BAMBX vs. VTCLX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Fund (BAMBX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX).
BAMBX is a passively managed fund by BlackRock that tracks the performance of the ICE BofA 3 Month Treasury Bill Index (G0O1) (USD). It was launched on Sep 29, 2020. VTCLX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BAMBX vs. VTCLX - Performance Comparison
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BAMBX vs. VTCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 0.97% | 4.59% | 6.61% | 6.19% | -3.23% | 5.84% | 3.34% | 8.25% | 1.51% | 9.72% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | -4.05% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Returns By Period
In the year-to-date period, BAMBX achieves a 0.97% return, which is significantly higher than VTCLX's -4.05% return. Over the past 10 years, BAMBX has underperformed VTCLX with an annualized return of 4.43%, while VTCLX has yielded a comparatively higher 13.99% annualized return.
BAMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.97%
- 6M
- 2.65%
- 1Y
- 2.75%
- 3Y*
- 6.24%
- 5Y*
- 3.91%
- 10Y*
- 4.43%
VTCLX
- 1D
- 2.93%
- 1M
- -5.03%
- YTD
- -4.05%
- 6M
- -1.91%
- 1Y
- 17.51%
- 3Y*
- 17.97%
- 5Y*
- 11.05%
- 10Y*
- 13.99%
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BAMBX vs. VTCLX - Expense Ratio Comparison
BAMBX has a 1.20% expense ratio, which is higher than VTCLX's 0.09% expense ratio.
Return for Risk
BAMBX vs. VTCLX — Risk / Return Rank
BAMBX
VTCLX
BAMBX vs. VTCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Fund (BAMBX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.
| BAMBX | VTCLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.98 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.50 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.52 | -0.60 |
Martin ratioReturn relative to average drawdown | 3.30 | 7.35 | -4.05 |
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
| BAMBX | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.98 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.64 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.77 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.50 | +0.85 |
Correlation
The correlation between BAMBX and VTCLX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BAMBX vs. VTCLX - Dividend Comparison
BAMBX's dividend yield for the trailing twelve months is around 1.95%, more than VTCLX's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.95% | 1.97% | 3.86% | 4.13% | 4.70% | 2.39% | 1.09% | 3.73% | 8.70% | 3.81% | 4.82% | 0.00% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.98% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Drawdowns
BAMBX vs. VTCLX - Drawdown Comparison
The maximum BAMBX drawdown since its inception was -8.84%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for BAMBX and VTCLX.
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Drawdown Indicators
| BAMBX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -55.18% | +46.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -12.20% | +8.59% |
Max Drawdown (5Y)Largest decline over 5 years | -6.66% | -24.98% | +18.32% |
Max Drawdown (10Y)Largest decline over 10 years | -8.84% | -34.56% | +25.72% |
Current DrawdownCurrent decline from peak | -3.15% | -6.12% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -7.61% | +6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.53% | -1.52% |
Volatility
BAMBX vs. VTCLX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Fund (BAMBX) is 1.49%, while Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) has a volatility of 5.42%. This indicates that BAMBX experiences smaller price fluctuations and is considered to be less risky than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMBX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 5.42% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 9.68% | -6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 18.43% | -14.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 17.23% | -13.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 18.26% | -14.72% |