CII vs. VTMFX
Compare and contrast key facts about BlackRock Enhanced Large Cap Core Fund (CII) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
CII is an actively managed fund by BlackRock. It was launched on Apr 27, 2004. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
CII vs. VTMFX - Performance Comparison
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CII vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | -6.35% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
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, CII achieves a -6.35% return, which is significantly lower than VTMFX's -2.15% return. Over the past 10 years, CII has outperformed VTMFX with an annualized return of 13.37%, while VTMFX has yielded a comparatively lower 7.97% annualized return.
CII
- 1D
- 2.19%
- 1M
- -4.29%
- YTD
- -6.35%
- 6M
- 5.12%
- 1Y
- 37.23%
- 3Y*
- 17.39%
- 5Y*
- 12.10%
- 10Y*
- 13.37%
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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CII vs. VTMFX - Expense Ratio Comparison
CII has a 0.91% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
CII vs. VTMFX — Risk / Return Rank
CII
VTMFX
CII vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) 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.
| CII | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.34 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.94 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.73 | +1.46 |
Martin ratioReturn relative to average drawdown | 11.66 | 8.12 | +3.54 |
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
| CII | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.34 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.73 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.88 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.82 | -0.32 |
Correlation
The correlation between CII and VTMFX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CII vs. VTMFX - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 18.11%, more than VTMFX's 2.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 18.11% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
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
CII vs. VTMFX - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for CII and VTMFX.
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Drawdown Indicators
| CII | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -28.49% | -27.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -6.82% | -4.94% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -17.40% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -21.87% | -18.69% |
Current DrawdownCurrent decline from peak | -7.53% | -4.00% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -3.57% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.45% | +1.76% |
Volatility
CII vs. VTMFX - Volatility Comparison
BlackRock Enhanced Large Cap Core Fund (CII) has a higher volatility of 7.67% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.86%. This indicates that CII'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
| CII | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.67% | 2.86% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 4.82% | +8.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 8.55% | +11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 8.51% | +8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 9.10% | +9.36% |