BCSKX vs. VTMFX
Compare and contrast key facts about BlackRock Commodity Strategies Fund Class K (BCSKX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
BCSKX is a passively managed fund by BlackRock that tracks the performance of the Bloomberg Commodity Index Total Return. It was launched on Oct 3, 2011. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BCSKX vs. VTMFX - Performance Comparison
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BCSKX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BCSKX BlackRock Commodity Strategies Fund Class K | 20.37% | 28.88% | 4.44% | -4.27% | 11.95% | 22.49% | 6.84% | 3.89% | 2.06% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -2.15% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -4.02% |
Returns By Period
In the year-to-date period, BCSKX achieves a 20.37% return, which is significantly higher than VTMFX's -2.15% return.
BCSKX
- 1D
- 0.97%
- 1M
- 0.81%
- YTD
- 20.37%
- 6M
- 27.67%
- 1Y
- 41.82%
- 3Y*
- 16.50%
- 5Y*
- 14.27%
- 10Y*
- —
VTMFX
- 1D
- 1.46%
- 1M
- -3.58%
- YTD
- -2.15%
- 6M
- -0.34%
- 1Y
- 10.95%
- 3Y*
- 10.43%
- 5Y*
- 6.18%
- 10Y*
- 7.97%
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BCSKX vs. VTMFX - Expense Ratio Comparison
BCSKX has a 0.67% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
BCSKX vs. VTMFX — Risk / Return Rank
BCSKX
VTMFX
BCSKX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Fund Class K (BCSKX) 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.
| BCSKX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.63 | 1.34 | +1.29 |
Sortino ratioReturn per unit of downside risk | 3.31 | 1.94 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.29 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 4.07 | 1.73 | +2.34 |
Martin ratioReturn relative to average drawdown | 20.58 | 8.12 | +12.47 |
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
| BCSKX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 1.34 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.73 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.82 | -0.06 |
Correlation
The correlation between BCSKX and VTMFX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BCSKX vs. VTMFX - Dividend Comparison
BCSKX's dividend yield for the trailing twelve months is around 2.60%, more than VTMFX's 2.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSKX BlackRock Commodity Strategies Fund Class K | 2.60% | 3.13% | 3.66% | 9.45% | 9.11% | 2.72% | 0.84% | 2.08% | 2.02% | 0.00% | 0.00% | 0.00% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.28% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
BCSKX vs. VTMFX - Drawdown Comparison
The maximum BCSKX drawdown since its inception was -30.34%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BCSKX and VTMFX.
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Drawdown Indicators
| BCSKX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.34% | -28.49% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.51% | -6.82% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -17.40% | -4.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.87% | — |
Current DrawdownCurrent decline from peak | -0.40% | -4.00% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -3.57% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.45% | +0.63% |
Volatility
BCSKX vs. VTMFX - Volatility Comparison
BlackRock Commodity Strategies Fund Class K (BCSKX) has a higher volatility of 4.47% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.86%. This indicates that BCSKX's price experiences larger fluctuations and is considered to be riskier 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
| BCSKX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 2.86% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 4.82% | +7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 8.55% | +7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 8.51% | +7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 9.10% | +5.98% |