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

Performance

VMFXX vs. VWUSX - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
16.88%
370.75%
VMFXX
VWUSX

Returns By Period

In the year-to-date period, VMFXX achieves a 4.46% return, which is significantly lower than VWUSX's 27.56% return. Over the past 10 years, VMFXX has underperformed VWUSX with an annualized return of 1.57%, while VWUSX has yielded a comparatively higher 14.44% annualized return.


VMFXX

YTD

4.46%

1M

0.41%

6M

2.64%

1Y

5.39%

5Y (annualized)

2.34%

10Y (annualized)

1.57%

VWUSX

YTD

27.56%

1M

1.65%

6M

13.10%

1Y

36.79%

5Y (annualized)

15.96%

10Y (annualized)

14.44%

Key characteristics


VMFXXVWUSX
Sharpe Ratio3.631.99
Ulcer Index0.00%3.17%
Daily Std Dev1.48%18.56%
Max Drawdown0.00%-71.26%
Current Drawdown0.00%-3.33%

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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%

Correlation

-0.50.00.51.0-0.0

The correlation between VMFXX and VWUSX is -0.00. 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.

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.


Sharpe ratio
The chart of Sharpe ratio for VMFXX, currently valued at 3.63, compared to the broader market0.002.004.003.631.88
No data
VMFXX
VWUSX

The current VMFXX Sharpe Ratio is 3.63, which is higher than the VWUSX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of VMFXX and VWUSX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.63
1.88
VMFXX
VWUSX

Dividends

VMFXX vs. VWUSX - Dividend Comparison

VMFXX's dividend yield for the trailing twelve months is around 5.24%, more than VWUSX's 0.22% yield.


TTM20232022202120202019201820172016201520142013
VMFXX
Vanguard Federal Money Market Fund
5.24%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
0.22%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-3.33%
VMFXX
VWUSX

Volatility

VMFXX vs. VWUSX - Volatility Comparison

The current volatility for Vanguard Federal Money Market Fund (VMFXX) is 0.41%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 5.82%. 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%JuneJulyAugustSeptemberOctoberNovember
0.41%
5.82%
VMFXX
VWUSX