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

Key characteristics


VMFXXVWUSX
YTD Return3.59%20.98%
1Y Return5.45%31.72%
3Y Return (Ann)3.40%1.37%
5Y Return (Ann)2.24%15.47%
10Y Return (Ann)1.49%14.33%
Sharpe Ratio3.631.66
Daily Std Dev1.49%19.35%
Max Drawdown0.00%-71.26%
Current Drawdown0.00%-2.53%

Correlation

-0.50.00.51.00.0

The correlation between VMFXX and VWUSX is 0.00, 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. VWUSX - Performance Comparison

In the year-to-date period, VMFXX achieves a 3.59% return, which is significantly lower than VWUSX's 20.98% return. Over the past 10 years, VMFXX has underperformed VWUSX with an annualized return of 1.49%, while VWUSX has yielded a comparatively higher 14.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%AprilMayJuneJulyAugustSeptember
15.92%
346.45%
VMFXX
VWUSX

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VMFXX vs. VWUSX - Expense Ratio Comparison

VMFXX has a 0.00% expense ratio, which is lower than VWUSX's 0.38% expense ratio.


VWUSX
Vanguard U.S. Growth Fund Investor Shares
Expense ratio chart for VWUSX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VMFXX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

VMFXX vs. VWUSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Federal Money Market Fund (VMFXX) and Vanguard U.S. Growth Fund Investor Shares (VWUSX). 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.


VMFXX
Sharpe ratio
The chart of Sharpe ratio for VMFXX, currently valued at 3.63, compared to the broader market-1.000.001.002.003.004.005.003.63
Sortino ratio
No data
Omega ratio
The chart of Omega ratio for VMFXX, currently valued at 1.11, compared to the broader market1.002.003.004.001.11
VWUSX
Sharpe ratio
The chart of Sharpe ratio for VWUSX, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.78
Sortino ratio
The chart of Sortino ratio for VWUSX, currently valued at 2.35, compared to the broader market0.005.0010.002.35
Omega ratio
The chart of Omega ratio for VWUSX, currently valued at 1.63, compared to the broader market1.002.003.004.001.63
Calmar ratio
The chart of Calmar ratio for VWUSX, currently valued at 1.03, compared to the broader market0.005.0010.0015.0020.001.03
Martin ratio
The chart of Martin ratio for VWUSX, currently valued at 9.80, compared to the broader market0.0020.0040.0060.0080.00100.009.80

VMFXX vs. VWUSX - Sharpe Ratio Comparison

The current VMFXX Sharpe Ratio is 3.63, which is higher than the VWUSX Sharpe Ratio of 1.66. The chart below compares the 12-month rolling Sharpe Ratio of VMFXX and VWUSX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
3.63
1.78
VMFXX
VWUSX

Dividends

VMFXX vs. VWUSX - Dividend Comparison

VMFXX's dividend yield for the trailing twelve months is around 5.30%, more than VWUSX's 0.23% yield.


TTM20232022202120202019201820172016201520142013
VMFXX
Vanguard Federal Money Market Fund
5.30%4.97%1.54%0.01%0.45%2.12%1.61%0.50%0.00%0.00%0.00%0.01%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.23%0.28%0.37%13.39%3.90%4.05%9.65%5.03%1.52%8.95%8.28%0.39%

Drawdowns

VMFXX vs. VWUSX - Drawdown Comparison

The maximum VMFXX drawdown since its inception was 0.00%, smaller than the maximum VWUSX drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for VMFXX and VWUSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember0
-2.53%
VMFXX
VWUSX

Volatility

VMFXX vs. VWUSX - Volatility Comparison

The current volatility for Vanguard Federal Money Market Fund (VMFXX) is 0.45%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 6.72%. This indicates that VMFXX experiences smaller price fluctuations and is considered to be less risky than VWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
0.45%
6.72%
VMFXX
VWUSX