PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VMFXX vs. VUSXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMFXX and VUSXX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

VMFXX vs. VUSXX - Performance Comparison

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

16.50%17.00%17.50%18.00%18.50%NovemberDecember2025FebruaryMarchApril
18.58%
18.53%
VMFXX
VUSXX

Key characteristics

Sharpe Ratio

VMFXX:

3.44

VUSXX:

3.27

Ulcer Index

VMFXX:

0.00%

VUSXX:

0.00%

Daily Std Dev

VMFXX:

1.34%

VUSXX:

1.31%

Max Drawdown

VMFXX:

0.00%

VUSXX:

0.00%

Current Drawdown

VMFXX:

0.00%

VUSXX:

0.00%

Returns By Period

In the year-to-date period, VMFXX achieves a 0.69% return, which is significantly higher than VUSXX's 0.37% return. Both investments have delivered pretty close results over the past 10 years, with VMFXX having a 1.72% annualized return and VUSXX not far ahead at 1.73%.


VMFXX

YTD

0.69%

1M

0.00%

6M

1.87%

1Y

4.60%

5Y*

2.52%

10Y*

1.72%

VUSXX

YTD

0.37%

1M

0.00%

6M

1.55%

1Y

4.28%

5Y*

2.47%

10Y*

1.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VMFXX vs. VUSXX - Expense Ratio Comparison

VMFXX has a 0.00% expense ratio, which is lower than VUSXX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VUSXX
Vanguard Treasury Money Market Fund
Expense ratio chart for VUSXX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUSXX: 0.08%
Expense ratio chart for VMFXX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VMFXX: 0.00%

Risk-Adjusted Performance

VMFXX vs. VUSXX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
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
VUSXX: 3.27
No data

The current VMFXX Sharpe Ratio is 3.44, which is comparable to the VUSXX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of VMFXX and VUSXX, 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 Ratio3.303.403.503.603.703.80NovemberDecember2025FebruaryMarchApril
3.44
3.27
VMFXX
VUSXX

Dividends

VMFXX vs. VUSXX - Dividend Comparison

VMFXX's dividend yield for the trailing twelve months is around 4.49%, more than VUSXX's 4.17% yield.


TTM202420232022202120202019201820172016
VMFXX
Vanguard Federal Money Market Fund
4.49%5.11%4.97%1.54%0.01%0.45%2.12%1.61%0.50%0.00%
VUSXX
Vanguard Treasury Money Market Fund
4.17%5.12%4.94%1.50%0.02%0.47%2.12%1.62%0.79%0.03%

Drawdowns

VMFXX vs. VUSXX - Drawdown Comparison

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


0.00%NovemberDecember2025FebruaryMarchApril00
VMFXX
VUSXX

Volatility

VMFXX vs. VUSXX - Volatility Comparison

The current volatility for Vanguard Federal Money Market Fund (VMFXX) is 0.00%, while Vanguard Treasury Money Market Fund (VUSXX) has a volatility of 0.00%. This indicates that VMFXX 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.


0.00%0.10%0.20%0.30%0.40%0.50%NovemberDecember2025FebruaryMarchApril00
VMFXX
VUSXX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab