BFMSX vs. VTCLX
Compare and contrast key facts about BlackRock Low Duration Bond Portfolio (BFMSX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX).
BFMSX is managed by BlackRock. It was launched on Jul 17, 1992. VTCLX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BFMSX vs. VTCLX - Performance Comparison
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BFMSX vs. VTCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | -0.36% | 6.20% | 4.94% | 4.96% | -5.34% | -0.33% | 3.47% | 4.75% | 1.15% | 1.98% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | -4.05% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Returns By Period
In the year-to-date period, BFMSX achieves a -0.36% return, which is significantly higher than VTCLX's -4.05% return. Over the past 10 years, BFMSX has underperformed VTCLX with an annualized return of 2.21%, while VTCLX has yielded a comparatively higher 13.99% annualized return.
BFMSX
- 1D
- 0.22%
- 1M
- -0.98%
- YTD
- -0.36%
- 6M
- 0.82%
- 1Y
- 4.10%
- 3Y*
- 4.61%
- 5Y*
- 1.87%
- 10Y*
- 2.21%
VTCLX
- 1D
- 2.93%
- 1M
- -5.03%
- YTD
- -4.05%
- 6M
- -1.91%
- 1Y
- 17.51%
- 3Y*
- 17.97%
- 5Y*
- 11.05%
- 10Y*
- 13.99%
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BFMSX vs. VTCLX - Expense Ratio Comparison
BFMSX has a 0.41% expense ratio, which is higher than VTCLX's 0.09% expense ratio.
Return for Risk
BFMSX vs. VTCLX — Risk / Return Rank
BFMSX
VTCLX
BFMSX vs. VTCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.
| BFMSX | VTCLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.98 | +1.23 |
Sortino ratioReturn per unit of downside risk | 3.86 | 1.50 | +2.36 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.23 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.52 | +1.56 |
Martin ratioReturn relative to average drawdown | 14.50 | 7.35 | +7.15 |
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
| BFMSX | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.98 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.64 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | 0.77 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 0.50 | +1.09 |
Correlation
The correlation between BFMSX and VTCLX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BFMSX vs. VTCLX - Dividend Comparison
BFMSX's dividend yield for the trailing twelve months is around 4.26%, more than VTCLX's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | 4.26% | 4.56% | 4.14% | 3.34% | 2.67% | 1.23% | 2.04% | 2.63% | 2.51% | 2.17% | 1.76% | 1.87% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.98% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Drawdowns
BFMSX vs. VTCLX - Drawdown Comparison
The maximum BFMSX drawdown since its inception was -12.70%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for BFMSX and VTCLX.
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Drawdown Indicators
| BFMSX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.70% | -55.18% | +42.48% |
Max Drawdown (1Y)Largest decline over 1 year | -1.52% | -12.20% | +10.68% |
Max Drawdown (5Y)Largest decline over 5 years | -7.96% | -24.98% | +17.02% |
Max Drawdown (10Y)Largest decline over 10 years | -7.96% | -34.56% | +26.60% |
Current DrawdownCurrent decline from peak | -1.20% | -6.12% | +4.92% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -7.61% | +6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 2.53% | -2.21% |
Volatility
BFMSX vs. VTCLX - Volatility Comparison
The current volatility for BlackRock Low Duration Bond Portfolio (BFMSX) is 0.77%, while Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) has a volatility of 5.42%. This indicates that BFMSX experiences smaller price fluctuations and is considered to be less risky than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFMSX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 5.42% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 9.68% | -8.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 18.43% | -16.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.29% | 17.23% | -14.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.09% | 18.26% | -16.17% |