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VGUS vs. VUSXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGUS vs. VUSXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short Treasury ETF (VGUS) and Vanguard Treasury Money Market Fund (VUSXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGUS achieves a 1.61% return, which is significantly higher than VUSXX's 1.51% return.


VGUS

1D
0.01%
1M
0.20%
YTD
1.61%
6M
1.69%
1Y
3.85%
3Y*
5Y*
10Y*

VUSXX

1D
0.00%
1M
0.31%
YTD
1.51%
6M
1.84%
1Y
3.98%
3Y*
2.61%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGUS vs. VUSXX - Yearly Performance Comparison


Correlation

The correlation between VGUS and VUSXX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2025

0.10

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Return for Risk

VGUS vs. VUSXX — Risk / Return Rank

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

VGUS
VGUS Risk / Return Rank: 9999
Overall Rank
VGUS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VGUS Sortino Ratio Rank: 9999
Sortino Ratio Rank
VGUS Omega Ratio Rank: 9999
Omega Ratio Rank
VGUS Calmar Ratio Rank: 9999
Calmar Ratio Rank
VGUS Martin Ratio Rank: 100100
Martin Ratio Rank

VUSXX

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.

VGUS vs. VUSXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Treasury ETF (VGUS) and Vanguard Treasury Money Market Fund (VUSXX). 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.


VGUSVUSXXDifference
Sharpe ratioReturn per unit of total volatility

+8.17

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

10.49

Calmar ratioReturn relative to maximum drawdown

53.13

Martin ratioReturn relative to average drawdown

402.18

VGUS vs. VUSXX - Sharpe Ratio Comparison

The current VGUS Sharpe Ratio is 11.84, which is higher than the VUSXX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of VGUS and VUSXX, 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

VGUS vs. VUSXX - Drawdown Comparison

The maximum VGUS drawdown since its inception was -0.07%, which is greater than VUSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VGUS and VUSXX.


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Drawdown Indicators


VGUSVUSXXDifference

Max Drawdown

Largest peak-to-trough decline

-0.07%

0.00%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

0.00%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

0.00%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.00%

+0.01%

Volatility

VGUS vs. VUSXX - Volatility Comparison

The current volatility for Vanguard Ultra-Short Treasury ETF (VGUS) is 0.11%, while Vanguard Treasury Money Market Fund (VUSXX) has a volatility of 0.31%. This indicates that VGUS experiences smaller price fluctuations and is considered to be less risky than VUSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGUSVUSXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

0.31%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

0.73%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

1.12%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.34%

0.75%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.34%

0.74%

-0.40%

VGUS vs. VUSXX - Expense Ratio Comparison

Both VGUS and VUSXX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGUS vs. VUSXX - Dividend Comparison

VGUS's dividend yield for the trailing twelve months is around 3.60%, less than VUSXX's 3.89% yield.


PositionTTM202520242023
VGUS
Vanguard Ultra-Short Treasury ETF
3.60%3.12%0.00%0.00%
VUSXX
Vanguard Treasury Money Market Fund
3.89%4.15%1.63%0.43%

Frequently Asked Questions


VGUS and VUSXX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VUSXX has higher volatility (0.31%) compared to VGUS (0.11%). In terms of maximum drawdown, VGUS dropped -0.07% vs VUSXX's 0.00%.

VGUS currently has the higher Sharpe Ratio (11.84 vs 3.68), 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.

Portfolio Optimizer

Find the right allocation for VGUS and VUSXX

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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