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

Performance

VFMV vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Minimum Volatility ETF (VFMV) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VFMV

1D
0.40%
1M
1.39%
YTD
8.57%
6M
7.81%
1Y
12.36%
3Y*
14.22%
5Y*
9.55%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFMV vs. USD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VFMV vs. USD=X — Risk / Return Rank

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

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

USD=X

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

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.

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

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


VFMVUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.07

Martin ratioReturn relative to average drawdown

8.03

VFMV vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

VFMV vs. USD=X - Drawdown Comparison

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


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Drawdown Indicators


VFMVUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

0.00%

-33.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

0.00%

-6.00%

Max Drawdown (3Y)

Largest decline over 3 years

-10.35%

0.00%

-10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

0.00%

-15.41%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-0.98%

0.00%

-0.98%

Average Drawdown

Average peak-to-trough decline

-3.63%

0.00%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

0.00%

+1.55%

Volatility

VFMV vs. USD=X - Volatility Comparison

Vanguard U.S. Minimum Volatility ETF (VFMV) has a higher volatility of 2.30% compared to USD Cash (USD=X) at 0.00%. This indicates that VFMV's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFMVUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

0.00%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

6.32%

0.00%

+6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

0.00%

+8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

0.00%

+11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

0.00%

+14.23%

Frequently Asked Questions


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

Portfolio Optimizer

Find the right allocation for VFMV and USD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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