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 | 3.90% | 4.46% |
| 1Y Return | 4.61% | 5.39% |
| 3Y Return (Ann) | 3.48% | 3.68% |
| 5Y Return (Ann) | 2.22% | 2.34% |
| 10Y Return (Ann) | 1.51% | 1.57% |
| Sharpe Ratio | 3.30 | 3.63 |
| Ulcer Index | 0.00% | 0.00% |
| Daily Std Dev | 1.39% | 1.48% |
| Max Drawdown | 0.00% | 0.00% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWVXX and VMFXX is 0.07, 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 3.90% return, which is significantly lower than VMFXX's 4.46% return. Both investments have delivered pretty close results over the past 10 years, with SWVXX having a 1.51% annualized return and VMFXX not far ahead at 1.57%. 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
The current volatility for Schwab Value Advantage Money Fund (SWVXX) is 0.21%, while Vanguard Federal Money Market Fund (VMFXX) has a volatility of 0.41%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.