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

USD=X vs. VFMV

Last updated Jun 13, 2026

USD=X (USD Cash) is a currency, while VFMV (Vanguard U.S. Minimum Volatility ETF) is Mid Cap Blend Equities fund actively managed by Vanguard. Over the past 5 years, USD=X returned 0.00%/yr vs 9.55%/yr for VFMV.

Performance

USD=X vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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%

VFMV

1D
0.40%
1M
1.39%
YTD
8.57%
6M
7.81%
1Y
12.36%
3Y*
14.22%
5Y*
9.55%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VFMV - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFMV
Vanguard U.S. Minimum Volatility ETF		8.57%10.52%16.91%8.86%-5.73%20.75%-0.19%27.26%-0.34%

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USD Cash

Vanguard U.S. Minimum Volatility ETF

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 VFMV:
VFMV vs. USMVVFMV vs. VOOVFMV vs. VYMVFMV vs. SCHDVFMV vs. VIGVFMV vs. VFMFVFMV vs. SPY

Return for Risk

USD=X vs. VFMV — Risk / Return Rank

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

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

VFMV
VFMV Risk / Return Rank: 4747
Overall Rank
VFMV Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VFMV Sortino Ratio Rank: 4646
Sortino Ratio Rank
VFMV Omega Ratio Rank: 4343
Omega Ratio Rank
VFMV Calmar Ratio Rank: 4747
Calmar Ratio Rank
VFMV Martin Ratio Rank: 5353
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. VFMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

USD=XVFMVDifference
Sharpe ratioReturn per unit of total volatility

—

1.41

—

Sortino ratioReturn per unit of downside risk

—

2.05

—

Omega ratioGain probability vs. loss probability

—

1.25

—

Calmar ratioReturn relative to maximum drawdown

—

2.07

—

Martin ratioReturn relative to average drawdown

—

8.03

—

USD=X vs. VFMV - Sharpe Ratio Comparison

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Drawdowns

USD=X vs. VFMV - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VFMV drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for USD=X and VFMV.

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Drawdown Indicators

USD=XVFMVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.64%

+33.64%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-6.00%

+6.00%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-10.35%

+10.35%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-15.41%

+15.41%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

—

—

Current Drawdown

Current decline from peak

0.00%

-0.98%

+0.98%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.63%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.55%

-1.55%

Volatility

USD=X vs. VFMV - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard U.S. Minimum Volatility ETF (VFMV) has a volatility of 2.30%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XVFMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.30%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

6.32%

-6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

8.83%

-8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

11.75%

-11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

14.23%

-14.23%

Frequently Asked Questions

VFMV has higher volatility (2.30%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VFMV's -33.64%.

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