BAICX vs. VTMFX
Compare and contrast key facts about BlackRock Multi-Asset Income Portfolio (BAICX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
BAICX is managed by BlackRock. It was launched on Apr 7, 2008. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BAICX vs. VTMFX - Performance Comparison
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BAICX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAICX BlackRock Multi-Asset Income Portfolio | -1.72% | 11.53% | 7.19% | 9.24% | -12.42% | 6.61% | 6.34% | 13.61% | -3.78% | 8.79% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -3.56% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Returns By Period
In the year-to-date period, BAICX achieves a -1.72% return, which is significantly higher than VTMFX's -3.56% return. Over the past 10 years, BAICX has underperformed VTMFX with an annualized return of 4.85%, while VTMFX has yielded a comparatively higher 7.82% annualized return.
BAICX
- 1D
- 0.19%
- 1M
- -4.81%
- YTD
- -1.72%
- 6M
- -0.05%
- 1Y
- 7.51%
- 3Y*
- 7.55%
- 5Y*
- 3.29%
- 10Y*
- 4.85%
VTMFX
- 1D
- -0.08%
- 1M
- -5.04%
- YTD
- -3.56%
- 6M
- -1.55%
- 1Y
- 9.77%
- 3Y*
- 9.90%
- 5Y*
- 6.01%
- 10Y*
- 7.82%
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BAICX vs. VTMFX - Expense Ratio Comparison
BAICX has a 0.81% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
BAICX vs. VTMFX — Risk / Return Rank
BAICX
VTMFX
BAICX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Multi-Asset Income Portfolio (BAICX) 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.
| BAICX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.21 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.75 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.36 | +0.25 |
Martin ratioReturn relative to average drawdown | 6.38 | 6.49 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAICX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.21 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.71 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.86 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.82 | -0.15 |
Correlation
The correlation between BAICX and VTMFX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BAICX vs. VTMFX - Dividend Comparison
BAICX's dividend yield for the trailing twelve months is around 5.98%, more than VTMFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAICX BlackRock Multi-Asset Income Portfolio | 5.98% | 6.26% | 5.85% | 4.20% | 4.21% | 4.90% | 4.07% | 4.69% | 5.28% | 4.60% | 4.71% | 5.34% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.31% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
BAICX vs. VTMFX - Drawdown Comparison
The maximum BAICX drawdown since its inception was -33.29%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BAICX and VTMFX.
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Drawdown Indicators
| BAICX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.29% | -28.49% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -5.00% | -6.82% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -17.40% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -19.76% | -21.87% | +2.11% |
Current DrawdownCurrent decline from peak | -4.81% | -5.38% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -3.56% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.43% | -0.17% |
Volatility
BAICX vs. VTMFX - Volatility Comparison
BlackRock Multi-Asset Income Portfolio (BAICX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) have volatilities of 2.26% and 2.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAICX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 2.30% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.69% | 4.60% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.19% | 8.45% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 8.49% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.99% | 9.09% | -3.10% |