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

Correlation

The correlation between VMFXX and VUSXX 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.


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.

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Key characteristics

Sharpe Ratio

VMFXX:

3.28

VUSXX:

3.28

Ulcer Index

VMFXX:

0.00%

VUSXX:

0.00%

Daily Std Dev

VMFXX:

1.27%

VUSXX:

1.28%

Max Drawdown

VMFXX:

0.00%

VUSXX:

0.00%

Current Drawdown

VMFXX:

0.00%

VUSXX:

0.00%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VMFXX at 0.69% and VUSXX at 0.69%. 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 1.76%.


VMFXX

YTD

0.69%

1M

0.00%

6M

1.46%

1Y

4.14%

5Y*

2.51%

10Y*

1.72%

VUSXX

YTD

0.69%

1M

0.00%

6M

1.47%

1Y

4.16%

5Y*

2.53%

10Y*

1.76%

*Annualized

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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%.


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.


The current VMFXX Sharpe Ratio is 3.28, which is comparable to the VUSXX Sharpe Ratio of 3.28. 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.


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Dividends

VMFXX vs. VUSXX - Dividend Comparison

VMFXX's dividend yield for the trailing twelve months is around 4.76%, more than VUSXX's 4.07% yield.


TTM202420232022202120202019201820172016
VMFXX
Vanguard Federal Money Market Fund
4.76%5.11%4.97%1.54%0.01%0.45%2.12%1.61%0.50%0.00%
VUSXX
Vanguard Treasury Money Market Fund
4.07%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.


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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.


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