Sortino ratio is not yet available for VMFXX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar mutual funds
The table compares Vanguard Federal Money Market Fund's Sortino Ratio with other mutual funds in the Money Market category across multiple time periods, showing how VMFXX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VMRXX | Vanguard Cash Reserves Federal Money Market Fund Admiral Shares | — | |||
| SNSXX | Schwab U.S. Treasury Money Fund | — | |||
| VUSXX | Vanguard Treasury Money Market Fund | — | |||
| SWVXX | Schwab Prime Advantage Money Fund Investor Shares | — | |||
| VMFXX | Vanguard Federal Money Market Fund | — | |||
| SPAXX | Fidelity Government Money Market Fund | — |
Historical Sortino Ratio
The chart shows VMFXX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when VMFXX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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