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Vanguard Tax-Managed Balanced Fund Admiral Shares ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9219433045

CUSIP

921943304

Issuer

Blackrock

Inception Date

Sep 6, 1994

Min. Investment

$10,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VTMFX has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for VTMFX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VTMFX vs. VTCLX VTMFX vs. VWENX VTMFX vs. VBIAX VTMFX vs. USBLX VTMFX vs. VOO VTMFX vs. VWINX VTMFX vs. AAGTX VTMFX vs. VTEB VTMFX vs. VASGX VTMFX vs. VFIFX
Popular comparisons:
VTMFX vs. VTCLX VTMFX vs. VWENX VTMFX vs. VBIAX VTMFX vs. USBLX VTMFX vs. VOO VTMFX vs. VWINX VTMFX vs. AAGTX VTMFX vs. VTEB VTMFX vs. VASGX VTMFX vs. VFIFX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Tax-Managed Balanced Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
779.17%
1,040.28%
VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Tax-Managed Balanced Fund Admiral Shares had a return of 12.46% year-to-date (YTD) and 12.76% in the last 12 months. Over the past 10 years, Vanguard Tax-Managed Balanced Fund Admiral Shares had an annualized return of 7.44%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard Tax-Managed Balanced Fund Admiral Shares did not perform as well as the benchmark.


VTMFX

YTD

12.46%

1M

-0.50%

6M

5.09%

1Y

12.76%

5Y*

7.83%

10Y*

7.44%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of VTMFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.63%2.65%1.54%-2.56%2.17%2.35%1.10%1.57%1.48%-1.13%3.83%12.46%
20234.51%-2.18%2.52%0.53%-0.13%3.66%1.83%-1.25%-3.48%-1.56%7.10%3.54%15.55%
2022-4.03%-1.55%0.26%-5.54%0.69%-4.75%5.70%-2.83%-6.03%3.52%4.71%-2.75%-12.69%
2021-0.16%0.68%2.08%3.06%0.37%1.33%1.38%1.34%-2.57%3.18%-0.22%2.03%13.10%
20200.91%-3.36%-7.95%5.63%4.18%1.45%3.65%3.47%-1.81%-1.21%6.14%2.40%13.31%
20194.38%1.91%1.50%2.11%-2.43%3.49%1.16%-0.24%0.10%1.12%1.86%1.24%17.28%
20182.12%-1.88%-0.89%0.00%1.68%0.41%1.75%1.69%-0.07%-3.72%1.57%-3.82%-1.40%
20171.26%2.13%0.16%0.87%1.38%0.17%1.30%0.61%0.83%1.17%1.09%0.98%12.61%
2016-2.01%-0.00%3.55%0.59%0.92%0.83%1.81%0.11%-0.15%-1.32%0.11%1.48%5.95%
2015-0.52%2.36%-0.36%0.11%0.52%-0.87%1.15%-2.72%-0.99%3.96%0.37%-0.53%2.34%
2014-0.68%2.91%0.23%0.67%1.68%0.98%-0.73%2.55%-0.90%1.41%1.24%0.11%9.81%
20132.74%0.83%1.63%1.20%0.64%-1.90%2.42%-1.81%2.78%2.56%1.27%1.26%14.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, VTMFX is among the top 8% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VTMFX is 9292
Overall Rank
The Sharpe Ratio Rank of VTMFX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VTMFX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VTMFX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VTMFX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VTMFX is 9292
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VTMFX, currently valued at 2.12, compared to the broader market-1.000.001.002.003.004.002.122.10
The chart of Sortino ratio for VTMFX, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.002.932.80
The chart of Omega ratio for VTMFX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.401.39
The chart of Calmar ratio for VTMFX, currently valued at 3.61, compared to the broader market0.002.004.006.008.0010.0012.0014.003.613.09
The chart of Martin ratio for VTMFX, currently valued at 13.25, compared to the broader market0.0020.0040.0060.0013.2513.49
VTMFX
^GSPC

The current Vanguard Tax-Managed Balanced Fund Admiral Shares Sharpe ratio is 2.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Tax-Managed Balanced Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.12
2.10
VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Tax-Managed Balanced Fund Admiral Shares provided a 1.54% dividend yield over the last twelve months, with an annual payout of $0.70 per share. The fund has been increasing its distributions for 2 consecutive years.


1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.70$0.80$0.67$0.59$0.66$0.70$0.66$0.61$0.59$0.55$0.54$0.51

Dividend yield

1.54%1.94%1.85%1.38%1.73%2.06%2.22%2.00%2.13%2.06%2.00%2.06%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Tax-Managed Balanced Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.24$0.00$0.00$0.00$0.70
2023$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$0.22$0.80
2022$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.19$0.67
2021$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.14$0.59
2020$0.00$0.00$0.18$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.17$0.66
2019$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.18$0.70
2018$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.18$0.66
2017$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.17$0.61
2016$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.18$0.59
2015$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.16$0.55
2014$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.15$0.54
2013$0.12$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.14$0.51

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.34%
-2.62%
VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Tax-Managed Balanced Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Tax-Managed Balanced Fund Admiral Shares was 28.49%, occurring on Mar 9, 2009. Recovery took 277 trading sessions.

The current Vanguard Tax-Managed Balanced Fund Admiral Shares drawdown is 2.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.49%Oct 10, 2007354Mar 9, 2009277Apr 14, 2010631
-22.47%Sep 5, 2000523Oct 9, 2002352Mar 5, 2004875
-21.87%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-17.4%Jan 4, 2022187Sep 30, 2022306Dec 19, 2023493
-11.38%Jul 21, 199858Oct 8, 199832Nov 23, 199890

Volatility

Volatility Chart

The current Vanguard Tax-Managed Balanced Fund Admiral Shares volatility is 2.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.21%
3.79%
VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares)
Benchmark (^GSPC)
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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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