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VMFXX vs. SNSXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMFXX and SNSXX 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.


Performance

VMFXX vs. SNSXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Federal Money Market Fund (VMFXX) and Schwab U.S. Treasury Money Fund (SNSXX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VMFXX:

3.10

SNSXX:

3.54

Ulcer Index

VMFXX:

0.00%

SNSXX:

0.00%

Daily Std Dev

VMFXX:

1.20%

SNSXX:

1.24%

Max Drawdown

VMFXX:

0.00%

SNSXX:

0.00%

Current Drawdown

VMFXX:

0.00%

SNSXX:

0.00%

Returns By Period

In the year-to-date period, VMFXX achieves a 0.69% return, which is significantly lower than SNSXX's 1.32% return. Over the past 10 years, VMFXX has outperformed SNSXX with an annualized return of 1.72%, while SNSXX has yielded a comparatively lower 1.47% annualized return.


VMFXX

YTD

0.69%

1M

0.00%

6M

1.08%

1Y

3.68%

3Y*

4.17%

5Y*

2.51%

10Y*

1.72%

SNSXX

YTD

1.32%

1M

0.00%

6M

1.69%

1Y

4.42%

3Y*

4.11%

5Y*

2.45%

10Y*

1.47%

*Annualized

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Schwab U.S. Treasury Money Fund

VMFXX vs. SNSXX - Expense Ratio Comparison


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VMFXX vs. SNSXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Federal Money Market Fund (VMFXX) and Schwab U.S. Treasury Money Fund (SNSXX). 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.


The current VMFXX Sharpe Ratio is 3.10, which is comparable to the SNSXX Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of VMFXX and SNSXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VMFXX vs. SNSXX - Dividend Comparison

VMFXX's dividend yield for the trailing twelve months is around 4.31%, which matches SNSXX's 4.31% yield.


TTM20242023202220212020201920182017
VMFXX
Vanguard Federal Money Market Fund
4.31%5.11%4.97%1.54%0.01%0.45%2.12%1.61%0.50%
SNSXX
Schwab U.S. Treasury Money Fund
4.31%4.86%4.61%1.28%0.02%0.27%1.47%0.78%0.00%

Drawdowns

VMFXX vs. SNSXX - Drawdown Comparison

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


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VMFXX vs. SNSXX - Volatility Comparison

The current volatility for Vanguard Federal Money Market Fund (VMFXX) is 0.00%, while Schwab U.S. Treasury Money Fund (SNSXX) has a volatility of 0.00%. This indicates that VMFXX experiences smaller price fluctuations and is considered to be less risky than SNSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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