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BATEX vs. VWALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BATEX vs. VWALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Allocation Target Shares Series E Portfolio (BATEX) and Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX). The values are adjusted to include any dividend payments, if applicable.

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BATEX vs. VWALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
-0.64%5.06%4.08%8.45%-11.69%3.42%5.49%9.58%1.38%7.96%

Returns By Period

In the year-to-date period, BATEX achieves a -0.89% return, which is significantly lower than VWALX's -0.64% return. Both investments have delivered pretty close results over the past 10 years, with BATEX having a 2.94% annualized return and VWALX not far ahead at 3.04%.


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%

VWALX

1D
0.19%
1M
-2.87%
YTD
-0.64%
6M
1.07%
1Y
4.06%
3Y*
4.50%
5Y*
1.49%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BATEX vs. VWALX - Expense Ratio Comparison

BATEX has a 0.11% expense ratio, which is higher than VWALX'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. VWALX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BATEX
BATEX Risk / Return Rank: 1313
Overall Rank
BATEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BATEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
BATEX Omega Ratio Rank: 1818
Omega Ratio Rank
BATEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
BATEX Martin Ratio Rank: 1212
Martin Ratio Rank

VWALX
VWALX Risk / Return Rank: 4343
Overall Rank
VWALX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWALX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VWALX Omega Ratio Rank: 6868
Omega Ratio Rank
VWALX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VWALX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BATEX vs. VWALX - 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 High-Yield Tax-Exempt Fund Admiral Shares (VWALX). 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.


BATEXVWALXDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.89

-0.56

Sortino ratio

Return per unit of downside risk

0.49

1.22

-0.72

Omega ratio

Gain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratio

Return relative to maximum drawdown

0.39

0.97

-0.58

Martin ratio

Return relative to average drawdown

0.98

3.02

-2.04

BATEX vs. VWALX - Sharpe Ratio Comparison

The current BATEX Sharpe Ratio is 0.33, which is lower than the VWALX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BATEX and VWALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BATEXVWALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.89

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.32

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.66

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.06

-0.48

Correlation

The correlation between BATEX and VWALX 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

BATEX vs. VWALX - Dividend Comparison

BATEX's dividend yield for the trailing twelve months is around 4.73%, more than VWALX's 4.15% yield.


TTM20252024202320222021202020192018201720162015
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%
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
4.15%5.04%4.47%3.59%3.44%3.04%3.40%4.03%3.85%3.77%3.86%3.75%

Drawdowns

BATEX vs. VWALX - Drawdown Comparison

The maximum BATEX drawdown since its inception was -19.90%, which is greater than VWALX's maximum drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for BATEX and VWALX.


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Drawdown Indicators


BATEXVWALXDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-17.24%

-2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-5.63%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-17.24%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

-17.24%

-2.66%

Current Drawdown

Current decline from peak

-2.94%

-2.87%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.08%

-2.18%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.81%

+0.99%

Volatility

BATEX vs. VWALX - Volatility Comparison

BlackRock Allocation Target Shares Series E Portfolio (BATEX) has a higher volatility of 1.31% compared to Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) at 1.19%. This indicates that BATEX's price experiences larger fluctuations and is considered to be riskier than VWALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BATEXVWALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.19%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

1.96%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

7.69%

5.71%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

4.76%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

4.62%

+1.25%