PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SNSXX vs. VSBSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.00.0

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%0.50%1.00%1.50%2.00%2.50%AugustSeptemberOctoberNovemberDecember2025
1.63%
2.15%
SNSXX
VSBSX

Key characteristics

Sharpe Ratio

SNSXX:

3.05

VSBSX:

2.19

Ulcer Index

SNSXX:

0.00%

VSBSX:

0.42%

Daily Std Dev

SNSXX:

1.17%

VSBSX:

1.75%

Max Drawdown

SNSXX:

0.00%

VSBSX:

-5.77%

Current Drawdown

SNSXX:

0.00%

VSBSX:

-0.59%

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with SNSXX having a 1.20% annualized return and VSBSX not far ahead at 1.26%.


SNSXX

YTD

0.00%

1M

0.00%

6M

1.64%

1Y

3.58%

5Y*

1.95%

10Y*

1.20%

VSBSX

YTD

-0.00%

1M

-0.31%

6M

2.14%

1Y

3.73%

5Y*

1.23%

10Y*

1.26%

*Annualized

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%

Risk-Adjusted Performance

SNSXX vs. VSBSX — Risk-Adjusted Performance Rank

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

SNSXX

VSBSX
The Risk-Adjusted Performance Rank of VSBSX is 9292
Overall Rank
The Sharpe Ratio Rank of VSBSX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VSBSX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VSBSX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VSBSX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of VSBSX is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 3.05, compared to the broader market-1.000.001.002.003.003.052.02
No data
SNSXX
VSBSX

The current SNSXX Sharpe Ratio is 3.05, which is higher than the VSBSX Sharpe Ratio of 2.19. 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 Ratio2.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
3.05
2.02
SNSXX
VSBSX

Dividends

SNSXX vs. VSBSX - Dividend Comparison

SNSXX's dividend yield for the trailing twelve months is around 3.51%, less than VSBSX's 3.81% yield.


TTM20242023202220212020201920182017201620152014
SNSXX
Schwab U.S. Treasury Money Fund
3.51%3.51%4.61%1.28%0.02%0.27%1.47%0.78%0.00%0.00%0.00%0.00%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.81%3.81%3.29%1.12%0.33%1.11%2.27%1.80%1.09%0.81%0.67%0.40%

Drawdowns

SNSXX vs. VSBSX - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum VSBSX drawdown of -5.77%. 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%AugustSeptemberOctoberNovemberDecember20250
-0.59%
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 0.48%. 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%AugustSeptemberOctoberNovemberDecember20250
0.48%
SNSXX
VSBSX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab