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

USD=X vs. VXF

Last updated Jun 6, 2026

USD=X (USD Cash) is a currency, while VXF (Vanguard Extended Market ETF) is Mid Cap Blend Equities fund tracking the S&P Completion Index. Over the past 10 years, USD=X returned 0.00%/yr vs 11.69%/yr for VXF.

Performance

USD=X vs. VXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Extended Market ETF (VXF). 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%

VXF

1D
-3.32%
1M
-0.19%
YTD
11.25%
6M
9.53%
1Y
25.88%
3Y*
18.43%
5Y*
6.05%
10Y*
11.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VXF - 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%
VXF
Vanguard Extended Market ETF		11.25%11.40%16.89%25.51%-26.52%12.31%32.45%27.96%-9.34%18.06%

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USD Cash

Vanguard Extended Market 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 VXF:
VXF vs. VOOVXF vs. VTIVXF vs. VBVXF vs. VOVXF vs. FZIPXVXF vs. VOTVXF vs. IJR

Return for Risk

USD=X vs. VXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
VXF
VXF Risk / Return Rank: 4747
Overall Rank
VXF Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 4343
Sortino Ratio Rank
VXF Omega Ratio Rank: 4040
Omega Ratio Rank
VXF Calmar Ratio Rank: 5353
Calmar Ratio Rank
VXF Martin Ratio Rank: 5454
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. VXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard Extended Market ETF (VXF). 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. VXF - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XVXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

1.48

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.27

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.45

—

Drawdowns

USD=X vs. VXF - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VXF drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for USD=X and VXF.

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Drawdown Indicators

USD=XVXFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-58.03%

+58.03%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-10.21%

+10.21%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-26.92%

+26.92%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-36.39%

+36.39%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-41.72%

+41.72%

Current Drawdown

Current decline from peak

0.00%

-3.32%

+3.32%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.55%

+9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.88%

-2.88%

Volatility

USD=X vs. VXF - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Extended Market ETF (VXF) has a volatility of 5.88%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XVXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.88%

-5.88%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

12.90%

-12.90%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

17.54%

-17.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.37%

-22.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.31%

-22.31%

Frequently Asked Questions

VXF has higher volatility (5.88%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VXF's -58.03%.

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