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MANLX vs. VTCLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MANLX vs. VTCLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock National Municipal Fund (MANLX) 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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MANLX vs. VTCLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MANLX
BlackRock National Municipal Fund
-0.46%4.54%2.49%5.94%-10.89%2.27%4.28%7.50%0.61%5.42%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
-6.78%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, MANLX achieves a -0.46% return, which is significantly higher than VTCLX's -6.78% return. Over the past 10 years, MANLX has underperformed VTCLX with an annualized return of 1.96%, while VTCLX has yielded a comparatively higher 13.66% annualized return.


MANLX

1D
0.10%
1M
-2.56%
YTD
-0.46%
6M
0.81%
1Y
3.32%
3Y*
3.25%
5Y*
0.58%
10Y*
1.96%

VTCLX

1D
-0.40%
1M
-7.66%
YTD
-6.78%
6M
-4.38%
1Y
14.65%
3Y*
16.84%
5Y*
10.69%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MANLX vs. VTCLX - Expense Ratio Comparison

MANLX has a 0.44% expense ratio, which is higher than VTCLX's 0.09% expense ratio.


Return for Risk

MANLX vs. VTCLX — Risk / Return Rank

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

MANLX
MANLX Risk / Return Rank: 4242
Overall Rank
MANLX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MANLX Sortino Ratio Rank: 3232
Sortino Ratio Rank
MANLX Omega Ratio Rank: 7373
Omega Ratio Rank
MANLX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MANLX Martin Ratio Rank: 3232
Martin Ratio Rank

VTCLX
VTCLX Risk / Return Rank: 4646
Overall Rank
VTCLX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTCLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTCLX Omega Ratio Rank: 4949
Omega Ratio Rank
VTCLX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VTCLX Martin Ratio Rank: 5454
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.

MANLX vs. VTCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock National Municipal Fund (MANLX) 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.


MANLXVTCLXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.84

-0.02

Sortino ratio

Return per unit of downside risk

1.13

1.30

-0.18

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

0.94

1.06

-0.12

Martin ratio

Return relative to average drawdown

3.41

5.18

-1.76

MANLX vs. VTCLX - Sharpe Ratio Comparison

The current MANLX Sharpe Ratio is 0.82, which is comparable to the VTCLX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MANLX 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


MANLXVTCLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.84

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.63

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.75

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.49

+0.31

Correlation

The correlation between MANLX and VTCLX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MANLX vs. VTCLX - Dividend Comparison

MANLX's dividend yield for the trailing twelve months is around 3.88%, more than VTCLX's 1.01% yield.


TTM20252024202320222021202020192018201720162015
MANLX
BlackRock National Municipal Fund
3.88%4.99%4.06%2.93%2.07%2.25%2.09%2.89%3.12%3.13%3.07%3.36%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
1.01%0.93%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%

Drawdowns

MANLX vs. VTCLX - Drawdown Comparison

The maximum MANLX drawdown since its inception was -23.54%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for MANLX and VTCLX.


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Drawdown Indicators


MANLXVTCLXDifference

Max Drawdown

Largest peak-to-trough decline

-23.54%

-55.18%

+31.64%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-12.20%

+7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-16.51%

-24.98%

+8.47%

Max Drawdown (10Y)

Largest decline over 10 years

-16.51%

-34.56%

+18.05%

Current Drawdown

Current decline from peak

-2.56%

-8.79%

+6.23%

Average Drawdown

Average peak-to-trough decline

-3.20%

-7.61%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.50%

-1.22%

Volatility

MANLX vs. VTCLX - Volatility Comparison

The current volatility for BlackRock National Municipal Fund (MANLX) is 0.89%, while Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) has a volatility of 4.33%. This indicates that MANLX 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


MANLXVTCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

4.33%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

9.24%

-7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.23%

18.24%

-13.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

17.19%

-13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.98%

18.24%

-14.26%