SFITX vs. GUSTX
SFITX (State Farm Interim Fund) and GUSTX (GMO U.S. Treasury Fund) are both Government Bonds funds. Over the past 10 years, SFITX returned 1.28%/yr vs -13.75%/yr for GUSTX. At a 0.12 correlation, their price movements are largely independent. SFITX charges 0.16%/yr vs 0.01%/yr for GUSTX.
Performance
SFITX vs. GUSTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFITX achieves a -0.22% return, which is significantly lower than GUSTX's 1.26% return. Over the past 10 years, SFITX has outperformed GUSTX with an annualized return of 1.28%, while GUSTX has yielded a comparatively lower -13.75% annualized return.
SFITX
- 1D
- -0.10%
- 1M
- 0.21%
- YTD
- -0.22%
- 6M
- 0.30%
- 1Y
- 2.65%
- 3Y*
- 3.49%
- 5Y*
- 0.90%
- 10Y*
- 1.28%
GUSTX
- 1D
- 0.00%
- 1M
- 0.14%
- YTD
- 1.26%
- 6M
- 1.59%
- 1Y
- 3.69%
- 3Y*
- 3.32%
- 5Y*
- 1.91%
- 10Y*
- -13.75%
SFITX vs. GUSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFITX State Farm Interim Fund | -0.22% | 5.41% | 2.54% | 3.73% | -5.88% | -1.60% | 4.89% | 4.26% | 1.04% | 0.61% |
GUSTX GMO U.S. Treasury Fund | 1.26% | 4.45% | 2.21% | 2.52% | -0.73% | -0.06% | 0.89% | 0.14% | -79.59% | 0.43% |
Correlation
The correlation between SFITX and GUSTX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010 | 0.12 |
Over the past year, SFITX and GUSTX have become more correlated (0.39) than their long-term average of 0.12, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFITX vs. GUSTX — Risk / Return Rank
SFITX
GUSTX
SFITX vs. GUSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Interim Fund (SFITX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFITX | GUSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -7.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 5.56 | -4.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 19.28 | -17.46 |
| Martin ratioReturn relative to average drawdown | 5.02 | 53.96 | -48.94 |
Loading charts...
Drawdowns
SFITX vs. GUSTX - Drawdown Comparison
The maximum SFITX drawdown since its inception was -9.13%, smaller than the maximum GUSTX drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for SFITX and GUSTX.
Loading charts...
Drawdown Indicators
| SFITX | GUSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.13% | -79.98% | +70.85% |
Max Drawdown (1Y)Largest decline over 1 year | -1.53% | -0.20% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -1.80% | -1.19% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -8.78% | -1.19% | -7.59% |
Max Drawdown (10Y)Largest decline over 10 years | -9.13% | -79.98% | +70.85% |
Current DrawdownCurrent decline from peak | -1.12% | -77.72% | +76.60% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -36.16% | +35.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.07% | +0.48% |
Volatility
SFITX vs. GUSTX - Volatility Comparison
State Farm Interim Fund (SFITX) has a higher volatility of 0.73% compared to GMO U.S. Treasury Fund (GUSTX) at 0.49%. This indicates that SFITX'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.
Loading charts...
Volatility by Period
| SFITX | GUSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 0.49% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.68% | 0.89% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 1.24% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.05% | 1.76% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.49% | 25.46% | -22.97% |
SFITX vs. GUSTX - Expense Ratio Comparison
SFITX has a 0.16% expense ratio, which is higher than GUSTX's 0.01% 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%.
Dividends
SFITX vs. GUSTX - Dividend Comparison
SFITX's dividend yield for the trailing twelve months is around 3.70%, less than GUSTX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 3.83% | 4.15% | 1.98% | 2.28% | 0.26% | 0.14% | 0.09% | 0.14% | 8.96% | 0.50% | 0.05% | 0.04% |
SFITX State Farm Interim Fund | 3.70% | 3.28% | 2.72% | 1.85% | 0.92% | 0.94% | 2.13% | 1.75% | 1.12% | 1.12% | 0.79% | 0.98% |
Frequently Asked Questions
SFITX and GUSTX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFITX has higher volatility (0.73%) compared to GUSTX (0.49%). In terms of maximum drawdown, SFITX dropped -9.13% vs GUSTX's -79.98%.
GUSTX currently has the higher Sharpe Ratio (3.11 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SFITX and GUSTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer