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VFIUX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VFIUX and SWVXX is 0.01, 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.


-0.50.00.51.00.0

Performance

VFIUX vs. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Schwab Value Advantage Money Fund (SWVXX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.55%
2.28%
VFIUX
SWVXX

Key characteristics

Sharpe Ratio

VFIUX:

0.18

SWVXX:

3.48

Ulcer Index

VFIUX:

2.04%

SWVXX:

0.00%

Daily Std Dev

VFIUX:

5.15%

SWVXX:

1.43%

Max Drawdown

VFIUX:

-18.44%

SWVXX:

0.00%

Current Drawdown

VFIUX:

-11.92%

SWVXX:

0.00%

Returns By Period

In the year-to-date period, VFIUX achieves a 0.51% return, which is significantly lower than SWVXX's 4.30% return. Over the past 10 years, VFIUX has underperformed SWVXX with an annualized return of 0.63%, while SWVXX has yielded a comparatively higher 1.55% annualized return.


VFIUX

YTD

0.51%

1M

-0.82%

6M

0.55%

1Y

0.93%

5Y*

-0.81%

10Y*

0.63%

SWVXX

YTD

4.30%

1M

0.38%

6M

2.28%

1Y

5.01%

5Y*

2.30%

10Y*

1.55%

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Risk-Adjusted Performance

VFIUX vs. SWVXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Schwab Value Advantage Money Fund (SWVXX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFIUX, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.000.083.48
The chart of Sortino ratio for VFIUX, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.0010.000.15
The chart of Omega ratio for VFIUX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.02
The chart of Calmar ratio for VFIUX, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.000.03
The chart of Martin ratio for VFIUX, currently valued at 0.21, compared to the broader market0.0020.0040.0060.000.21
VFIUX
SWVXX

The current VFIUX Sharpe Ratio is 0.18, which is lower than the SWVXX Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of VFIUX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.08
3.48
VFIUX
SWVXX

Drawdowns

VFIUX vs. SWVXX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -18.44%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VFIUX and SWVXX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.92%
0
VFIUX
SWVXX

Volatility

VFIUX vs. SWVXX - Volatility Comparison

Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) has a higher volatility of 1.37% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.38%. This indicates that VFIUX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.37%
0.38%
VFIUX
SWVXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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