SVARX vs. VMFXX
Compare and contrast key facts about Spectrum Low Volatility Fund (SVARX) and Vanguard Federal Money Market Fund (VMFXX).
SVARX is managed by Advisors Preferred. It was launched on Dec 15, 2013. VMFXX is managed by Vanguard. It was launched on Sep 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVARX or VMFXX.
Key characteristics
| SVARX | VMFXX | |
|---|---|---|
| YTD Return | 2.64% | 4.46% |
| 1Y Return | 10.74% | 5.39% |
| 3Y Return (Ann) | 2.50% | 3.68% |
| 5Y Return (Ann) | 7.32% | 2.35% |
| 10Y Return (Ann) | 6.79% | 1.57% |
| Sharpe Ratio | 2.44 | 3.63 |
| Ulcer Index | 1.13% | 0.00% |
| Daily Std Dev | 4.46% | 1.48% |
| Max Drawdown | -6.48% | 0.00% |
| Current Drawdown | -1.52% | 0.00% |
Correlation
The correlation between SVARX and VMFXX is 0.03, 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
SVARX vs. VMFXX - Performance Comparison
In the year-to-date period, SVARX achieves a 2.64% return, which is significantly lower than VMFXX's 4.46% return. Over the past 10 years, SVARX has outperformed VMFXX with an annualized return of 6.79%, while VMFXX has yielded a comparatively lower 1.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SVARX vs. VMFXX - Expense Ratio Comparison
SVARX has a 2.34% expense ratio, which is higher than VMFXX's 0.00% expense ratio.
Risk-Adjusted Performance
SVARX vs. VMFXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Spectrum Low Volatility Fund (SVARX) 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.
Dividends
SVARX vs. VMFXX - Dividend Comparison
SVARX's dividend yield for the trailing twelve months is around 7.03%, more than VMFXX's 5.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVARX Spectrum Low Volatility Fund | 7.03% | 3.35% | 0.00% | 5.70% | 0.71% | 3.38% | 2.41% | 4.79% | 6.68% | 3.02% | 2.82% | 0.18% |
VMFXX Vanguard Federal Money Market Fund | 5.24% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% | 0.01% |
Drawdowns
SVARX vs. VMFXX - Drawdown Comparison
The maximum SVARX drawdown since its inception was -6.48%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SVARX and VMFXX. For additional features, visit the drawdowns tool.
Volatility
SVARX vs. VMFXX - Volatility Comparison
Spectrum Low Volatility Fund (SVARX) has a higher volatility of 0.85% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.41%. This indicates that SVARX'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.