BATEX vs. VTMFX
Compare and contrast key facts about BlackRock Allocation Target Shares Series E Portfolio (BATEX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
BATEX is managed by BlackRock. It was launched on Aug 3, 2014. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BATEX vs. VTMFX - Performance Comparison
Loading graphics...
BATEX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BATEX BlackRock Allocation Target Shares Series E Portfolio | -0.89% | 3.22% | 4.74% | 6.45% | -14.23% | 8.28% | 5.77% | 10.92% | 1.75% | 8.76% |
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, BATEX achieves a -0.89% return, which is significantly higher than VTMFX's -3.56% return. Over the past 10 years, BATEX has underperformed VTMFX with an annualized return of 2.94%, while VTMFX has yielded a comparatively higher 7.82% annualized return.
BATEX
- 1D
- 0.20%
- 1M
- -2.94%
- YTD
- -0.89%
- 6M
- 0.45%
- 1Y
- 1.72%
- 3Y*
- 3.51%
- 5Y*
- 0.72%
- 10Y*
- 2.94%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BATEX vs. VTMFX - Expense Ratio Comparison
BATEX has a 0.11% expense ratio, which is higher than VTMFX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BATEX vs. VTMFX — Risk / Return Rank
BATEX
VTMFX
BATEX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series E Portfolio (BATEX) 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.
| BATEX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 1.21 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.75 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.36 | -0.97 |
Martin ratioReturn relative to average drawdown | 0.98 | 6.49 | -5.50 |
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
| BATEX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.21 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.71 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.86 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.82 | -0.23 |
Correlation
The correlation between BATEX and VTMFX is 0.09, 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
BATEX vs. VTMFX - Dividend Comparison
BATEX's dividend yield for the trailing twelve months is around 4.73%, more than VTMFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BATEX BlackRock Allocation Target Shares Series E Portfolio | 4.73% | 5.01% | 3.74% | 2.98% | 5.41% | 3.29% | 3.50% | 3.80% | 4.75% | 2.88% | 0.98% | 0.13% |
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
BATEX vs. VTMFX - Drawdown Comparison
The maximum BATEX drawdown since its inception was -19.90%, smaller than the maximum VTMFX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BATEX and VTMFX.
Loading graphics...
Drawdown Indicators
| BATEX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.90% | -28.49% | +8.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.82% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -17.40% | -2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -19.90% | -21.87% | +1.97% |
Current DrawdownCurrent decline from peak | -2.94% | -5.38% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -3.56% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.43% | +1.37% |
Volatility
BATEX vs. VTMFX - Volatility Comparison
The current volatility for BlackRock Allocation Target Shares Series E Portfolio (BATEX) is 1.31%, while Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) has a volatility of 2.30%. This indicates that BATEX 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
| BATEX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 2.30% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 2.29% | 4.60% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.69% | 8.45% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.73% | 8.49% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.87% | 9.09% | -3.22% |