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VUSXX vs. VTIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUSXX vs. VTIAX - Performance Comparison

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

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VUSXX vs. VTIAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VUSXX
Vanguard Treasury Money Market Fund
0.59%4.25%1.65%0.43%0.00%0.00%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.43%32.18%5.34%15.28%-16.02%-0.52%

Returns By Period

In the year-to-date period, VUSXX achieves a 0.59% return, which is significantly lower than VTIAX's 3.43% return.


VUSXX

1D
0.00%
1M
0.00%
YTD
0.59%
6M
1.59%
1Y
3.76%
3Y*
2.30%
5Y*
10Y*

VTIAX

1D
1.65%
1M
-2.29%
YTD
3.43%
6M
7.20%
1Y
28.80%
3Y*
15.89%
5Y*
7.55%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUSXX vs. VTIAX - Expense Ratio Comparison

VUSXX has a 0.08% expense ratio, which is lower than VTIAX's 0.11% 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%.


Return for Risk

VUSXX vs. VTIAX — Risk / Return Rank

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

VUSXX

VTIAX
VTIAX Risk / Return Rank: 8686
Overall Rank
VTIAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTIAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VTIAX Omega Ratio Rank: 8585
Omega Ratio Rank
VTIAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VTIAX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUSXX vs. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Treasury Money Market Fund (VUSXX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.


VUSXXVTIAXDifference

Sharpe ratio

Return per unit of total volatility

3.51

1.86

+1.65

Sortino ratio

Return per unit of downside risk

2.44

Omega ratio

Gain probability vs. loss probability

1.37

Calmar ratio

Return relative to maximum drawdown

2.62

Martin ratio

Return relative to average drawdown

10.15

VUSXX vs. VTIAX - Sharpe Ratio Comparison

The current VUSXX Sharpe Ratio is 3.51, which is higher than the VTIAX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of VUSXX and VTIAX, 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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Sharpe Ratios by Period


VUSXXVTIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.51

1.86

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

2.02

0.40

+1.62

Correlation

The correlation between VUSXX and VTIAX is -0.03. 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.


Dividends

VUSXX vs. VTIAX - Dividend Comparison

VUSXX's dividend yield for the trailing twelve months is around 3.69%, more than VTIAX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
VUSXX
Vanguard Treasury Money Market Fund
3.69%4.15%1.63%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.90%3.15%3.33%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%

Drawdowns

VUSXX vs. VTIAX - Drawdown Comparison

The maximum VUSXX drawdown since its inception was 0.00%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VUSXX and VTIAX.


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Drawdown Indicators


VUSXXVTIAXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-35.83%

+35.83%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-11.28%

+11.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.83%

Current Drawdown

Current decline from peak

0.00%

-7.30%

+7.30%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.15%

+8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.91%

-2.91%

Volatility

VUSXX vs. VTIAX - Volatility Comparison

The current volatility for Vanguard Treasury Money Market Fund (VUSXX) is 0.00%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 6.92%. This indicates that VUSXX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSXXVTIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.92%

-6.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.77%

10.93%

-10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

1.11%

15.79%

-14.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.72%

14.86%

-14.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.72%

15.85%

-15.13%