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VUSXX vs. ACN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSXX vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Treasury Money Market Fund (VUSXX) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUSXX achieves a 1.51% return, which is significantly higher than ACN's -35.62% return.


VUSXX

1D
0.00%
1M
0.31%
YTD
1.51%
6M
1.84%
1Y
3.98%
3Y*
2.61%
5Y*
1.56%
10Y*

ACN

1D
1.65%
1M
3.84%
YTD
-35.62%
6M
-36.39%
1Y
-43.95%
3Y*
-16.94%
5Y*
-8.24%
10Y*
5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSXX vs. ACN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VUSXX
Vanguard Treasury Money Market Fund
1.51%4.25%1.65%0.43%0.00%0.00%
ACN
Accenture plc
-35.62%-22.14%1.86%33.60%-34.75%46.38%

Correlation

The correlation between VUSXX and ACN is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.04

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Return for Risk

VUSXX vs. ACN — Risk / Return Rank

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

VUSXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ACN
ACN Risk / Return Rank: 33
Overall Rank
ACN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 33
Sortino Ratio Rank
ACN Omega Ratio Rank: 44
Omega Ratio Rank
ACN Calmar Ratio Rank: 55
Calmar Ratio Rank
ACN Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUSXX vs. ACN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Treasury Money Market Fund (VUSXX) and Accenture plc (ACN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VUSXXACNDifference
Sharpe ratioReturn per unit of total volatility

+4.93

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.77

Calmar ratioReturn relative to maximum drawdown

-0.94

Martin ratioReturn relative to average drawdown

-1.72

VUSXX vs. ACN - Sharpe Ratio Comparison

The current VUSXX Sharpe Ratio is 3.68, which is higher than the ACN Sharpe Ratio of -1.26. The chart below compares the historical Sharpe Ratios of VUSXX and ACN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VUSXX vs. ACN - Drawdown Comparison

The maximum VUSXX drawdown since its inception was 0.00%, smaller than the maximum ACN drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for VUSXX and ACN.


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Drawdown Indicators


VUSXXACNDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-59.20%

+59.20%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-47.89%

+47.89%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-58.67%

+58.67%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-58.67%

+58.67%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

Current Drawdown

Current decline from peak

0.00%

-55.91%

+55.91%

Average Drawdown

Average peak-to-trough decline

0.00%

-12.89%

+12.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

26.93%

-26.93%

Volatility

VUSXX vs. ACN - Volatility Comparison

The current volatility for Vanguard Treasury Money Market Fund (VUSXX) is 0.31%, while Accenture plc (ACN) has a volatility of 12.95%. This indicates that VUSXX experiences smaller price fluctuations and is considered to be less risky than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSXXACNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

12.95%

-12.64%

Volatility (6M)

Calculated over the trailing 6-month period

0.79%

29.81%

-29.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.12%

36.02%

-34.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.75%

28.60%

-27.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.74%

26.87%

-26.13%

Dividends

VUSXX vs. ACN - Dividend Comparison

VUSXX's dividend yield for the trailing twelve months is around 3.89%, more than ACN's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
3.74%2.26%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%
VUSXX
Vanguard Treasury Money Market Fund
3.89%4.15%1.63%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VUSXX and ACN have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACN has higher volatility (12.95%) compared to VUSXX (0.31%). In terms of maximum drawdown, VUSXX dropped 0.00% vs ACN's -59.20%.

VUSXX currently has the higher Sharpe Ratio (3.68 vs -1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VUSXX and ACN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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