SWVXX vs. VMFXX

The year-to-date returns for both investments are quite close, with SWVXX having a 4.30% return and VMFXX slightly higher at 4.46%. Both investments have delivered pretty close results over the past 10 years, with SWVXX having a 1.55% annualized return and VMFXX not far ahead at 1.57%.

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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.

The current SWVXX Sharpe Ratio is 3.48, which is comparable to the VMFXX Sharpe Ratio of 3.46. The chart below compares the historical Sharpe Ratios of SWVXX and VMFXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

Schwab Value Advantage Money Fund (SWVXX) has a higher volatility of 0.38% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.00%. This indicates that SWVXX'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.