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USD=X vs. VASGX
Performance
Return for Risk
Drawdowns
Volatility

USD=X vs. VASGX

Last updated Jun 6, 2026

USD=X (USD Cash) is a currency, while VASGX (Vanguard LifeStrategy Growth Fund) is Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, USD=X returned 0.00%/yr vs 10.69%/yr for VASGX.

Performance

USD=X vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard LifeStrategy Growth Fund (VASGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

VASGX

1D
0.29%
1M
1.82%
YTD
10.43%
6M
10.95%
1Y
24.89%
3Y*
17.81%
5Y*
8.92%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VASGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VASGX
Vanguard LifeStrategy Growth Fund		10.43%19.65%12.95%18.76%-17.21%14.35%15.45%23.14%-6.89%19.21%

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USD Cash

Vanguard LifeStrategy Growth Fund

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with VASGX:
VASGX vs. AOAVASGX vs. VOOVASGX vs. VTSAXVASGX vs. SPYVASGX vs. FASGXVASGX vs. VTWAXVASGX vs. VFORX

Return for Risk

USD=X vs. VASGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
VASGX
VASGX Risk / Return Rank: 6969
Overall Rank
VASGX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VASGX Sortino Ratio Rank: 6868
Sortino Ratio Rank
VASGX Omega Ratio Rank: 6767
Omega Ratio Rank
VASGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VASGX Martin Ratio Rank: 7373
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.

USD=X vs. VASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard LifeStrategy Growth Fund (VASGX). 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.

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

USD=X vs. VASGX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XVASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.38

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.70

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.80

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.58

—

Drawdowns

USD=X vs. VASGX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VASGX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for USD=X and VASGX.

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Drawdown Indicators

USD=XVASGXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-51.16%

+51.16%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.17%

+8.17%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-12.89%

+12.89%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-24.43%

+24.43%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-28.53%

+28.53%

Current Drawdown

Current decline from peak

0.00%

-0.39%

+0.39%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.25%

+7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.85%

-1.85%

Volatility

USD=X vs. VASGX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard LifeStrategy Growth Fund (VASGX) has a volatility of 3.15%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XVASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.15%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

8.29%

-8.29%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.36%

-10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

12.77%

-12.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

13.48%

-13.48%

Frequently Asked Questions

VASGX has higher volatility (3.15%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VASGX's -51.16%.

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