GUSTX Performance — GMO U.S. Treasury Fund, Class VI
Data updated: 2026-09-29
GUSTX returned +1.47% year to date and +3.91% over one year to May 2026. Annualised returns are +4.77% over 3 years and +3.46% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $115, against $176 for the category, and to $104 over one year, against $113. Volatility over the past three years was 0.30% a year. In the 12 months to May 2026 the fund took in a net $97.0M, and assets reached $419.26M.
GUSTX Growth of $100
What $100 invested in GMO U.S. Treasury Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | GUSTX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $104 | $113 |
| 3 years (Jun 2023 – May 2026) | $115 | $176 |
| 5 years (Jun 2021 – May 2026) | $119 | $161 |
| Since data start (Sep 2019 – May 2026) | $121 | $192 |
GUSTX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.47% |
| 1 year | +3.91% |
| 3 years (annualised) | +4.77% |
| 5 years (annualised) | +3.46% |
GUSTX Annual Returns
Calendar-year total returns of GMO U.S. Treasury Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +1.47% |
| 2025 | +4.44% |
| 2024 | +5.17% |
| 2023 | +5.57% |
| 2022 | +0.79% |
| 2021 | +0.02% |
| 2020 | +1.29% |
| 2019 (Sep–Dec) | +0.58% |
GUSTX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.2% | +0.3% | +0.3% | +0.3% | +0.3% | — | — | — | — | — | — | — |
| 2025 | +0.5% | +0.3% | +0.4% | +0.4% | +0.4% | +0.3% | +0.4% | +0.4% | +0.3% | +0.4% | +0.3% | +0.3% |
| 2024 | +0.4% | +0.4% | +0.5% | +0.5% | +0.5% | +0.2% | +0.6% | +0.4% | +0.4% | +0.4% | +0.4% | +0.4% |
| 2023 | +0.5% | +0.3% | +0.4% | +0.6% | +0.4% | +0.4% | +0.4% | +0.5% | +0.5% | +0.5% | +0.4% | +0.5% |
| 2022 | −0.2% | −0.2% | 0.0% | −0.1% | +0.1% | −0.1% | +0.2% | +0.2% | 0.0% | +0.2% | +0.3% | +0.3% |
| 2021 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | +0.1% | 0.0% | 0.0% | −0.2% | 0.0% | +0.1% |
| 2020 | +0.3% | +0.3% | +0.3% | +0.2% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 2019 | — | — | — | — | — | — | — | — | +0.1% | +0.4% | −0.1% | +0.1% |
GUSTX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 0.30%
- Best month: +0.63% (Jul 2024)
- Worst month: +0.22% (Jun 2024)
GUSTX Fund Flows
Monthly money in and out of GMO U.S. Treasury Fund, from SEC Form N-PORT.
- 12-month net flow: $97.0M
- 12-month gross sales (incl. reinvestments): $3.7B
- Sales ÷ redemptions: 1.03×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $486.6M | $448.4M | $38.2M |
| Apr 2026 | $325.8M | $273.3M | $52.5M |
| Mar 2026 | $382.3M | $408.7M | −$26.5M |
| Feb 2026 | $183.8M | $161.9M | $21.9M |
| Jan 2026 | $290.6M | $210.1M | $80.4M |
| Dec 2025 | $388.0M | $714.6M | −$326.6M |
| Nov 2025 | $314.4M | $303.9M | $10.4M |
| Oct 2025 | $265.8M | $203.4M | $62.4M |
| Sep 2025 | $422.8M | $222.7M | $200.2M |
| Aug 2025 | $145.8M | $239.2M | −$93.4M |
| Jul 2025 | $319.6M | $272.9M | $46.8M |
| Jun 2025 | $210.6M | $179.9M | $30.7M |
GUSTX Assets Under Management
Net assets of GMO U.S. Treasury Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $419.26M |
| 2026-02-28 | $355.40M |
| 2025-11-30 | $579.28M |
| 2025-08-31 | $306.30M |
| 2025-05-31 | $322.11M |
| 2025-02-28 | $309.63M |
| 2024-11-30 | $332.41M |
| 2024-08-31 | $424.77M |
| 2024-05-31 | $567.84M |
| 2024-02-29 | $544.67M |
| 2023-11-30 | $515.76M |
| 2023-08-31 | $437.48M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.