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

Correlation

The correlation between VUSXX and GLD 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

VUSXX vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Treasury Money Market Fund (VUSXX) and SPDR Gold Trust (GLD). 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
18.91%
594.16%
VUSXX
GLD

Key characteristics

Sharpe Ratio

VUSXX:

3.44

GLD:

2.57

Ulcer Index

VUSXX:

0.00%

GLD:

2.97%

Daily Std Dev

VUSXX:

1.34%

GLD:

16.75%

Max Drawdown

VUSXX:

0.00%

GLD:

-45.56%

Current Drawdown

VUSXX:

0.00%

GLD:

-2.38%

Returns By Period

In the year-to-date period, VUSXX achieves a 0.69% return, which is significantly lower than GLD's 27.23% return. Over the past 10 years, VUSXX has underperformed GLD with an annualized return of 1.76%, while GLD has yielded a comparatively higher 10.35% annualized return.


VUSXX

YTD

0.69%

1M

0.00%

6M

1.88%

1Y

4.61%

5Y*

2.54%

10Y*

1.76%

GLD

YTD

27.23%

1M

10.63%

6M

21.86%

1Y

43.53%

5Y*

13.67%

10Y*

10.35%

*Annualized

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VUSXX vs. GLD - Expense Ratio Comparison

VUSXX has a 0.08% expense ratio, which is lower than GLD's 0.40% expense ratio.


Expense ratio chart for GLD: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLD: 0.40%
Expense ratio chart for VUSXX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUSXX: 0.08%

Risk-Adjusted Performance

VUSXX vs. GLD — Risk-Adjusted Performance Rank

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

VUSXX

GLD
The Risk-Adjusted Performance Rank of GLD is 9696
Overall Rank
The Sharpe Ratio Rank of GLD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 9696
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. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Treasury Money Market Fund (VUSXX) and SPDR Gold Trust (GLD). 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.


The chart of Sharpe ratio for VUSXX, currently valued at 3.44, compared to the broader market-1.000.001.002.003.00
VUSXX: 3.44
GLD: 2.57

The current VUSXX Sharpe Ratio is 3.44, which is higher than the GLD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of VUSXX and GLD, 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 Ratio2.002.503.003.50NovemberDecember2025FebruaryMarchApril
3.44
2.57
VUSXX
GLD

Dividends

VUSXX vs. GLD - Dividend Comparison

VUSXX's dividend yield for the trailing twelve months is around 4.50%, while GLD has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
VUSXX
Vanguard Treasury Money Market Fund
4.50%5.12%4.94%1.50%0.02%0.47%2.12%1.62%0.79%0.03%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VUSXX vs. GLD - Drawdown Comparison

The maximum VUSXX drawdown since its inception was 0.00%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for VUSXX and GLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-2.38%
VUSXX
GLD

Volatility

VUSXX vs. GLD - Volatility Comparison

The current volatility for Vanguard Treasury Money Market Fund (VUSXX) is 0.00%, while SPDR Gold Trust (GLD) has a volatility of 8.17%. This indicates that VUSXX experiences smaller price fluctuations and is considered to be less risky than GLD 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%NovemberDecember2025FebruaryMarchApril0
8.17%
VUSXX
GLD