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

Performance

SNSXX vs. VSBSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Treasury Money Fund (SNSXX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
2.09%
2.99%
SNSXX
VSBSX

Returns By Period

The year-to-date returns for both stocks are quite close, with SNSXX having a 3.58% return and VSBSX slightly lower at 3.42%. Both investments have delivered pretty close results over the past 10 years, with SNSXX having a 1.20% annualized return and VSBSX not far behind at 1.14%.


SNSXX

YTD

3.58%

1M

0.00%

6M

2.09%

1Y

4.26%

5Y (annualized)

1.99%

10Y (annualized)

1.20%

VSBSX

YTD

3.42%

1M

-0.20%

6M

2.88%

1Y

4.97%

5Y (annualized)

1.06%

10Y (annualized)

1.14%

Key characteristics


SNSXXVSBSX
Sharpe Ratio3.182.76
Ulcer Index0.00%0.37%
Daily Std Dev1.33%1.82%
Max Drawdown0.00%-6.54%
Current Drawdown0.00%-0.82%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNSXX vs. VSBSX - Expense Ratio Comparison


VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
Expense ratio chart for VSBSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.0

The correlation between SNSXX and VSBSX is 0.04, 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.

Risk-Adjusted Performance

SNSXX vs. VSBSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Treasury Money Fund (SNSXX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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.


Sharpe ratio
The chart of Sharpe ratio for SNSXX, currently valued at 3.18, compared to the broader market-1.000.001.002.003.004.005.003.182.76
No data
SNSXX
VSBSX

The current SNSXX Sharpe Ratio is 3.18, which is comparable to the VSBSX Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of SNSXX and VSBSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.18
2.76
SNSXX
VSBSX

Dividends

SNSXX vs. VSBSX - Dividend Comparison

SNSXX's dividend yield for the trailing twelve months is around 4.17%, more than VSBSX's 4.12% yield.


TTM20232022202120202019201820172016201520142013
SNSXX
Schwab U.S. Treasury Money Fund
4.17%4.61%1.28%0.02%0.27%1.47%0.78%0.00%0.00%0.00%0.00%0.00%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
4.12%3.29%1.12%0.33%1.11%2.27%1.80%1.09%0.81%0.67%0.40%0.27%

Drawdowns

SNSXX vs. VSBSX - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum VSBSX drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for SNSXX and VSBSX. For additional features, visit the drawdowns tool.


-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.82%
SNSXX
VSBSX

Volatility

SNSXX vs. VSBSX - Volatility Comparison

The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.00%, while Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) has a volatility of 0.36%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%JuneJulyAugustSeptemberOctoberNovember0
0.36%
SNSXX
VSBSX