MDSIX vs. GUSTX
Compare and contrast key facts about Integrity Short Term Government Fund (MDSIX) and GMO U.S. Treasury Fund (GUSTX).
MDSIX is managed by MD Sass. It was launched on Jun 29, 2011. GUSTX is managed by GMO. It was launched on Mar 16, 2009.
Performance
MDSIX vs. GUSTX - Performance Comparison
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MDSIX vs. GUSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDSIX Integrity Short Term Government Fund | 0.36% | 6.91% | 6.90% | 4.30% | -7.23% | -1.14% | 2.76% | 3.54% | 2.21% | 1.19% |
GUSTX GMO U.S. Treasury Fund | 0.51% | 4.45% | 2.21% | 2.52% | -0.73% | -0.06% | 0.89% | 0.14% | -79.59% | 0.43% |
Returns By Period
In the year-to-date period, MDSIX achieves a 0.36% return, which is significantly lower than GUSTX's 0.51% return. Over the past 10 years, MDSIX has outperformed GUSTX with an annualized return of 1.87%, while GUSTX has yielded a comparatively lower -13.82% annualized return.
MDSIX
- 1D
- 0.34%
- 1M
- -0.89%
- YTD
- 0.36%
- 6M
- 1.92%
- 1Y
- 5.21%
- 3Y*
- 5.51%
- 5Y*
- 1.95%
- 10Y*
- 1.87%
GUSTX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.51%
- 6M
- 1.51%
- 1Y
- 3.69%
- 3Y*
- 3.15%
- 5Y*
- 1.76%
- 10Y*
- -13.82%
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MDSIX vs. GUSTX - Expense Ratio Comparison
MDSIX has a 0.55% expense ratio, which is higher than GUSTX's 0.01% expense ratio.
Return for Risk
MDSIX vs. GUSTX — Risk / Return Rank
MDSIX
GUSTX
MDSIX vs. GUSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity Short Term Government Fund (MDSIX) and GMO U.S. Treasury Fund (GUSTX). 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.
| MDSIX | GUSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 3.37 | -1.03 |
Sortino ratioReturn per unit of downside risk | 3.77 | 11.88 | -8.10 |
Omega ratioGain probability vs. loss probability | 1.48 | 7.72 | -6.24 |
Calmar ratioReturn relative to maximum drawdown | 4.35 | 20.50 | -16.15 |
Martin ratioReturn relative to average drawdown | 17.55 | 59.51 | -41.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDSIX | GUSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 3.37 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.03 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | -0.55 | +1.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | -0.44 | +1.03 |
Correlation
The correlation between MDSIX and GUSTX is 0.05, 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.
Dividends
MDSIX vs. GUSTX - Dividend Comparison
MDSIX's dividend yield for the trailing twelve months is around 3.13%, less than GUSTX's 3.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDSIX Integrity Short Term Government Fund | 3.13% | 2.54% | 3.91% | 1.51% | 0.93% | 1.90% | 4.41% | 3.50% | 3.70% | 3.01% | 2.50% | 2.44% |
GUSTX GMO U.S. Treasury Fund | 3.62% | 4.15% | 1.98% | 2.28% | 0.26% | 0.14% | 0.09% | 0.14% | 8.96% | 0.50% | 0.05% | 0.04% |
Drawdowns
MDSIX vs. GUSTX - Drawdown Comparison
The maximum MDSIX drawdown since its inception was -11.28%, smaller than the maximum GUSTX drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for MDSIX and GUSTX.
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Drawdown Indicators
| MDSIX | GUSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.28% | -79.98% | +68.70% |
Max Drawdown (1Y)Largest decline over 1 year | -1.22% | -0.20% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -11.11% | -1.19% | -9.92% |
Max Drawdown (10Y)Largest decline over 10 years | -11.28% | -79.98% | +68.70% |
Current DrawdownCurrent decline from peak | -0.89% | -77.89% | +77.00% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -35.60% | +34.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 0.07% | +0.23% |
Volatility
MDSIX vs. GUSTX - Volatility Comparison
Integrity Short Term Government Fund (MDSIX) has a higher volatility of 0.90% compared to GMO U.S. Treasury Fund (GUSTX) at 0.29%. This indicates that MDSIX's price experiences larger fluctuations and is considered to be riskier than GUSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDSIX | GUSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 0.29% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 0.83% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 1.27% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.30% | 1.73% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 25.44% | -22.31% |