BTC-USD vs. VMFXX
BTC-USD (Bitcoin) is a cryptocurrency, while VMFXX (Vanguard Federal Money Market Fund) is Money Market fund managed by Vanguard. Over the past 5 years, BTC-USD returned 11.35%/yr vs 2.39%/yr for VMFXX. At a correlation of -0.04, they often move in opposite directions.
Performance
BTC-USD vs. VMFXX - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -29.97% return, which is significantly lower than VMFXX's 1.50% return.
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
VMFXX
- 1D
- 0.00%
- 1M
- 0.30%
- YTD
- 1.50%
- 6M
- 1.82%
- 1Y
- 3.95%
- 3Y*
- 3.35%
- 5Y*
- 2.39%
- 10Y*
- —
BTC-USD vs. VMFXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -29.97% | -6.27% | 120.76% | 155.82% | -64.23% | 20.46% |
VMFXX Vanguard Federal Money Market Fund | 1.50% | 4.24% | 1.64% | 4.64% | 0.00% | 0.00% |
Correlation
The correlation between BTC-USD and VMFXX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 26, 2021 | -0.04 |
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Return for Risk
BTC-USD vs. VMFXX — Risk / Return Rank
BTC-USD
VMFXX
BTC-USD vs. VMFXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Federal Money Market Fund (VMFXX). 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.
| BTC-USD | VMFXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.60 | ||
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.87 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | — | — |
| Martin ratioReturn relative to average drawdown | -1.39 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTC-USD | VMFXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 3.67 | -4.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 2.60 | -2.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 2.60 | -1.47 |
Drawdowns
BTC-USD vs. VMFXX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VMFXX.
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Drawdown Indicators
| BTC-USD | VMFXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | 0.00% | -85.30% |
Max Drawdown (1Y)Largest decline over 1 year | -50.87% | 0.00% | -50.87% |
Max Drawdown (3Y)Largest decline over 3 years | -50.87% | 0.00% | -50.87% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | 0.00% | -76.67% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -50.87% | 0.00% | -50.87% |
Average DrawdownAverage peak-to-trough decline | -42.29% | 0.00% | -42.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.02% | 0.00% | +34.02% |
Volatility
BTC-USD vs. VMFXX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 10.54% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.30%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | VMFXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 0.30% | +10.24% |
Volatility (6M)Calculated over the trailing 6-month period | 34.26% | 0.79% | +33.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.65% | 1.12% | +34.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.98% | 0.94% | +44.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.70% | 0.94% | +55.76% |
Frequently Asked Questions
BTC-USD and VMFXX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (10.54%) compared to VMFXX (0.30%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VMFXX's 0.00%.
VMFXX currently has the higher Sharpe Ratio (3.67 vs -0.93), 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.
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