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VGSH vs. SWVXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGSH vs. SWVXX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGSH achieves a 0.77% return, which is significantly lower than SWVXX's 1.74% return.


VGSH

1D
-0.05%
1M
0.14%
6M
0.55%
YTD
0.77%
1Y
3.09%
3Y*
4.29%
5Y*
1.87%
10Y*
1.73%
ALL TIME*
1.41%

SWVXX

1D
0.00%
1M
0.00%
6M
1.43%
YTD
1.74%
1Y
3.44%
3Y*
4.27%
5Y*
3.06%
10Y*
ALL TIME*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$133.56M$160.92M$191.51M

VGSH vs. SWVXX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VGSH
Vanguard Short-Term Treasury ETF
0.77%5.07%4.00%4.31%-3.86%-0.64%
SWVXX
Schwab Prime Advantage Money Fund Investor Shares
1.74%4.15%5.16%4.33%0.00%0.00%

Correlation

The correlation between VGSH and SWVXX is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.05

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Return for Risk

VGSH vs. SWVXX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VGSH
VGSH Risk / Return Rank: 9191
Overall Rank
VGSH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9393
Omega Ratio Rank
VGSH Calmar Ratio Rank: 8888
Calmar Ratio Rank
VGSH Martin Ratio Rank: 8989
Martin Ratio Rank

SWVXX

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VGSH vs. SWVXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury ETF (VGSH) and Schwab Prime Advantage Money Fund Investor Shares (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.

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.


VGSHSWVXXDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

3.51

Martin ratioReturn relative to average drawdown

13.46

VGSH vs. SWVXX - Sharpe Ratio Comparison

The current VGSH Sharpe Ratio is 2.36, which is lower than the SWVXX Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of VGSH and SWVXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGSH vs. SWVXX - Drawdown Comparison

The maximum VGSH drawdown since its inception was -5.70%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VGSH and SWVXX.


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Drawdown Indicators


VGSHSWVXXDifference

Max Drawdown

Largest peak-to-trough decline

-5.70%

0.00%

-5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

0.00%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

0.00%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

0.00%

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

-0.05%

0.00%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.59%

0.00%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.00%

+0.23%

Volatility

VGSH vs. SWVXX - Volatility Comparison

Vanguard Short-Term Treasury ETF (VGSH) has a higher volatility of 0.36% compared to Schwab Prime Advantage Money Fund Investor Shares (SWVXX) at 0.00%. This indicates that VGSH'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.


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Volatility by Period


VGSHSWVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

0.00%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

0.69%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

1.32%

1.09%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

1.06%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

1.04%

+0.54%

VGSH vs. SWVXX - Expense Ratio Comparison

VGSH has a 0.03% expense ratio, which is lower than SWVXX's 0.34% expense ratio.


Dividends

VGSH vs. SWVXX - Dividend Comparison

VGSH's dividend yield for the trailing twelve months is around 3.85%, more than SWVXX's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
SWVXX
Schwab Prime Advantage Money Fund Investor Shares
3.38%4.06%5.02%4.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF
3.85%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


VGSH and SWVXX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGSH has higher volatility (0.36%) compared to SWVXX (0.00%). In terms of maximum drawdown, VGSH dropped -5.70% vs SWVXX's 0.00%.

SWVXX currently has the higher Sharpe Ratio (3.71 vs 2.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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