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Sortino ratio is not yet available for VMRXX. 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 Cash Reserves Federal Money Market Fund Admiral Shares's Sortino Ratio with other mutual funds in the Money Market category across multiple time periods, showing how VMRXX'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 3, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
VMRXXVanguard Cash Reserves Federal Money Market Fund Admiral Shares
SWVXXSchwab Value Advantage Money Fund

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows VMRXX'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 VMRXX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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