UBVLX vs. VTMFX
Compare and contrast key facts about Undiscovered Managers Behavioral Value Fund (UBVLX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
UBVLX is managed by BlackRock. It was launched on Dec 28, 1998. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
UBVLX vs. VTMFX - Performance Comparison
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UBVLX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBVLX Undiscovered Managers Behavioral Value Fund | 1.23% | 1.79% | 13.11% | 14.69% | -1.16% | 34.25% | 3.52% | 23.27% | -15.23% | 13.43% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -3.56% | 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, UBVLX achieves a 1.23% return, which is significantly higher than VTMFX's -3.56% return. Over the past 10 years, UBVLX has outperformed VTMFX with an annualized return of 9.68%, while VTMFX has yielded a comparatively lower 7.82% annualized return.
UBVLX
- 1D
- -0.11%
- 1M
- -7.06%
- YTD
- 1.23%
- 6M
- 0.50%
- 1Y
- 7.15%
- 3Y*
- 9.97%
- 5Y*
- 7.65%
- 10Y*
- 9.68%
VTMFX
- 1D
- -0.08%
- 1M
- -5.04%
- YTD
- -3.56%
- 6M
- -1.55%
- 1Y
- 9.77%
- 3Y*
- 9.90%
- 5Y*
- 6.01%
- 10Y*
- 7.82%
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UBVLX vs. VTMFX - Expense Ratio Comparison
UBVLX has a 0.90% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
UBVLX vs. VTMFX — Risk / Return Rank
UBVLX
VTMFX
UBVLX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Undiscovered Managers Behavioral Value Fund (UBVLX) 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.
| UBVLX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 1.21 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.75 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.26 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.36 | -0.98 |
Martin ratioReturn relative to average drawdown | 1.25 | 6.49 | -5.24 |
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
| UBVLX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.21 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.71 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.86 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.82 | -0.35 |
Correlation
The correlation between UBVLX and VTMFX is 0.80, 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
UBVLX vs. VTMFX - Dividend Comparison
UBVLX's dividend yield for the trailing twelve months is around 9.30%, more than VTMFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBVLX Undiscovered Managers Behavioral Value Fund | 9.30% | 9.41% | 7.39% | 8.35% | 8.96% | 3.44% | 0.99% | 4.98% | 11.62% | 4.67% | 3.24% | 3.80% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.31% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
UBVLX vs. VTMFX - Drawdown Comparison
The maximum UBVLX drawdown since its inception was -67.24%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for UBVLX and VTMFX.
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Drawdown Indicators
| UBVLX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.24% | -28.49% | -38.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -6.82% | -7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -17.40% | -4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -52.08% | -21.87% | -30.21% |
Current DrawdownCurrent decline from peak | -7.81% | -5.38% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -3.56% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 1.43% | +3.02% |
Volatility
UBVLX vs. VTMFX - Volatility Comparison
Undiscovered Managers Behavioral Value Fund (UBVLX) has a higher volatility of 4.41% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.30%. This indicates that UBVLX'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
| UBVLX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 2.30% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 4.60% | +7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 8.45% | +13.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 8.49% | +11.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.59% | 9.09% | +15.50% |