SNSXX vs. MSFT

Last updated Apr 3, 2026

Compare and contrast key facts about Schwab U.S. Treasury Money Fund (SNSXX) and Microsoft Corporation (MSFT).

SNSXX is managed by Charles Schwab. It was launched on Jan 17, 2018.

Performance

SNSXX vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Treasury Money Fund (SNSXX) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

SNSXX vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SNSXX Schwab U.S. Treasury Money Fund	0.55%	3.97%	1.61%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	-22.60%	15.58%	12.93%	58.19%	-28.02%	34.11%

Returns By Period

In the year-to-date period, SNSXX achieves a 0.55% return, which is significantly higher than MSFT's -22.60% return.

SNSXX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.55%
• 6M: 1.49%
• 1Y: 3.52%
• 3Y*: 2.03%
• 5Y*: —
• 10Y*: —

MSFT

• 1D: 1.11%
• 1M: -7.54%
• YTD: -22.60%
• 6M: -27.29%
• 1Y: -1.52%
• 3Y*: 10.00%
• 5Y*: 9.94%
• 10Y*: 22.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SNSXX vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSFT

MSFT Risk / Return Rank: 35
MSFT Sharpe Ratio Rank: 37
MSFT Sortino Ratio Rank: 31
MSFT Omega Ratio Rank: 30
MSFT Calmar Ratio Rank: 38
MSFT Martin Ratio Rank: 37

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNSXX vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Treasury Money Fund (SNSXX) and Microsoft Corporation (MSFT). 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.

	SNSXX	MSFT	Difference
Sharpe ratio Return per unit of total volatility	3.52	-0.06	+3.57
Sortino ratio Return per unit of downside risk	—	0.11	—
Omega ratio Gain probability vs. loss probability	—	1.01	—
Calmar ratio Return relative to maximum drawdown	—	-0.05	—
Martin ratio Return relative to average drawdown	—	-0.12	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNSXX vs. MSFT - Sharpe Ratio Comparison

The current SNSXX Sharpe Ratio is 3.52, which is higher than the MSFT Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of SNSXX and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SNSXX	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.52	-0.06	+3.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.96	0.74	+1.22

Correlation

The correlation between SNSXX and MSFT is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SNSXX vs. MSFT - Dividend Comparison

SNSXX's dividend yield for the trailing twelve months is around 3.45%, more than MSFT's 0.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SNSXX Schwab U.S. Treasury Money Fund	3.45%	3.88%	1.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Drawdowns

SNSXX vs. MSFT - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for SNSXX and MSFT.

Drawdown Indicators

	SNSXX	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-69.38%	+69.38%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-33.91%	+33.91%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.15%	—
Current Drawdown Current decline from peak	0.00%	-30.82%	+30.82%
Average Drawdown Average peak-to-trough decline	0.00%	-21.78%	+21.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	12.76%	-12.76%

Volatility

SNSXX vs. MSFT - Volatility Comparison

The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.00%, while Microsoft Corporation (MSFT) has a volatility of 6.38%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNSXX	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	6.38%	-6.38%
Volatility (6M) Calculated over the trailing 6-month period	0.72%	19.17%	-18.45%
Volatility (1Y) Calculated over the trailing 1-year period	1.05%	26.40%	-25.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.66%	26.16%	-25.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.66%	26.88%	-26.22%