VMFXX vs. SWVXX

As of year-to-date, both investments have demonstrated similar returns, with VMFXX at 0.69% and SWVXX at 0.69%. Both investments have delivered pretty close results over the past 10 years, with VMFXX having a 1.72% annualized return and SWVXX not far behind at 1.71%.

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This table presents a comparison of risk-adjusted performance metrics for Vanguard Federal Money Market Fund (VMFXX) and Schwab Value Advantage Money Fund (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.

The current VMFXX Sharpe Ratio is 3.44, which is comparable to the SWVXX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of VMFXX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

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