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SNSXX vs. VMFXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNSXX and VMFXX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SNSXX vs. VMFXX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SNSXX:

3.54

VMFXX:

3.28

Ulcer Index

SNSXX:

0.00%

VMFXX:

0.00%

Daily Std Dev

SNSXX:

1.24%

VMFXX:

1.27%

Max Drawdown

SNSXX:

0.00%

VMFXX:

0.00%

Current Drawdown

SNSXX:

0.00%

VMFXX:

0.00%

Returns By Period

In the year-to-date period, SNSXX achieves a 1.32% return, which is significantly higher than VMFXX's 0.69% return. Over the past 10 years, SNSXX has underperformed VMFXX with an annualized return of 1.47%, while VMFXX has yielded a comparatively higher 1.72% annualized return.


SNSXX

YTD

1.32%

1M

0.33%

6M

2.06%

1Y

4.42%

5Y*

2.44%

10Y*

1.47%

VMFXX

YTD

0.69%

1M

0.00%

6M

1.46%

1Y

4.14%

5Y*

2.51%

10Y*

1.72%

*Annualized

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SNSXX vs. VMFXX - Expense Ratio Comparison


Risk-Adjusted Performance

SNSXX vs. VMFXX - Risk-Adjusted Performance Comparison

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


The current SNSXX Sharpe Ratio is 3.54, which is comparable to the VMFXX Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of SNSXX and VMFXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SNSXX vs. VMFXX - Dividend Comparison

SNSXX's dividend yield for the trailing twelve months is around 4.31%, less than VMFXX's 4.76% yield.


TTM20242023202220212020201920182017
SNSXX
Schwab U.S. Treasury Money Fund
4.31%4.86%4.61%1.28%0.02%0.27%1.47%0.78%0.00%
VMFXX
Vanguard Federal Money Market Fund
4.76%5.11%4.97%1.54%0.01%0.45%2.12%1.61%0.50%

Drawdowns

SNSXX vs. VMFXX - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SNSXX and VMFXX. For additional features, visit the drawdowns tool.


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Volatility

SNSXX vs. VMFXX - Volatility Comparison

Schwab U.S. Treasury Money Fund (SNSXX) has a higher volatility of 0.33% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.00%. This indicates that SNSXX'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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