BPRIX vs. VTMFX
Compare and contrast key facts about BlackRock Inflation Protected Bond Fund (BPRIX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
BPRIX is managed by BlackRock. It was launched on Jun 27, 2004. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BPRIX vs. VTMFX - Performance Comparison
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BPRIX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPRIX BlackRock Inflation Protected Bond Fund | 0.00% | 6.84% | 1.41% | 2.92% | -12.87% | 5.76% | 11.76% | 8.33% | -1.85% | 3.10% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -3.56% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Returns By Period
Over the past 10 years, BPRIX has underperformed VTMFX with an annualized return of 2.39%, while VTMFX has yielded a comparatively higher 7.82% annualized return.
BPRIX
- 1D
- 0.62%
- 1M
- -1.80%
- YTD
- -0.00%
- 6M
- -0.17%
- 1Y
- 2.66%
- 3Y*
- 2.38%
- 5Y*
- 0.75%
- 10Y*
- 2.39%
VTMFX
- 1D
- -0.08%
- 1M
- -5.04%
- YTD
- -3.56%
- 6M
- -1.55%
- 1Y
- 9.77%
- 3Y*
- 9.90%
- 5Y*
- 6.01%
- 10Y*
- 7.82%
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BPRIX vs. VTMFX - Expense Ratio Comparison
BPRIX has a 0.40% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
BPRIX vs. VTMFX — Risk / Return Rank
BPRIX
VTMFX
BPRIX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) 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.
| BPRIX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.21 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.75 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.36 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.33 | 6.49 | -2.16 |
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
| BPRIX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.21 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.71 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.86 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.82 | -0.22 |
Correlation
The correlation between BPRIX and VTMFX is -0.04. 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
BPRIX vs. VTMFX - Dividend Comparison
BPRIX's dividend yield for the trailing twelve months is around 3.56%, more than VTMFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPRIX BlackRock Inflation Protected Bond Fund | 3.56% | 4.47% | 3.38% | 2.48% | 6.04% | 6.39% | 1.48% | 2.34% | 2.78% | 2.20% | 1.19% | 2.07% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.31% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
BPRIX vs. VTMFX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.52%, smaller than the maximum VTMFX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BPRIX and VTMFX.
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Drawdown Indicators
| BPRIX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.52% | -28.49% | +12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -6.82% | +3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -15.52% | -17.40% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -15.52% | -21.87% | +6.35% |
Current DrawdownCurrent decline from peak | -3.23% | -5.38% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -3.56% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 1.43% | -0.47% |
Volatility
BPRIX vs. VTMFX - Volatility Comparison
The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.41%, while Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) has a volatility of 2.30%. This indicates that BPRIX 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
| BPRIX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 2.30% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 4.60% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.28% | 8.45% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.12% | 8.49% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 9.09% | -3.57% |