SABPX vs. VTMFX
Compare and contrast key facts about Principal Strategic Asset Management Balanced Portfolio (SABPX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
SABPX is managed by BlackRock. It was launched on Jul 24, 1996. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
SABPX vs. VTMFX - Performance Comparison
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SABPX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | -1.15% | 13.62% | 18.04% | 15.64% | -16.48% | 13.14% | 10.83% | 19.57% | -5.44% | 14.65% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -2.15% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Returns By Period
In the year-to-date period, SABPX achieves a -1.15% return, which is significantly higher than VTMFX's -2.15% return. Both investments have delivered pretty close results over the past 10 years, with SABPX having a 8.14% annualized return and VTMFX not far behind at 7.97%.
SABPX
- 1D
- 1.75%
- 1M
- -4.39%
- YTD
- -1.15%
- 6M
- 0.40%
- 1Y
- 12.17%
- 3Y*
- 13.68%
- 5Y*
- 6.78%
- 10Y*
- 8.14%
VTMFX
- 1D
- 1.46%
- 1M
- -3.58%
- YTD
- -2.15%
- 6M
- -0.34%
- 1Y
- 10.95%
- 3Y*
- 10.43%
- 5Y*
- 6.18%
- 10Y*
- 7.97%
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SABPX vs. VTMFX - Expense Ratio Comparison
SABPX has a 0.60% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
SABPX vs. VTMFX — Risk / Return Rank
SABPX
VTMFX
SABPX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Balanced Portfolio (SABPX) 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.
| SABPX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.34 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.94 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.73 | -0.09 |
Martin ratioReturn relative to average drawdown | 7.30 | 8.12 | -0.82 |
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
| SABPX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.34 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.73 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.88 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.82 | -0.22 |
Correlation
The correlation between SABPX and VTMFX is 0.95, 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
SABPX vs. VTMFX - Dividend Comparison
SABPX's dividend yield for the trailing twelve months is around 10.65%, more than VTMFX's 2.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | 10.65% | 10.71% | 11.81% | 1.64% | 8.16% | 9.60% | 3.13% | 4.05% | 9.79% | 6.97% | 3.58% | 8.20% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.28% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
SABPX vs. VTMFX - Drawdown Comparison
The maximum SABPX drawdown since its inception was -40.58%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for SABPX and VTMFX.
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Drawdown Indicators
| SABPX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -28.49% | -12.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -6.82% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -22.41% | -17.40% | -5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -25.29% | -21.87% | -3.42% |
Current DrawdownCurrent decline from peak | -5.01% | -4.00% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -3.57% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.45% | +0.30% |
Volatility
SABPX vs. VTMFX - Volatility Comparison
Principal Strategic Asset Management Balanced Portfolio (SABPX) has a higher volatility of 4.16% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.86%. This indicates that SABPX'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
| SABPX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 2.86% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 4.82% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 8.55% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 8.51% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 9.10% | +1.61% |