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LINKX vs. VTCLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LINKX vs. VTCLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index 2030 Fund (LINKX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). The values are adjusted to include any dividend payments, if applicable.

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LINKX vs. VTCLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LINKX
BlackRock LifePath Index 2030 Fund
-0.16%14.19%6.31%14.58%-16.42%11.27%12.22%21.09%-5.56%16.36%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
-4.05%17.44%23.76%26.62%-19.07%26.87%21.08%31.47%-4.98%22.40%

Returns By Period

In the year-to-date period, LINKX achieves a -0.16% return, which is significantly higher than VTCLX's -4.05% return. Over the past 10 years, LINKX has underperformed VTCLX with an annualized return of 7.36%, while VTCLX has yielded a comparatively higher 13.99% annualized return.


LINKX

1D
1.51%
1M
-3.19%
YTD
-0.16%
6M
1.40%
1Y
12.49%
3Y*
9.59%
5Y*
4.56%
10Y*
7.36%

VTCLX

1D
2.93%
1M
-5.03%
YTD
-4.05%
6M
-1.91%
1Y
17.51%
3Y*
17.97%
5Y*
11.05%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LINKX vs. VTCLX - Expense Ratio Comparison

Both LINKX and VTCLX have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

LINKX vs. VTCLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LINKX
LINKX Risk / Return Rank: 7474
Overall Rank
LINKX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LINKX Sortino Ratio Rank: 7474
Sortino Ratio Rank
LINKX Omega Ratio Rank: 7373
Omega Ratio Rank
LINKX Calmar Ratio Rank: 7171
Calmar Ratio Rank
LINKX Martin Ratio Rank: 8080
Martin Ratio Rank

VTCLX
VTCLX Risk / Return Rank: 5959
Overall Rank
VTCLX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VTCLX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VTCLX Omega Ratio Rank: 5555
Omega Ratio Rank
VTCLX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTCLX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LINKX vs. VTCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2030 Fund (LINKX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.


LINKXVTCLXDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.98

+0.44

Sortino ratio

Return per unit of downside risk

2.05

1.50

+0.55

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

1.93

1.52

+0.41

Martin ratio

Return relative to average drawdown

8.99

7.35

+1.64

LINKX vs. VTCLX - Sharpe Ratio Comparison

The current LINKX Sharpe Ratio is 1.42, which is higher than the VTCLX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LINKX and VTCLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LINKXVTCLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.98

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.64

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.77

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.50

+0.12

Correlation

The correlation between LINKX and VTCLX is 0.93, 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

LINKX vs. VTCLX - Dividend Comparison

LINKX's dividend yield for the trailing twelve months is around 3.32%, more than VTCLX's 0.98% yield.


TTM20252024202320222021202020192018201720162015
LINKX
BlackRock LifePath Index 2030 Fund
3.32%3.32%0.02%2.53%2.58%2.52%1.27%3.26%2.44%2.33%2.41%3.08%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
0.98%0.93%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%

Drawdowns

LINKX vs. VTCLX - Drawdown Comparison

The maximum LINKX drawdown since its inception was -24.19%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for LINKX and VTCLX.


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Drawdown Indicators


LINKXVTCLXDifference

Max Drawdown

Largest peak-to-trough decline

-24.19%

-55.18%

+30.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

-12.20%

+5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-22.68%

-24.98%

+2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-24.19%

-34.56%

+10.37%

Current Drawdown

Current decline from peak

-3.73%

-6.12%

+2.39%

Average Drawdown

Average peak-to-trough decline

-3.70%

-7.61%

+3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

2.53%

-1.07%

Volatility

LINKX vs. VTCLX - Volatility Comparison

The current volatility for BlackRock LifePath Index 2030 Fund (LINKX) is 3.41%, while Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) has a volatility of 5.42%. This indicates that LINKX experiences smaller price fluctuations and is considered to be less risky than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LINKXVTCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

5.42%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

5.13%

9.68%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

9.11%

18.43%

-9.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

17.23%

-7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

18.26%

-7.39%