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

Correlation

The correlation between VUSXX and VMRXX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

VUSXX vs. VMRXX - Performance Comparison

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

17.00%17.50%18.00%18.50%19.00%NovemberDecember2025FebruaryMarchApril
18.53%
19.36%
VUSXX
VMRXX

Key characteristics

Sharpe Ratio

VUSXX:

3.27

VMRXX:

3.44

Ulcer Index

VUSXX:

0.00%

VMRXX:

0.00%

Daily Std Dev

VUSXX:

1.31%

VMRXX:

1.34%

Max Drawdown

VUSXX:

0.00%

VMRXX:

0.00%

Current Drawdown

VUSXX:

0.00%

VMRXX:

0.00%

Returns By Period

In the year-to-date period, VUSXX achieves a 0.37% return, which is significantly lower than VMRXX's 0.69% return. Both investments have delivered pretty close results over the past 10 years, with VUSXX having a 1.73% annualized return and VMRXX not far ahead at 1.80%.


VUSXX

YTD

0.37%

1M

0.00%

6M

1.55%

1Y

4.28%

5Y*

2.47%

10Y*

1.73%

VMRXX

YTD

0.69%

1M

0.00%

6M

1.88%

1Y

4.61%

5Y*

2.57%

10Y*

1.80%

*Annualized

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VUSXX vs. VMRXX - Expense Ratio Comparison

VUSXX has a 0.08% expense ratio, which is lower than VMRXX's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares
Expense ratio chart for VMRXX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VMRXX: 0.10%
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. VMRXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Treasury Money Market Fund (VUSXX) and Vanguard Cash Reserves Federal Money Market Fund Admiral Shares (VMRXX). 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 3.27, compared to the broader market-1.000.001.002.003.004.00
VUSXX: 3.27
VMRXX: 3.44
No data

The current VUSXX Sharpe Ratio is 3.27, which is comparable to the VMRXX Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of VUSXX and VMRXX, 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 Ratio3.303.403.503.603.703.80NovemberDecember2025FebruaryMarchApril
3.27
3.44
VUSXX
VMRXX

Dividends

VUSXX vs. VMRXX - Dividend Comparison

VUSXX's dividend yield for the trailing twelve months is around 4.17%, less than VMRXX's 4.50% yield.


TTM202420232022202120202019201820172016
VUSXX
Vanguard Treasury Money Market Fund
4.17%5.12%4.94%1.50%0.02%0.47%2.12%1.62%0.79%0.03%
VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares
4.50%5.12%4.99%1.55%0.02%0.57%2.27%1.82%0.61%0.00%

Drawdowns

VUSXX vs. VMRXX - Drawdown Comparison

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


0.00%NovemberDecember2025FebruaryMarchApril00
VUSXX
VMRXX

Volatility

VUSXX vs. VMRXX - Volatility Comparison

The current volatility for Vanguard Treasury Money Market Fund (VUSXX) is 0.00%, while Vanguard Cash Reserves Federal Money Market Fund Admiral Shares (VMRXX) has a volatility of 0.00%. This indicates that VUSXX experiences smaller price fluctuations and is considered to be less risky than VMRXX 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%NovemberDecember2025FebruaryMarchApril00
VUSXX
VMRXX
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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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