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VMFXX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VMFXX and SWVXX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

VMFXX vs. SWVXX - Performance Comparison

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

16.50%17.00%17.50%18.00%18.50%NovemberDecember2025FebruaryMarchApril
18.58%
18.75%
VMFXX
SWVXX

Key characteristics

Sharpe Ratio

VMFXX:

3.44

SWVXX:

3.56

Ulcer Index

VMFXX:

0.00%

SWVXX:

0.00%

Daily Std Dev

VMFXX:

1.34%

SWVXX:

1.30%

Max Drawdown

VMFXX:

0.00%

SWVXX:

0.00%

Current Drawdown

VMFXX:

0.00%

SWVXX:

0.00%

Returns By Period

In the year-to-date period, VMFXX achieves a 0.69% return, which is significantly lower than SWVXX's 1.03% return. Both investments have delivered pretty close results over the past 10 years, with VMFXX having a 1.72% annualized return and SWVXX not far ahead at 1.74%.


VMFXX

YTD

0.69%

1M

0.00%

6M

1.87%

1Y

4.60%

5Y*

2.52%

10Y*

1.72%

SWVXX

YTD

1.03%

1M

0.33%

6M

2.00%

1Y

4.64%

5Y*

2.56%

10Y*

1.74%

*Annualized

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Risk-Adjusted Performance

VMFXX vs. SWVXX - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for VMFXX, currently valued at 3.44, compared to the broader market-1.000.001.002.003.00
VMFXX: 3.44
SWVXX: 3.56

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.


Rolling 12-month Sharpe Ratio3.403.453.503.553.603.653.703.75NovemberDecember2025FebruaryMarchApril
3.44
3.56
VMFXX
SWVXX

Drawdowns

VMFXX vs. SWVXX - Drawdown Comparison

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.


0.00%NovemberDecember2025FebruaryMarchApril00
VMFXX
SWVXX

Volatility

VMFXX vs. SWVXX - Volatility Comparison

The current volatility for Vanguard Federal Money Market Fund (VMFXX) is 0.00%, while Schwab Value Advantage Money Fund (SWVXX) has a volatility of 0.33%. 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.


0.00%0.10%0.20%0.30%0.40%0.50%NovemberDecember2025FebruaryMarchApril0
0.33%
VMFXX
SWVXX