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VMLUX vs. VTEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMLUX vs. VTEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Limited-Term Tax-Exempt Fund Admiral Shares (VMLUX) and Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX). The values are adjusted to include any dividend payments, if applicable.

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VMLUX vs. VTEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMLUX
Vanguard Limited-Term Tax-Exempt Fund Admiral Shares
-0.12%5.50%3.25%4.29%-2.90%0.23%3.38%4.21%1.64%2.13%
VTEAX
Vanguard Tax-Exempt Bond Index Fund Admiral Shares
-0.49%3.67%1.63%6.39%-8.21%1.43%4.97%7.45%0.99%4.94%

Returns By Period

In the year-to-date period, VMLUX achieves a -0.12% return, which is significantly higher than VTEAX's -0.49% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VMLUX at 2.06% and VTEAX at 2.06%.


VMLUX

1D
0.00%
1M
-1.53%
YTD
-0.12%
6M
0.59%
1Y
3.86%
3Y*
3.78%
5Y*
2.05%
10Y*
2.06%

VTEAX

1D
0.20%
1M
-2.46%
YTD
-0.49%
6M
1.05%
1Y
3.84%
3Y*
2.77%
5Y*
0.85%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMLUX vs. VTEAX - Expense Ratio Comparison

Both VMLUX and VTEAX 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%.


Return for Risk

VMLUX vs. VTEAX — Risk / Return Rank

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

VMLUX
VMLUX Risk / Return Rank: 9292
Overall Rank
VMLUX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VMLUX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VMLUX Omega Ratio Rank: 9797
Omega Ratio Rank
VMLUX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VMLUX Martin Ratio Rank: 9090
Martin Ratio Rank

VTEAX
VTEAX Risk / Return Rank: 4747
Overall Rank
VTEAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VTEAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VTEAX Omega Ratio Rank: 7272
Omega Ratio Rank
VTEAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
VTEAX Martin Ratio Rank: 3131
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.

VMLUX vs. VTEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Limited-Term Tax-Exempt Fund Admiral Shares (VMLUX) and Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX). 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.


VMLUXVTEAXDifference

Sharpe ratio

Return per unit of total volatility

1.97

0.95

+1.02

Sortino ratio

Return per unit of downside risk

2.95

1.25

+1.70

Omega ratio

Gain probability vs. loss probability

1.66

1.27

+0.39

Calmar ratio

Return relative to maximum drawdown

2.32

0.99

+1.33

Martin ratio

Return relative to average drawdown

10.14

3.27

+6.86

VMLUX vs. VTEAX - Sharpe Ratio Comparison

The current VMLUX Sharpe Ratio is 1.97, which is higher than the VTEAX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VMLUX and VTEAX, 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


VMLUXVTEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.95

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.24

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.57

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.65

+0.81

Correlation

The correlation between VMLUX and VTEAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VMLUX vs. VTEAX - Dividend Comparison

VMLUX's dividend yield for the trailing twelve months is around 3.14%, more than VTEAX's 3.06% yield.


TTM20252024202320222021202020192018201720162015
VMLUX
Vanguard Limited-Term Tax-Exempt Fund Admiral Shares
3.14%3.85%3.38%2.39%1.64%1.04%1.70%2.10%1.89%1.65%1.62%1.58%
VTEAX
Vanguard Tax-Exempt Bond Index Fund Admiral Shares
3.06%3.26%3.36%2.98%2.05%1.60%1.97%2.27%2.24%1.95%1.67%0.59%

Drawdowns

VMLUX vs. VTEAX - Drawdown Comparison

The maximum VMLUX drawdown since its inception was -6.41%, smaller than the maximum VTEAX drawdown of -12.75%. Use the drawdown chart below to compare losses from any high point for VMLUX and VTEAX.


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Drawdown Indicators


VMLUXVTEAXDifference

Max Drawdown

Largest peak-to-trough decline

-6.41%

-12.75%

+6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-4.50%

+2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-5.60%

-12.75%

+7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-6.41%

-12.75%

+6.34%

Current Drawdown

Current decline from peak

-1.53%

-2.46%

+0.93%

Average Drawdown

Average peak-to-trough decline

-0.54%

-2.28%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

1.36%

-0.90%

Volatility

VMLUX vs. VTEAX - Volatility Comparison

The current volatility for Vanguard Limited-Term Tax-Exempt Fund Admiral Shares (VMLUX) is 0.50%, while Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX) has a volatility of 1.10%. This indicates that VMLUX experiences smaller price fluctuations and is considered to be less risky than VTEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMLUXVTEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

1.10%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

1.47%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

4.36%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.85%

3.57%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.92%

3.65%

-1.73%