CRBU vs. VTMFX

Last updated Aug 1, 2026

CRBU (Caribou Biosciences, Inc.) is a stock, while VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares) is Diversified Portfolio fund tracking the Composite benchmark: Russell 1000 Index and Bloomberg 1-15 Year Municipal Bond Index. Over the past 5 years, CRBU returned -38.20%/yr vs 6.40%/yr for VTMFX. Their 0.41 correlation means their historical movements had little consistent relationship.

Performance

CRBU vs. VTMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caribou Biosciences, Inc. (CRBU) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRBU achieves a -8.18% return, which is significantly lower than VTMFX's 4.40% return.

CRBU

• 1D: -3.31%
• 1M: -19.78%
• 6M: 3.55%
• YTD: -8.18%
• 1Y: -25.13%
• 3Y*: -41.55%
• 5Y*: -38.20%
• 10Y*: —
• ALL TIME*: -39.13%

VTMFX

• 1D: 0.71%
• 1M: -1.15%
• 6M: 3.25%
• YTD: 4.40%
• 1Y: 11.79%
• 3Y*: 10.68%
• 5Y*: 6.40%
• 10Y*: 8.27%
• ALL TIME*: 7.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CRBU Caribou Biosciences, Inc.	$1.81M	$3.07M	$3.70M
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares	$0.00	$0.00	$0.00

CRBU vs. VTMFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CRBU Caribou Biosciences, Inc.	-8.18%	0.00%	-72.25%	-8.76%	-58.38%	-14.50%
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares	4.40%	11.28%	12.17%	15.55%	-12.69%	4.05%

Correlation

The correlation between CRBU and VTMFX is 0.42, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.42
Correlation (3Y) Balances recent behavior with more history.	0.39
Correlation (5Y) Shows whether the relationship held over a longer period.	0.41
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021	0.41

Return for Risk

CRBU vs. VTMFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CRBU

CRBU Risk / Return Rank: 28
CRBU Sharpe Ratio Rank: 27
CRBU Sortino Ratio Rank: 30
CRBU Omega Ratio Rank: 31
CRBU Calmar Ratio Rank: 24
CRBU Martin Ratio Rank: 26

VTMFX

VTMFX Risk / Return Rank: 72
VTMFX Sharpe Ratio Rank: 74
VTMFX Sortino Ratio Rank: 71
VTMFX Omega Ratio Rank: 72
VTMFX Calmar Ratio Rank: 64
VTMFX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CRBU vs. VTMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caribou Biosciences, Inc. (CRBU) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CRBU	VTMFX	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	1.66	-2.04
Sortino ratio: Return per unit of downside risk	-0.11	2.34	-2.45
Omega ratio: Gain probability vs. loss probability	0.99	1.30	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.55	2.06	-2.61
Martin ratio: Return relative to average drawdown	-0.89	9.19	-10.08

CRBU vs. VTMFX - Sharpe Ratio Comparison

The current CRBU Sharpe Ratio is -0.38, which is lower than the VTMFX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of CRBU and VTMFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRBU vs. VTMFX - Drawdown Comparison

The maximum CRBU drawdown since its inception was -97.58%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for CRBU and VTMFX.

Drawdown Indicators

	CRBU	VTMFX	Difference
Max Drawdown Largest peak-to-trough decline	-97.58%	-28.49%	-69.09%
Max Drawdown (1Y) Largest decline over 1 year	-51.06%	-5.38%	-45.68%
Max Drawdown (3Y) Largest decline over 3 years	-91.12%	-10.61%	-80.51%
Max Drawdown (5Y) Largest decline over 5 years	-97.58%	-17.40%	-80.18%
Max Drawdown (10Y) Largest decline over 10 years	—	-21.87%	—
Current Drawdown Current decline from peak	-95.18%	-1.54%	-93.64%
Average Drawdown Average peak-to-trough decline	-79.71%	-3.54%	-76.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.64%	1.20%	+30.44%

Volatility

CRBU vs. VTMFX - Volatility Comparison

Caribou Biosciences, Inc. (CRBU) has a higher volatility of 13.75% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 1.85%. This indicates that CRBU'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.

Volatility by Period

	CRBU	VTMFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.75%	1.85%	+11.90%
Volatility (6M) Calculated over the trailing 6-month period	48.91%	5.35%	+43.56%
Volatility (1Y) Calculated over the trailing 1-year period	74.25%	6.67%	+67.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.14%	8.59%	+77.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.04%	9.14%	+76.90%

Dividends

CRBU vs. VTMFX - Dividend Comparison

CRBU has not paid dividends to shareholders, while VTMFX's dividend yield for the trailing twelve months is around 2.22%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRBU Caribou Biosciences, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares	2.22%	2.14%	2.08%	1.94%	1.85%	1.38%	1.72%	2.05%	2.22%	2.00%	2.13%	2.06%

Frequently Asked Questions

Can I hold both CRBU and VTMFX in my portfolio?

CRBU and VTMFX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRBU or VTMFX?

CRBU has higher volatility (13.75%) compared to VTMFX (1.85%). In terms of maximum drawdown, CRBU dropped -97.58% vs VTMFX's -28.49%.

Which has better risk-adjusted returns?

VTMFX currently has the higher Sharpe Ratio (1.66 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.