BROAX vs. VTMFX
Compare and contrast key facts about BlackRock Advantage International Fund Class A (BROAX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
BROAX is managed by BlackRock. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BROAX vs. VTMFX - Performance Comparison
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BROAX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROAX BlackRock Advantage International Fund Class A | 1.37% | 32.13% | 6.52% | 19.11% | -13.70% | 12.82% | 7.04% | 21.37% | -15.30% | 23.76% |
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, BROAX achieves a 1.37% return, which is significantly higher than VTMFX's -2.15% return. Over the past 10 years, BROAX has outperformed VTMFX with an annualized return of 9.15%, while VTMFX has yielded a comparatively lower 7.97% annualized return.
BROAX
- 1D
- 3.15%
- 1M
- -5.83%
- YTD
- 1.37%
- 6M
- 4.80%
- 1Y
- 22.18%
- 3Y*
- 16.07%
- 5Y*
- 9.45%
- 10Y*
- 9.15%
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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BROAX vs. VTMFX - Expense Ratio Comparison
BROAX has a 0.75% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
BROAX vs. VTMFX — Risk / Return Rank
BROAX
VTMFX
BROAX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund Class A (BROAX) 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.
| BROAX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.34 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.94 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.73 | +0.16 |
Martin ratioReturn relative to average drawdown | 7.25 | 8.12 | -0.87 |
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
| BROAX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.34 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.73 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.88 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.82 | -0.48 |
Correlation
The correlation between BROAX and VTMFX is 0.85, 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
BROAX vs. VTMFX - Dividend Comparison
BROAX's dividend yield for the trailing twelve months is around 6.91%, more than VTMFX's 2.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROAX BlackRock Advantage International Fund Class A | 6.91% | 7.00% | 3.33% | 2.50% | 3.14% | 8.30% | 1.51% | 2.49% | 2.48% | 0.58% | 1.83% | 0.49% |
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
BROAX vs. VTMFX - Drawdown Comparison
The maximum BROAX drawdown since its inception was -54.78%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BROAX and VTMFX.
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Drawdown Indicators
| BROAX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -28.49% | -26.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -6.82% | -4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -17.40% | -11.02% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -21.87% | -14.73% |
Current DrawdownCurrent decline from peak | -7.65% | -4.00% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -3.57% | -6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.45% | +1.48% |
Volatility
BROAX vs. VTMFX - Volatility Comparison
BlackRock Advantage International Fund Class A (BROAX) has a higher volatility of 7.87% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.86%. This indicates that BROAX'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
| BROAX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 2.86% | +5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 4.82% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 8.55% | +9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 8.51% | +7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 9.10% | +7.21% |