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VMRXX vs. VEIRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMRXX and VEIRX 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.


-0.50.00.51.0-0.0

Performance

VMRXX vs. VEIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Cash Reserves Federal Money Market Fund Admiral Shares (VMRXX) and Vanguard Equity Income Fund Admiral Shares (VEIRX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.07%
2.08%
VMRXX
VEIRX

Key characteristics

Sharpe Ratio

VMRXX:

3.45

VEIRX:

0.95

Ulcer Index

VMRXX:

0.00%

VEIRX:

3.98%

Daily Std Dev

VMRXX:

1.39%

VEIRX:

13.70%

Max Drawdown

VMRXX:

0.00%

VEIRX:

-56.75%

Current Drawdown

VMRXX:

0.00%

VEIRX:

-5.57%

Returns By Period

Over the past 10 years, VMRXX has underperformed VEIRX with an annualized return of 1.73%, while VEIRX has yielded a comparatively higher 6.47% annualized return.


VMRXX

YTD

0.00%

1M

0.00%

6M

2.06%

1Y

4.79%

5Y*

2.48%

10Y*

1.73%

VEIRX

YTD

6.06%

1M

2.49%

6M

2.08%

1Y

13.37%

5Y*

6.16%

10Y*

6.47%

*Annualized

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VMRXX vs. VEIRX - Expense Ratio Comparison

VMRXX has a 0.10% expense ratio, which is lower than VEIRX's 0.19% 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%.


VEIRX
Vanguard Equity Income Fund Admiral Shares
Expense ratio chart for VEIRX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VMRXX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VMRXX vs. VEIRX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VMRXX

VEIRX
The Risk-Adjusted Performance Rank of VEIRX is 5353
Overall Rank
The Sharpe Ratio Rank of VEIRX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIRX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VEIRX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VEIRX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VEIRX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VMRXX vs. VEIRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Cash Reserves Federal Money Market Fund Admiral Shares (VMRXX) and Vanguard Equity Income Fund Admiral Shares (VEIRX). 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 VMRXX, currently valued at 3.45, compared to the broader market-1.000.001.002.003.004.003.450.96
No data
VMRXX
VEIRX

The current VMRXX Sharpe Ratio is 3.45, which is higher than the VEIRX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VMRXX and VEIRX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
3.45
0.96
VMRXX
VEIRX

Dividends

VMRXX vs. VEIRX - Dividend Comparison

VMRXX's dividend yield for the trailing twelve months is around 5.04%, more than VEIRX's 2.74% yield.


TTM20242023202220212020201920182017201620152014
VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares
5.04%5.12%4.99%1.55%0.02%0.57%2.27%1.82%0.61%0.00%0.00%0.00%
VEIRX
Vanguard Equity Income Fund Admiral Shares
2.74%2.91%3.03%3.03%2.49%2.70%2.71%3.25%2.54%2.83%3.05%2.78%

Drawdowns

VMRXX vs. VEIRX - Drawdown Comparison

The maximum VMRXX drawdown since its inception was 0.00%, smaller than the maximum VEIRX drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for VMRXX and VEIRX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-5.57%
VMRXX
VEIRX

Volatility

VMRXX vs. VEIRX - Volatility Comparison

The current volatility for Vanguard Cash Reserves Federal Money Market Fund Admiral Shares (VMRXX) is 0.00%, while Vanguard Equity Income Fund Admiral Shares (VEIRX) has a volatility of 2.40%. This indicates that VMRXX experiences smaller price fluctuations and is considered to be less risky than VEIRX 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%SeptemberOctoberNovemberDecember2025February0
2.40%
VMRXX
VEIRX
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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.

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