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VUSXX vs. CLIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSXX and CLIP is 0.03, 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.


-0.50.00.51.00.0

Performance

VUSXX vs. CLIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Treasury Money Market Fund (VUSXX) and Global X 1-3 Month T-Bill ETF (CLIP). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
2.44%
2.35%
VUSXX
CLIP

Key characteristics

Sharpe Ratio

VUSXX:

3.62

CLIP:

9.79

Ulcer Index

VUSXX:

0.00%

CLIP:

0.02%

Daily Std Dev

VUSXX:

1.44%

CLIP:

0.52%

Max Drawdown

VUSXX:

0.00%

CLIP:

-0.08%

Current Drawdown

VUSXX:

0.00%

CLIP:

0.00%

Returns By Period

In the year-to-date period, VUSXX achieves a 0.37% return, which is significantly lower than CLIP's 0.55% return.


VUSXX

YTD

0.37%

1M

0.37%

6M

2.44%

1Y

5.19%

5Y*

2.52%

10Y*

1.73%

CLIP

YTD

0.55%

1M

0.35%

6M

2.35%

1Y

5.03%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


VUSXX vs. CLIP - Expense Ratio Comparison

VUSXX has a 0.08% expense ratio, which is higher than CLIP's 0.07% 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%.


VUSXX
Vanguard Treasury Money Market Fund
Expense ratio chart for VUSXX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for CLIP: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VUSXX vs. CLIP — Risk-Adjusted Performance Rank

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

VUSXX

CLIP
The Risk-Adjusted Performance Rank of CLIP is 9999
Overall Rank
The Sharpe Ratio Rank of CLIP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CLIP is 9999
Sortino Ratio Rank
The Omega Ratio Rank of CLIP is 9999
Omega Ratio Rank
The Calmar Ratio Rank of CLIP is 100100
Calmar Ratio Rank
The Martin Ratio Rank of CLIP is 9999
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.

VUSXX vs. CLIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Treasury Money Market Fund (VUSXX) and Global X 1-3 Month T-Bill ETF (CLIP). 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 VUSXX, currently valued at 3.62, compared to the broader market-1.000.001.002.003.004.003.629.79
No data
VUSXX
CLIP

The current VUSXX Sharpe Ratio is 3.62, which is lower than the CLIP Sharpe Ratio of 9.79. The chart below compares the historical Sharpe Ratios of VUSXX and CLIP, 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 Ratio4.005.006.007.008.009.0010.00SeptemberOctoberNovemberDecember2025February
3.62
9.79
VUSXX
CLIP

Dividends

VUSXX vs. CLIP - Dividend Comparison

VUSXX's dividend yield for the trailing twelve months is around 5.04%, which matches CLIP's 5.01% yield.


TTM202420232022202120202019201820172016
VUSXX
Vanguard Treasury Money Market Fund
5.04%5.12%4.94%1.50%0.02%0.47%2.12%1.62%0.79%0.03%
CLIP
Global X 1-3 Month T-Bill ETF
5.01%5.11%2.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VUSXX vs. CLIP - Drawdown Comparison

The maximum VUSXX drawdown since its inception was 0.00%, smaller than the maximum CLIP drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for VUSXX and CLIP. For additional features, visit the drawdowns tool.


-0.04%-0.03%-0.02%-0.01%0.00%SeptemberOctoberNovemberDecember2025February00
VUSXX
CLIP

Volatility

VUSXX vs. CLIP - Volatility Comparison

Vanguard Treasury Money Market Fund (VUSXX) has a higher volatility of 0.37% compared to Global X 1-3 Month T-Bill ETF (CLIP) at 0.10%. This indicates that VUSXX's price experiences larger fluctuations and is considered to be riskier than CLIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%SeptemberOctoberNovemberDecember2025February
0.37%
0.10%
VUSXX
CLIP
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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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