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.
Key characteristics
| GUSTX | SWSBX | |
|---|---|---|
| YTD Return | 2.64% | 3.01% |
| 1Y Return | 3.58% | 6.00% |
| 3Y Return (Ann) | 2.73% | 0.51% |
| 5Y Return (Ann) | 1.87% | 1.02% |
| Sharpe Ratio | 2.56 | 2.05 |
| Sortino Ratio | 7.19 | 3.27 |
| Omega Ratio | 3.94 | 1.41 |
| Calmar Ratio | 17.86 | 1.16 |
| Martin Ratio | 60.57 | 9.35 |
| Ulcer Index | 0.06% | 0.65% |
| Daily Std Dev | 1.40% | 2.99% |
| Max Drawdown | -0.72% | -8.97% |
| Current Drawdown | -0.00% | -1.52% |
Correlation
The correlation between GUSTX and SWSBX is 0.17, 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
In the year-to-date period, GUSTX achieves a 2.64% return, which is significantly lower than SWSBX's 3.01% 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. 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 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 3.51%, less than SWSBX's 3.91% 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% |
SWSBX Schwab Short-Term Bond Index Fund | 3.91% | 3.16% | 1.49% | 0.90% | 1.56% | 2.40% | 2.12% | 1.55% | 0.00% | 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 -8.97%. 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 0.00%, while Schwab Short-Term Bond Index Fund (SWSBX) has a volatility of 0.77%. 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.