MDLRX vs. VTMSX
MDLRX (BlackRock Advantage Large Cap Core Fund) and VTMSX (Vanguard Tax-Managed Small-Cap Fund Admiral Shares) are both mutual funds - MDLRX is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while VTMSX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, MDLRX returned 15.16%/yr vs 10.75%/yr for VTMSX. Their correlation of 0.86 means they have usually moved in the same direction. MDLRX charges 0.73%/yr vs 0.09%/yr for VTMSX.
Performance
MDLRX vs. VTMSX - Performance Comparison
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Returns By Period
In the year-to-date period, MDLRX achieves a 13.59% return, which is significantly lower than VTMSX's 21.93% return. Over the past 10 years, MDLRX has outperformed VTMSX with an annualized return of 15.16%, while VTMSX has yielded a comparatively lower 10.75% annualized return.
MDLRX
- 1D
- 2.13%
- 1M
- 0.93%
- 6M
- 11.56%
- YTD
- 13.59%
- 1Y
- 28.20%
- 3Y*
- 21.65%
- 5Y*
- 12.87%
- 10Y*
- 15.16%
- ALL TIME*
- 9.32%
VTMSX
- 1D
- 0.86%
- 1M
- -0.56%
- 6M
- 15.49%
- YTD
- 21.93%
- 1Y
- 36.13%
- 3Y*
- 13.30%
- 5Y*
- 7.52%
- 10Y*
- 10.75%
- ALL TIME*
- 10.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MDLRX vs. VTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDLRX BlackRock Advantage Large Cap Core Fund | 13.59% | 20.08% | 25.33% | 25.28% | -20.31% | 27.67% | 19.64% | 28.83% | -5.60% | 20.29% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 21.93% | 5.93% | 8.61% | 15.95% | -16.16% | 27.08% | 11.05% | 23.28% | -8.62% | 13.05% |
Correlation
The correlation between MDLRX and VTMSX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1999 | 0.86 |
The correlation between MDLRX and VTMSX shifts across timeframes, from 0.71 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MDLRX vs. VTMSX — Risk / Return Rank
MDLRX
VTMSX
MDLRX vs. VTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Core Fund (MDLRX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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.
| MDLRX | VTMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.79 | -0.80 |
| Martin ratioReturn relative to average drawdown | 14.11 | 12.88 | +1.23 |
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Drawdowns
MDLRX vs. VTMSX - Drawdown Comparison
The maximum MDLRX drawdown since its inception was -54.46%, smaller than the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for MDLRX and VTMSX.
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Drawdown Indicators
| MDLRX | VTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.46% | -57.84% | +3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -8.59% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -27.93% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -26.35% | -27.93% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | -43.88% | +9.60% |
Current DrawdownCurrent decline from peak | -0.56% | -1.82% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -11.55% | -8.88% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.53% | -0.69% |
Volatility
MDLRX vs. VTMSX - Volatility Comparison
BlackRock Advantage Large Cap Core Fund (MDLRX) has a higher volatility of 3.73% compared to Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) at 3.47%. This indicates that MDLRX's price experiences larger fluctuations and is considered to be riskier than VTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLRX | VTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.47% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 11.67% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 17.40% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 21.32% | -3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 23.07% | -4.70% |
MDLRX vs. VTMSX - Expense Ratio Comparison
MDLRX has a 0.73% expense ratio, which is higher than VTMSX's 0.09% expense ratio.
Dividends
MDLRX vs. VTMSX - Dividend Comparison
MDLRX's dividend yield for the trailing twelve months is around 8.95%, more than VTMSX's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLRX BlackRock Advantage Large Cap Core Fund | 8.95% | 9.01% | 14.81% | 0.81% | 6.61% | 20.27% | 4.75% | 3.99% | 10.26% | 37.74% | 6.17% | 2.87% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.19% | 1.28% | 1.44% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% |
Frequently Asked Questions
MDLRX and VTMSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDLRX has higher volatility (3.73%) compared to VTMSX (3.47%). In terms of maximum drawdown, MDLRX dropped -54.46% vs VTMSX's -57.84%.
MDLRX currently has the higher Sharpe Ratio (1.94 vs 1.87), 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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