BDMIX vs. VTMFX
Compare and contrast key facts about BlackRock Global Long/Short Equity Fund Class I (BDMIX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
BDMIX is managed by BlackRock. It was launched on Dec 20, 2012. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BDMIX vs. VTMFX - Performance Comparison
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BDMIX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDMIX BlackRock Global Long/Short Equity Fund Class I | 5.01% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -1.72% | 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, BDMIX achieves a 5.01% return, which is significantly higher than VTMFX's -1.72% return. Over the past 10 years, BDMIX has underperformed VTMFX with an annualized return of 7.36%, while VTMFX has yielded a comparatively higher 8.02% annualized return.
BDMIX
- 1D
- 0.66%
- 1M
- 2.48%
- YTD
- 5.01%
- 6M
- 10.37%
- 1Y
- 17.85%
- 3Y*
- 19.12%
- 5Y*
- 11.52%
- 10Y*
- 7.36%
VTMFX
- 1D
- 0.44%
- 1M
- -2.45%
- YTD
- -1.72%
- 6M
- 0.06%
- 1Y
- 11.06%
- 3Y*
- 10.59%
- 5Y*
- 6.27%
- 10Y*
- 8.02%
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BDMIX vs. VTMFX - Expense Ratio Comparison
BDMIX has a 1.57% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
BDMIX vs. VTMFX — Risk / Return Rank
BDMIX
VTMFX
BDMIX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Long/Short Equity Fund Class I (BDMIX) 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.
| BDMIX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.61 | 1.34 | +1.27 |
Sortino ratioReturn per unit of downside risk | 3.82 | 1.95 | +1.87 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.29 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 5.07 | 1.74 | +3.33 |
Martin ratioReturn relative to average drawdown | 14.08 | 8.08 | +6.00 |
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
| BDMIX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 1.34 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.78 | 0.74 | +1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.28 | 0.88 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.82 | +0.33 |
Correlation
The correlation between BDMIX and VTMFX is 0.11, 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
BDMIX vs. VTMFX - Dividend Comparison
BDMIX's dividend yield for the trailing twelve months is around 8.51%, more than VTMFX's 2.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.51% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.27% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
BDMIX vs. VTMFX - Drawdown Comparison
The maximum BDMIX drawdown since its inception was -11.89%, smaller than the maximum VTMFX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BDMIX and VTMFX.
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Drawdown Indicators
| BDMIX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.89% | -28.49% | +16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.60% | -5.38% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -7.45% | -17.40% | +9.95% |
Max Drawdown (10Y)Largest decline over 10 years | -9.44% | -21.87% | +12.43% |
Current DrawdownCurrent decline from peak | 0.00% | -3.58% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -3.57% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.47% | -0.17% |
Volatility
BDMIX vs. VTMFX - Volatility Comparison
The current volatility for BlackRock Global Long/Short Equity Fund Class I (BDMIX) is 1.79%, while Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) has a volatility of 2.86%. This indicates that BDMIX 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
| BDMIX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 2.86% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 4.82% | 4.84% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.91% | 8.55% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.51% | 8.51% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.77% | 9.10% | -3.33% |