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

Correlation

The correlation between VUSXX and VOO 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.


-0.50.00.51.0-0.0

Performance

VUSXX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Treasury Money Market Fund (VUSXX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.45%
10.98%
VUSXX
VOO

Key characteristics

Sharpe Ratio

VUSXX:

3.62

VOO:

1.88

Ulcer Index

VUSXX:

0.00%

VOO:

2.02%

Daily Std Dev

VUSXX:

1.44%

VOO:

12.67%

Max Drawdown

VUSXX:

0.00%

VOO:

-33.99%

Current Drawdown

VUSXX:

0.00%

VOO:

0.00%

Returns By Period

In the year-to-date period, VUSXX achieves a 0.37% return, which is significantly lower than VOO's 4.61% return. Over the past 10 years, VUSXX has underperformed VOO with an annualized return of 1.73%, while VOO has yielded a comparatively higher 13.30% annualized return.


VUSXX

YTD

0.37%

1M

0.37%

6M

2.44%

1Y

5.19%

5Y*

2.52%

10Y*

1.73%

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*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. VOO - Expense Ratio Comparison

VUSXX has a 0.08% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VUSXX vs. VOO — Risk-Adjusted Performance Rank

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

VUSXX

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Treasury Money Market Fund (VUSXX) and Vanguard S&P 500 ETF (VOO). 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-1.000.001.002.003.004.003.621.88
No data
VUSXX
VOO

The current VUSXX Sharpe Ratio is 3.62, which is higher than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of VUSXX and VOO, 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 Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
3.62
1.88
VUSXX
VOO

Dividends

VUSXX vs. VOO - Dividend Comparison

VUSXX's dividend yield for the trailing twelve months is around 5.04%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VUSXX vs. VOO - Drawdown Comparison

The maximum VUSXX drawdown since its inception was 0.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VUSXX and VOO. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February00
VUSXX
VOO

Volatility

VUSXX vs. VOO - Volatility Comparison

The current volatility for Vanguard Treasury Money Market Fund (VUSXX) is 0.37%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.01%. This indicates that VUSXX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.37%
3.01%
VUSXX
VOO
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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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