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VMFXX vs. CSHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMFXX vs. CSHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Federal Money Market Fund (VMFXX) and NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMFXX achieves a 1.80% return, which is significantly lower than CSHI's 2.96% return.


VMFXX

1D
0.00%
1M
0.00%
6M
1.48%
YTD
1.80%
1Y
3.53%
3Y*
4.22%
5Y*
3.08%
10Y*
ALL TIME*
2.97%

CSHI

1D
0.02%
1M
0.35%
6M
2.63%
YTD
2.96%
1Y
5.17%
3Y*
5.40%
5Y*
10Y*
ALL TIME*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.44M$27.08M$29.26M
$0.00$0.00$0.00

VMFXX vs. CSHI - Yearly Performance Comparison


2026 (YTD)2025202420232022
VMFXX
Vanguard Federal Money Market Fund
1.80%4.24%4.83%4.64%0.00%
CSHI
NEOS Enhanced Income 1-3 Month T-Bill ETF
2.96%5.05%5.66%6.21%1.39%

Correlation

The correlation between VMFXX and CSHI is 0.05, 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.

0.05

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2022

-0.02

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Return for Risk

VMFXX vs. CSHI — Risk / Return Rank

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

VMFXX

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


CSHI
CSHI Risk / Return Rank: 9999
Overall Rank
CSHI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSHI Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHI Omega Ratio Rank: 9999
Omega Ratio Rank
CSHI Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSHI Martin Ratio Rank: 9999
Martin Ratio Rank
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.

VMFXX vs. CSHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Federal Money Market Fund (VMFXX) and NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI). 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.


VMFXXCSHIDifference
Sharpe ratioReturn per unit of total volatility

-2.30

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.76

Calmar ratioReturn relative to maximum drawdown

23.98

Martin ratioReturn relative to average drawdown

141.06

VMFXX vs. CSHI - Sharpe Ratio Comparison

The current VMFXX Sharpe Ratio is 3.67, which is lower than the CSHI Sharpe Ratio of 5.98. The chart below compares the historical Sharpe Ratios of VMFXX and CSHI, 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

VMFXX vs. CSHI - Drawdown Comparison

The maximum VMFXX drawdown since its inception was 0.00%, smaller than the maximum CSHI drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for VMFXX and CSHI.


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Drawdown Indicators


VMFXXCSHIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-1.69%

+1.69%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-0.21%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-1.69%

+1.69%

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%

-0.03%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.04%

-0.04%

Volatility

VMFXX vs. CSHI - Volatility Comparison

The current volatility for Vanguard Federal Money Market Fund (VMFXX) is 0.00%, while NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI) has a volatility of 0.11%. This indicates that VMFXX experiences smaller price fluctuations and is considered to be less risky than CSHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMFXXCSHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.11%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.71%

0.57%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

0.85%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.08%

1.31%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.06%

1.31%

-0.25%

VMFXX vs. CSHI - Expense Ratio Comparison

VMFXX has a 0.11% expense ratio, which is lower than CSHI's 0.38% expense ratio.


Dividends

VMFXX vs. CSHI - Dividend Comparison

VMFXX's dividend yield for the trailing twelve months is around 3.46%, less than CSHI's 4.83% yield.


PositionTTM2025202420232022
CSHI
NEOS Enhanced Income 1-3 Month T-Bill ETF
4.83%5.11%5.72%6.15%1.52%
VMFXX
Vanguard Federal Money Market Fund
3.46%4.14%4.70%4.53%0.00%

Frequently Asked Questions


VMFXX and CSHI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSHI has higher volatility (0.11%) compared to VMFXX (0.00%). In terms of maximum drawdown, VMFXX dropped 0.00% vs CSHI's -1.69%.

CSHI currently has the higher Sharpe Ratio (5.98 vs 3.67), 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 VMFXX and CSHI

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

Open Portfolio Optimizer