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SWVXX vs. VFIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWVXX vs. VFIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Value Advantage Money Fund (SWVXX) and Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX). The values are adjusted to include any dividend payments, if applicable.

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SWVXX vs. VFIUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SWVXX
Schwab Value Advantage Money Fund
0.57%4.15%5.16%5.04%0.00%0.00%
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
-0.56%7.65%1.49%3.85%-10.34%-0.79%

Returns By Period

In the year-to-date period, SWVXX achieves a 0.57% return, which is significantly higher than VFIUX's -0.56% return.


SWVXX

1D
0.00%
1M
0.00%
YTD
0.57%
6M
1.55%
1Y
3.68%
3Y*
4.68%
5Y*
10Y*

VFIUX

1D
0.51%
1M
-2.26%
YTD
-0.56%
6M
0.62%
1Y
3.72%
3Y*
3.13%
5Y*
0.32%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWVXX vs. VFIUX - Expense Ratio Comparison

SWVXX has a 0.34% expense ratio, which is higher than VFIUX's 0.10% expense ratio.


Return for Risk

SWVXX vs. VFIUX — Risk / Return Rank

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

SWVXX

VFIUX
VFIUX Risk / Return Rank: 5757
Overall Rank
VFIUX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VFIUX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VFIUX Omega Ratio Rank: 4040
Omega Ratio Rank
VFIUX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VFIUX Martin Ratio Rank: 5656
Martin Ratio Rank
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.

SWVXX vs. VFIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Value Advantage Money Fund (SWVXX) and Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX). 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.


SWVXXVFIUXDifference

Sharpe ratio

Return per unit of total volatility

3.69

1.00

+2.69

Sortino ratio

Return per unit of downside risk

1.52

Omega ratio

Gain probability vs. loss probability

1.18

Calmar ratio

Return relative to maximum drawdown

1.73

Martin ratio

Return relative to average drawdown

5.33

SWVXX vs. VFIUX - Sharpe Ratio Comparison

The current SWVXX Sharpe Ratio is 3.69, which is higher than the VFIUX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SWVXX and VFIUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWVXXVFIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.69

1.00

+2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

2.88

0.69

+2.19

Correlation

The correlation between SWVXX and VFIUX is 0.08, 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.


Dividends

SWVXX vs. VFIUX - Dividend Comparison

SWVXX's dividend yield for the trailing twelve months is around 3.61%, less than VFIUX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
SWVXX
Schwab Value Advantage Money Fund
3.61%4.06%5.02%4.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
3.68%3.99%4.16%3.25%2.07%1.07%4.94%2.40%2.44%1.86%2.87%2.60%

Drawdowns

SWVXX vs. VFIUX - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum VFIUX drawdown of -15.41%. Use the drawdown chart below to compare losses from any high point for SWVXX and VFIUX.


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Drawdown Indicators


SWVXXVFIUXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-15.41%

+15.41%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-2.85%

+2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-14.88%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

Current Drawdown

Current decline from peak

0.00%

-2.26%

+2.26%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.80%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.92%

-0.92%

Volatility

SWVXX vs. VFIUX - Volatility Comparison

The current volatility for Schwab Value Advantage Money Fund (SWVXX) is 0.00%, while Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) has a volatility of 1.48%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than VFIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWVXXVFIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.48%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

0.75%

2.58%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

1.14%

4.31%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.09%

5.59%

-4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.09%

4.66%

-3.57%