BAMBX vs. VTMFX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Fund (BAMBX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
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. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BAMBX vs. VTMFX - Performance Comparison
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BAMBX vs. VTMFX - 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% |
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, BAMBX achieves a 0.97% return, which is significantly higher than VTMFX's -3.56% return. Over the past 10 years, BAMBX has underperformed VTMFX with an annualized return of 4.43%, while VTMFX has yielded a comparatively higher 7.82% 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%
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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BAMBX vs. VTMFX - Expense Ratio Comparison
BAMBX has a 1.20% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
BAMBX vs. VTMFX — Risk / Return Rank
BAMBX
VTMFX
BAMBX vs. VTMFX - 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 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.
| BAMBX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.21 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.75 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.26 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.36 | -0.43 |
Martin ratioReturn relative to average drawdown | 3.30 | 6.49 | -3.19 |
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 | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.21 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.71 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.86 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.82 | +0.53 |
Correlation
The correlation between BAMBX and VTMFX is 0.24, 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. VTMFX - Dividend Comparison
BAMBX's dividend yield for the trailing twelve months is around 1.95%, less than VTMFX's 2.31% 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% |
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
BAMBX vs. VTMFX - Drawdown Comparison
The maximum BAMBX drawdown since its inception was -8.84%, smaller than the maximum VTMFX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BAMBX and VTMFX.
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Drawdown Indicators
| BAMBX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -28.49% | +19.65% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -6.82% | +3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -6.66% | -17.40% | +10.74% |
Max Drawdown (10Y)Largest decline over 10 years | -8.84% | -21.87% | +13.03% |
Current DrawdownCurrent decline from peak | -3.15% | -5.38% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -3.56% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 1.43% | -0.42% |
Volatility
BAMBX vs. VTMFX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Fund (BAMBX) is 1.49%, while Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) has a volatility of 2.30%. This indicates that BAMBX 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.
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Volatility by Period
| BAMBX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 2.30% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 4.60% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 8.45% | -4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 8.49% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 9.09% | -5.55% |