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

Correlation

The correlation between VUSXX 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.


Performance

VUSXX vs. VMFXX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VUSXX:

3.28

VMFXX:

3.28

Ulcer Index

VUSXX:

0.00%

VMFXX:

0.00%

Daily Std Dev

VUSXX:

1.28%

VMFXX:

1.27%

Max Drawdown

VUSXX:

0.00%

VMFXX:

0.00%

Current Drawdown

VUSXX:

0.00%

VMFXX:

0.00%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VUSXX at 0.69% and VMFXX at 0.69%. Both investments have delivered pretty close results over the past 10 years, with VUSXX having a 1.75% annualized return and VMFXX not far behind at 1.72%.


VUSXX

YTD

0.69%

1M

0.00%

6M

1.47%

1Y

4.16%

3Y*

4.16%

5Y*

2.50%

10Y*

1.75%

VMFXX

YTD

0.69%

1M

0.00%

6M

1.46%

1Y

4.14%

3Y*

4.19%

5Y*

2.52%

10Y*

1.72%

*Annualized

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VUSXX vs. VMFXX - Expense Ratio Comparison

VUSXX has a 0.08% 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%.


Risk-Adjusted Performance

VUSXX vs. VMFXX - Risk-Adjusted Performance Comparison

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


The current VUSXX Sharpe Ratio is 3.28, which is comparable to the VMFXX Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of VUSXX 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.


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Dividends

VUSXX vs. VMFXX - Dividend Comparison

VUSXX's dividend yield for the trailing twelve months is around 4.78%, which matches VMFXX's 4.76% yield.


TTM202420232022202120202019201820172016
VUSXX
Vanguard Treasury Money Market Fund
4.78%5.12%4.94%1.50%0.02%0.47%2.12%1.62%0.79%0.03%
VMFXX
Vanguard Federal Money Market Fund
4.76%5.11%4.97%1.54%0.01%0.45%2.12%1.61%0.50%0.00%

Drawdowns

VUSXX vs. VMFXX - Drawdown Comparison

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


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Volatility

VUSXX vs. VMFXX - Volatility Comparison

The current volatility for Vanguard Treasury Money Market Fund (VUSXX) is 0.00%, while Vanguard Federal Money Market Fund (VMFXX) has a volatility of 0.00%. This indicates that VUSXX experiences smaller price fluctuations and is considered to be less risky than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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