SWVXX vs. VMFXX
Compare and contrast key facts about Schwab Value Advantage Money Fund (SWVXX) and Vanguard Federal Money Market Fund (VMFXX).
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: SWVXX or VMFXX.
Key characteristics
SWVXX | VMFXX | |
---|---|---|
YTD Return | 2.83% | 3.59% |
1Y Return | 4.91% | 5.45% |
3Y Return (Ann) | 3.14% | 3.40% |
5Y Return (Ann) | 2.11% | 2.24% |
10Y Return (Ann) | 1.41% | 1.49% |
Sharpe Ratio | 3.36 | 3.63 |
Daily Std Dev | 1.45% | 1.49% |
Max Drawdown | 0.00% | 0.00% |
Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWVXX and VMFXX is 0.06, 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
SWVXX vs. VMFXX - Performance Comparison
In the year-to-date period, SWVXX achieves a 2.83% return, which is significantly lower than VMFXX's 3.59% return. Over the past 10 years, SWVXX has underperformed VMFXX with an annualized return of 1.41%, while VMFXX has yielded a comparatively higher 1.49% 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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Risk-Adjusted Performance
SWVXX vs. VMFXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Value Advantage Money Fund (SWVXX) 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.
Drawdowns
SWVXX vs. VMFXX - Drawdown Comparison
The maximum SWVXX drawdown since its inception was 0.00%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWVXX and VMFXX. For additional features, visit the drawdowns tool.
Volatility
SWVXX vs. VMFXX - Volatility Comparison
Schwab Value Advantage Money Fund (SWVXX) and Vanguard Federal Money Market Fund (VMFXX) have volatilities of 0.44% and 0.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.