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SVARX vs. VMFXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SVARX vs. VMFXX

Last updated Jun 23, 2026

SVARX (Spectrum Low Volatility Fund) and VMFXX (Vanguard Federal Money Market Fund) are both mutual funds - SVARX is a Nontraditional Bonds fund managed by Advisors Preferred, while VMFXX is a Money Market fund managed by Vanguard. Over the past 5 years, SVARX returned 3.18%/yr vs 3.02%/yr for VMFXX. At a 0.06 correlation, their price movements are largely independent. SVARX charges 2.34%/yr vs 0.11%/yr for VMFXX.

Performance

SVARX vs. VMFXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spectrum Low Volatility Fund (SVARX) and Vanguard Federal Money Market Fund (VMFXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SVARX achieves a 1.31% return, which is significantly lower than VMFXX's 1.50% return.

SVARX

1D
0.13%
1M
0.59%
YTD
1.31%
6M
1.70%
1Y
5.78%
3Y*
6.63%
5Y*
3.18%
10Y*
6.03%

VMFXX

1D
0.00%
1M
0.30%
YTD
1.50%
6M
1.82%
1Y
3.95%
3Y*
4.42%
5Y*
3.02%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVARX vs. VMFXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SVARX
Spectrum Low Volatility Fund		1.31%6.22%2.60%9.67%-4.35%1.70%
VMFXX
Vanguard Federal Money Market Fund		1.50%4.24%4.83%4.64%0.00%0.00%

Correlation

The correlation between SVARX and VMFXX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.06

Compare stocks, funds, or ETFs

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

Spectrum Low Volatility Fund

Vanguard Federal Money Market Fund

Often compared with SVARX:
SVARX vs. ACWVSVARX vs. HFSAXSVARX vs. BILSVARX vs. VOOSVARX vs. VWNEXSVARX vs. AGRHSVARX vs. AGZD
Often compared with VMFXX:
VMFXX vs. VUSXXVMFXX vs. SPAXXVMFXX vs. SWVXXVMFXX vs. SGOVVMFXX vs. VMRXXVMFXX vs. BNDVMFXX vs. SNSXX

Return for Risk

SVARX vs. VMFXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SVARX
SVARX Risk / Return Rank: 5151
Overall Rank
SVARX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SVARX Sortino Ratio Rank: 5454
Sortino Ratio Rank
SVARX Omega Ratio Rank: 7777
Omega Ratio Rank
SVARX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SVARX Martin Ratio Rank: 2323
Martin Ratio Rank
VMFXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SVARX vs. VMFXX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SVARXVMFXXDifference
Sharpe ratioReturn per unit of total volatility
2.16
3.67

-1.52

Sortino ratioReturn per unit of downside risk
2.85

—

—

Omega ratioGain probability vs. loss probability

1.45

—

—

Calmar ratioReturn relative to maximum drawdown

2.29

—

—

Martin ratioReturn relative to average drawdown

5.16

—

—

SVARX vs. VMFXX - Sharpe Ratio Comparison

The current SVARX Sharpe Ratio is 2.16, which is lower than the VMFXX Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of SVARX and VMFXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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.

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Drawdown Indicators

SVARXVMFXXDifference

Max Drawdown

Largest peak-to-trough decline

-6.48%

0.00%

-6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

0.00%

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-2.55%

0.00%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-6.48%

0.00%

-6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-6.48%

—

—

Current Drawdown

Current decline from peak

-1.48%

0.00%

-1.48%

Average Drawdown

Average peak-to-trough decline

-1.23%

0.00%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

0.00%

+1.13%

Volatility

SVARX vs. VMFXX - Volatility Comparison

Spectrum Low Volatility Fund (SVARX) has a higher volatility of 0.83% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.30%. 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.

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Volatility by Period

SVARXVMFXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.30%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.21%

0.72%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

1.12%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.10%

1.08%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.68%

1.07%

+2.61%

SVARX vs. VMFXX - Expense Ratio Comparison

SVARX has a 2.34% expense ratio, which is higher than VMFXX's 0.11% expense ratio.

Dividends

SVARX vs. VMFXX - Dividend Comparison

SVARX's dividend yield for the trailing twelve months is around 5.87%, more than VMFXX's 3.87% yield.

PositionTTM20252024202320222021202020192018201720162015
SVARX
Spectrum Low Volatility Fund		5.87%5.95%9.35%3.35%0.00%5.85%0.71%4.91%2.41%6.90%9.07%3.02%
VMFXX
Vanguard Federal Money Market Fund		3.87%4.14%4.70%4.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SVARX and VMFXX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SVARX has higher volatility (0.83%) compared to VMFXX (0.30%). In terms of maximum drawdown, SVARX dropped -6.48% vs VMFXX's 0.00%.

VMFXX currently has the higher Sharpe Ratio (3.67 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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