWSBX slightly higher at 0.21%.
GUSTX
0.20%
0.56%
1.51%
3.99%
2.09%
1.17%
SWSBX
0.21%
0.66%
2.07%
4.28%
1.03%
N/A
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GUSTX vs. SWSBX - Expense Ratio Comparison
GUSTX has a 0.01% expense ratio, which is lower than SWSBX's 0.06% 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. SWSBX — Risk-Adjusted Performance Rank
GUSTX
SWSBX
GUSTX vs. SWSBX - 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 Bond Index Fund (SWSBX). 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. SWSBX - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 3.69%, less than SWSBX's 3.97% 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% |
SWSBX Schwab Short-Term Bond Index Fund | 3.97% | 3.98% | 3.16% | 1.49% | 0.90% | 1.56% | 2.40% | 2.12% | 1.55% | 0.00% | 0.00% | 0.00% |
Drawdowns
GUSTX vs. SWSBX - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -0.72%, smaller than the maximum SWSBX drawdown of -8.96%. Use the drawdown chart below to compare losses from any high point for GUSTX and SWSBX. For additional features, visit the drawdowns tool.
Volatility
GUSTX vs. SWSBX - Volatility Comparison
The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.40%, while Schwab Short-Term Bond Index Fund (SWSBX) has a volatility of 0.65%. This indicates that GUSTX experiences smaller price fluctuations and is considered to be less risky than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.