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

Performance

USD=X vs. VSIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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%

VSIAX

1D
0.75%
1M
0.77%
YTD
12.48%
6M
12.57%
1Y
27.51%
3Y*
17.21%
5Y*
8.13%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VSIAX - 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%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
12.48%9.09%11.34%17.06%-9.31%28.10%5.80%22.76%-12.24%11.80%

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Return for Risk

USD=X vs. VSIAX — Risk / Return Rank

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

USD=X

VSIAX
VSIAX Risk / Return Rank: 5050
Overall Rank
VSIAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VSIAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VSIAX Omega Ratio Rank: 3838
Omega Ratio Rank
VSIAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VSIAX Martin Ratio Rank: 5757
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. VSIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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. VSIAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XVSIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Drawdowns

USD=X vs. VSIAX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VSIAX drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for USD=X and VSIAX.


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Drawdown Indicators


USD=XVSIAXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-45.39%

+45.39%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.87%

+8.87%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-24.09%

+24.09%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-24.09%

+24.09%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-45.39%

+45.39%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.49%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.50%

-2.50%

Volatility

USD=X vs. VSIAX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a volatility of 3.90%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVSIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.90%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

10.44%

-10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.16%

-15.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

19.77%

-19.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.45%

-22.45%

Frequently Asked Questions


VSIAX has higher volatility (3.90%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VSIAX's -45.39%.

Portfolio Optimizer

Find the right allocation for USD=X and VSIAX

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