BITSX vs. VTMFX
Compare and contrast key facts about iShares Total U.S. Stock Market Index Fund (BITSX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
BITSX is managed by BlackRock. It was launched on Aug 13, 2015. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BITSX vs. VTMFX - Performance Comparison
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BITSX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | -3.96% | 17.10% | 23.79% | 25.97% | -19.10% | 25.50% | 20.76% | 31.06% | -5.42% | 20.99% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -2.15% | 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, BITSX achieves a -3.96% return, which is significantly lower than VTMFX's -2.15% return. Over the past 10 years, BITSX has outperformed VTMFX with an annualized return of 13.59%, while VTMFX has yielded a comparatively lower 7.97% annualized return.
BITSX
- 1D
- 2.93%
- 1M
- -5.12%
- YTD
- -3.96%
- 6M
- -2.01%
- 1Y
- 17.54%
- 3Y*
- 17.84%
- 5Y*
- 10.57%
- 10Y*
- 13.59%
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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BITSX vs. VTMFX - Expense Ratio Comparison
BITSX has a 0.08% expense ratio, which is lower than VTMFX's 0.09% expense ratio. Despite the difference, 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
BITSX vs. VTMFX — Risk / Return Rank
BITSX
VTMFX
BITSX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) 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.
| BITSX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.34 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.94 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.73 | -0.23 |
Martin ratioReturn relative to average drawdown | 7.20 | 8.12 | -0.92 |
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
| BITSX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.34 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.73 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.88 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.82 | -0.08 |
Correlation
The correlation between BITSX and VTMFX is 0.98, 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
BITSX vs. VTMFX - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.15%, less than VTMFX's 2.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 1.15% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% | 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
BITSX vs. VTMFX - Drawdown Comparison
The maximum BITSX drawdown since its inception was -34.97%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BITSX and VTMFX.
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Drawdown Indicators
| BITSX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -28.49% | -6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -6.82% | -5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -17.40% | -7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -21.87% | -13.10% |
Current DrawdownCurrent decline from peak | -6.20% | -4.00% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -3.57% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.45% | +1.13% |
Volatility
BITSX vs. VTMFX - Volatility Comparison
iShares Total U.S. Stock Market Index Fund (BITSX) has a higher volatility of 5.45% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.86%. This indicates that BITSX'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
| BITSX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 2.86% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 4.82% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 8.55% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 8.51% | +8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 9.10% | +9.31% |