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

Correlation

The correlation between VOO and VMFXX 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
Correlation: -0.0

Performance

VOO vs. VMFXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and Vanguard Federal Money Market Fund (VMFXX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
573.70%
18.58%
VOO
VMFXX

Key characteristics

Sharpe Ratio

VOO:

0.69

VMFXX:

3.44

Ulcer Index

VOO:

3.03%

VMFXX:

0.00%

Daily Std Dev

VOO:

13.88%

VMFXX:

1.34%

Max Drawdown

VOO:

-33.99%

VMFXX:

0.00%

Current Drawdown

VOO:

-7.62%

VMFXX:

0.00%

Returns By Period

In the year-to-date period, VOO achieves a -3.36% return, which is significantly lower than VMFXX's 0.69% return. Over the past 10 years, VOO has outperformed VMFXX with an annualized return of 12.62%, while VMFXX has yielded a comparatively lower 1.72% annualized return.


VOO

YTD

-3.36%

1M

-3.02%

6M

-0.09%

1Y

10.26%

5Y*

19.78%

10Y*

12.62%

VMFXX

YTD

0.69%

1M

0.00%

6M

1.87%

1Y

4.60%

5Y*

2.52%

10Y*

1.72%

*Annualized

Compare stocks, funds, or ETFs

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


VOO vs. VMFXX - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is higher than VMFXX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%
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

VOO vs. VMFXX — Risk-Adjusted Performance Rank

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

VOO
The Risk-Adjusted Performance Rank of VOO is 6565
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank

VMFXX
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.

VOO vs. VMFXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Vanguard Federal Money Market Fund (VMFXX). 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 VOO, currently valued at 0.69, compared to the broader market0.002.004.00
VOO: 0.69
VMFXX: 3.44
The chart of Sortino ratio for VOO, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.0010.0012.00
VOO: 0.99
The chart of Omega ratio for VOO, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
VOO: 1.13
The chart of Calmar ratio for VOO, currently valued at 0.95, compared to the broader market0.005.0010.0015.00
VOO: 0.95
The chart of Martin ratio for VOO, currently valued at 3.15, compared to the broader market0.0020.0040.0060.0080.00100.00
VOO: 3.15

The current VOO Sharpe Ratio is 0.69, which is lower than the VMFXX Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of VOO and VMFXX, 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 Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
0.69
3.44
VOO
VMFXX

Dividends

VOO vs. VMFXX - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.34%, less than VMFXX's 4.49% yield.


TTM20242023202220212020201920182017201620152014
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
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%0.00%0.00%

Drawdowns

VOO vs. VMFXX - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VOO and VMFXX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.62%
0
VOO
VMFXX

Volatility

VOO vs. VMFXX - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 5.70% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.00%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.70%
0
VOO
VMFXX
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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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