LIRKX vs. VTMFX
LIRKX (BlackRock LifePath Index Retirement Fund) and VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares) are both mutual funds - LIRKX is a Target Retirement Date fund tracking the BlackRock LifePath Index Retirement Custom Benchmark (USD), while VTMFX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, LIRKX returned 6.01%/yr vs 8.70%/yr for VTMFX. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.09% expense ratio.
Performance
LIRKX vs. VTMFX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LIRKX having a 5.84% return and VTMFX slightly higher at 6.03%. Over the past 10 years, LIRKX has underperformed VTMFX with an annualized return of 6.01%, while VTMFX has yielded a comparatively higher 8.70% annualized return.
LIRKX
- 1D
- 0.19%
- 1M
- 2.20%
- YTD
- 5.84%
- 6M
- 6.09%
- 1Y
- 14.71%
- 3Y*
- 10.18%
- 5Y*
- 4.26%
- 10Y*
- 6.01%
VTMFX
- 1D
- 0.17%
- 1M
- 3.06%
- YTD
- 6.03%
- 6M
- 6.16%
- 1Y
- 16.91%
- 3Y*
- 12.75%
- 5Y*
- 7.33%
- 10Y*
- 8.70%
LIRKX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIRKX BlackRock LifePath Index Retirement Fund | 5.84% | 12.48% | 6.08% | 11.48% | -15.21% | 6.75% | 11.46% | 15.90% | -3.50% | 10.75% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 6.03% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Correlation
The correlation between LIRKX and VTMFX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2011 | 0.88 |
The correlation between LIRKX and VTMFX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
LIRKX vs. VTMFX — Risk / Return Rank
LIRKX
VTMFX
LIRKX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index Retirement Fund (LIRKX) 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.
| LIRKX | VTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.55 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.22 | +0.29 |
| Martin ratioReturn relative to average drawdown | 15.84 | 15.40 | +0.44 |
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
| LIRKX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 2.83 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.86 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.96 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.85 | -0.05 |
Drawdowns
LIRKX vs. VTMFX - Drawdown Comparison
The maximum LIRKX drawdown since its inception was -20.46%, smaller than the maximum VTMFX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for LIRKX and VTMFX.
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Drawdown Indicators
| LIRKX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.46% | -28.49% | +8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -4.23% | -5.38% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -7.55% | -10.61% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -17.40% | -3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -20.46% | -21.87% | +1.41% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -3.55% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.12% | -0.18% |
Volatility
LIRKX vs. VTMFX - Volatility Comparison
BlackRock LifePath Index Retirement Fund (LIRKX) has a higher volatility of 1.98% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 1.70%. This indicates that LIRKX'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
| LIRKX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.98% | 1.70% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 4.75% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.54% | 6.13% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.82% | 8.52% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.51% | 9.12% | -1.61% |
LIRKX vs. VTMFX - Expense Ratio Comparison
Both LIRKX and VTMFX 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%.
Dividends
LIRKX vs. VTMFX - Dividend Comparison
LIRKX's dividend yield for the trailing twelve months is around 3.67%, more than VTMFX's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIRKX BlackRock LifePath Index Retirement Fund | 3.67% | 3.89% | 2.06% | 2.67% | 2.75% | 2.74% | 1.98% | 2.48% | 2.50% | 2.28% | 2.53% | 2.98% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.10% | 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
LIRKX and VTMFX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIRKX has higher volatility (1.98%) compared to VTMFX (1.70%). In terms of maximum drawdown, LIRKX dropped -20.46% vs VTMFX's -28.49%.
VTMFX currently has the higher Sharpe Ratio (2.83 vs 2.68), 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.
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