ATESX vs. VTMFX
Compare and contrast key facts about Anchor Risk Managed Equity Strategies Fund (ATESX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
ATESX is managed by BlackRock. It was launched on Sep 5, 2016. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
ATESX vs. VTMFX - Performance Comparison
Loading graphics...
ATESX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATESX Anchor Risk Managed Equity Strategies Fund | -1.11% | 5.56% | 7.21% | 8.12% | -9.25% | 11.06% | 18.02% | 20.31% | 3.72% | 16.12% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -2.15% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.12% |
Returns By Period
In the year-to-date period, ATESX achieves a -1.11% return, which is significantly higher than VTMFX's -2.15% return.
ATESX
- 1D
- 0.00%
- 1M
- 0.33%
- YTD
- -1.11%
- 6M
- -4.16%
- 1Y
- 9.19%
- 3Y*
- 5.81%
- 5Y*
- 4.08%
- 10Y*
- —
VTMFX
- 1D
- 1.46%
- 1M
- -3.58%
- YTD
- -2.15%
- 6M
- -0.34%
- 1Y
- 10.95%
- 3Y*
- 10.43%
- 5Y*
- 6.18%
- 10Y*
- 7.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ATESX vs. VTMFX - Expense Ratio Comparison
ATESX has a 2.10% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
ATESX vs. VTMFX — Risk / Return Rank
ATESX
VTMFX
ATESX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anchor Risk Managed Equity Strategies Fund (ATESX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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.
| ATESX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.34 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.94 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.73 | -0.71 |
Martin ratioReturn relative to average drawdown | 2.19 | 8.12 | -5.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ATESX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.34 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.73 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.82 | -0.06 |
Correlation
The correlation between ATESX and VTMFX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ATESX vs. VTMFX - Dividend Comparison
ATESX has not paid dividends to shareholders, while VTMFX's dividend yield for the trailing twelve months is around 2.28%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATESX Anchor Risk Managed Equity Strategies Fund | 0.00% | 0.00% | 0.00% | 1.30% | 7.45% | 0.00% | 0.00% | 11.78% | 7.70% | 6.02% | 0.00% | 0.00% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.28% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
ATESX vs. VTMFX - Drawdown Comparison
The maximum ATESX drawdown since its inception was -12.87%, smaller than the maximum VTMFX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for ATESX and VTMFX.
Loading graphics...
Drawdown Indicators
| ATESX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -28.49% | +15.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -6.82% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -12.87% | -17.40% | +4.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.87% | — |
Current DrawdownCurrent decline from peak | -7.71% | -4.00% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -3.57% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 1.45% | +2.71% |
Volatility
ATESX vs. VTMFX - Volatility Comparison
The current volatility for Anchor Risk Managed Equity Strategies Fund (ATESX) is 0.63%, while Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) has a volatility of 2.86%. This indicates that ATESX experiences smaller price fluctuations and is considered to be less risky than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ATESX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 2.86% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 4.82% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.79% | 8.55% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.44% | 8.51% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.96% | 9.10% | +1.86% |