VFIUX vs. GUSTX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and GMO U.S. Treasury Fund (GUSTX).
VFIUX is managed by Vanguard. It was launched on Feb 12, 2001. GUSTX is managed by GMO. It was launched on Mar 16, 2009.
Performance
VFIUX vs. GUSTX - Performance Comparison
Loading graphics...
VFIUX vs. GUSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | -0.46% | 7.65% | 1.49% | 3.85% | -10.34% | -2.30% | 8.31% | 6.40% | 1.11% | 1.67% |
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, VFIUX achieves a -0.46% return, which is significantly lower than GUSTX's 0.51% return. Over the past 10 years, VFIUX has outperformed GUSTX with an annualized return of 1.39%, while GUSTX has yielded a comparatively lower -13.82% annualized return.
VFIUX
- 1D
- 0.10%
- 1M
- -1.68%
- YTD
- -0.46%
- 6M
- 0.42%
- 1Y
- 3.62%
- 3Y*
- 3.17%
- 5Y*
- 0.31%
- 10Y*
- 1.39%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFIUX vs. GUSTX - Expense Ratio Comparison
VFIUX has a 0.10% 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%.
Return for Risk
VFIUX vs. GUSTX — Risk / Return Rank
VFIUX
GUSTX
VFIUX vs. GUSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) 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.
| VFIUX | GUSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 3.18 | -2.28 |
Sortino ratioReturn per unit of downside risk | 1.36 | 10.74 | -9.38 |
Omega ratioGain probability vs. loss probability | 1.16 | 7.08 | -5.92 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 20.50 | -18.95 |
Martin ratioReturn relative to average drawdown | 4.71 | 58.55 | -53.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VFIUX | GUSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 3.18 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 1.03 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | -0.55 | +0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | -0.44 | +1.13 |
Correlation
The correlation between VFIUX and GUSTX is 0.10, 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
VFIUX vs. GUSTX - Dividend Comparison
VFIUX's dividend yield for the trailing twelve months is around 3.67%, more than GUSTX's 3.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 3.67% | 3.99% | 4.16% | 3.25% | 2.07% | 1.07% | 4.94% | 2.40% | 2.44% | 1.86% | 2.87% | 2.60% |
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
VFIUX vs. GUSTX - Drawdown Comparison
The maximum VFIUX drawdown since its inception was -15.41%, smaller than the maximum GUSTX drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for VFIUX and GUSTX.
Loading graphics...
Drawdown Indicators
| VFIUX | GUSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.41% | -79.98% | +64.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -0.20% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -14.88% | -1.19% | -13.69% |
Max Drawdown (10Y)Largest decline over 10 years | -15.41% | -79.98% | +64.57% |
Current DrawdownCurrent decline from peak | -2.16% | -77.89% | +75.73% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -35.61% | +32.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.07% | +0.86% |
Volatility
VFIUX vs. GUSTX - Volatility Comparison
Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) has a higher volatility of 1.44% compared to GMO U.S. Treasury Fund (GUSTX) at 0.29%. This indicates that VFIUX'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 graphics...
Volatility by Period
| VFIUX | GUSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 0.29% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 0.83% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 1.27% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 1.73% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 25.44% | -20.78% |