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

Correlation

The correlation between SNSXX and VUG 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.


-0.50.00.51.00.0

Performance

SNSXX vs. VUG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.63%
6.63%
SNSXX
VUG

Key characteristics

Sharpe Ratio

SNSXX:

3.05

VUG:

2.15

Ulcer Index

SNSXX:

0.00%

VUG:

3.33%

Daily Std Dev

SNSXX:

1.17%

VUG:

17.52%

Max Drawdown

SNSXX:

0.00%

VUG:

-50.68%

Current Drawdown

SNSXX:

0.00%

VUG:

-3.39%

Returns By Period

Over the past 10 years, SNSXX has underperformed VUG with an annualized return of 1.20%, while VUG has yielded a comparatively higher 15.94% annualized return.


SNSXX

YTD

0.00%

1M

0.00%

6M

1.64%

1Y

3.58%

5Y*

1.95%

10Y*

1.20%

VUG

YTD

0.64%

1M

-2.28%

6M

6.63%

1Y

34.90%

5Y*

17.89%

10Y*

15.94%

*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. VUG - Expense Ratio Comparison


VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SNSXX vs. VUG — Risk-Adjusted Performance Rank

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

SNSXX

VUG
The Risk-Adjusted Performance Rank of VUG is 8080
Overall Rank
The Sharpe Ratio Rank of VUG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7878
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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Treasury Money Fund (SNSXX) and Vanguard Growth ETF (VUG). 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-1.000.001.002.003.003.051.89
No data
SNSXX
VUG

The current SNSXX Sharpe Ratio is 3.05, which is higher than the VUG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SNSXX and VUG, 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 Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
3.05
1.89
SNSXX
VUG

Dividends

SNSXX vs. VUG - Dividend Comparison

SNSXX's dividend yield for the trailing twelve months is around 3.51%, more than VUG's 0.46% 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%
VUG
Vanguard Growth ETF
0.46%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

SNSXX vs. VUG - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SNSXX and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-3.39%
SNSXX
VUG

Volatility

SNSXX vs. VUG - Volatility Comparison

The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.00%, while Vanguard Growth ETF (VUG) has a volatility of 5.81%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember20250
5.81%
SNSXX
VUG
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