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

Correlation

The correlation between VWUSX 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

VWUSX vs. VMFXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Growth Fund Investor Shares (VWUSX) 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

VWUSX:

0.68

VMFXX:

3.28

Ulcer Index

VWUSX:

7.55%

VMFXX:

0.00%

Daily Std Dev

VWUSX:

26.88%

VMFXX:

1.27%

Max Drawdown

VWUSX:

-71.26%

VMFXX:

0.00%

Current Drawdown

VWUSX:

-7.00%

VMFXX:

0.00%

Returns By Period

In the year-to-date period, VWUSX achieves a -0.84% return, which is significantly lower than VMFXX's 0.69% return. Over the past 10 years, VWUSX has outperformed VMFXX with an annualized return of 13.85%, while VMFXX has yielded a comparatively lower 1.72% annualized return.


VWUSX

YTD

-0.84%

1M

13.91%

6M

-0.82%

1Y

18.04%

5Y*

14.40%

10Y*

13.85%

VMFXX

YTD

0.69%

1M

0.00%

6M

1.46%

1Y

4.14%

5Y*

2.51%

10Y*

1.72%

*Annualized

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VWUSX vs. VMFXX - Expense Ratio Comparison

VWUSX has a 0.38% expense ratio, which is higher than VMFXX's 0.00% expense ratio.


Risk-Adjusted Performance

VWUSX vs. VMFXX — Risk-Adjusted Performance Rank

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

VWUSX
The Risk-Adjusted Performance Rank of VWUSX is 6666
Overall Rank
The Sharpe Ratio Rank of VWUSX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VWUSX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VWUSX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VWUSX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VWUSX is 6262
Martin Ratio Rank

VMFXX
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.

VWUSX vs. VMFXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Investor Shares (VWUSX) 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 VWUSX Sharpe Ratio is 0.68, which is lower than the VMFXX Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of VWUSX 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

VWUSX vs. VMFXX - Dividend Comparison

VWUSX's dividend yield for the trailing twelve months is around 0.20%, less than VMFXX's 4.76% yield.


TTM20242023202220212020201920182017201620152014
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.20%0.20%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%
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%0.00%0.00%

Drawdowns

VWUSX vs. VMFXX - Drawdown Comparison

The maximum VWUSX drawdown since its inception was -71.26%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VWUSX and VMFXX. For additional features, visit the drawdowns tool.


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Volatility

VWUSX vs. VMFXX - Volatility Comparison

Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a higher volatility of 8.02% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.00%. This indicates that VWUSX's price experiences larger fluctuations and is considered to be riskier than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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