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VNJTX vs. MANJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNJTX vs. MANJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard New Jersey Long-Term Tax-Exempt Fund Investor Shares (VNJTX) and BlackRock New Jersey Municipal Bond Fund (MANJX). The values are adjusted to include any dividend payments, if applicable.

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VNJTX vs. MANJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNJTX
Vanguard New Jersey Long-Term Tax-Exempt Fund Investor Shares
-0.65%4.89%2.69%8.04%-10.31%2.62%6.02%9.27%1.53%8.37%
MANJX
BlackRock New Jersey Municipal Bond Fund
-0.67%5.21%2.07%7.33%-10.91%3.03%4.62%7.71%1.18%7.11%

Returns By Period

The year-to-date returns for both stocks are quite close, with VNJTX having a -0.65% return and MANJX slightly lower at -0.67%. Over the past 10 years, VNJTX has outperformed MANJX with an annualized return of 2.99%, while MANJX has yielded a comparatively lower 2.40% annualized return.


VNJTX

1D
0.18%
1M
-2.77%
YTD
-0.65%
6M
1.24%
1Y
4.55%
3Y*
3.77%
5Y*
1.30%
10Y*
2.99%

MANJX

1D
0.20%
1M
-2.79%
YTD
-0.67%
6M
0.95%
1Y
4.05%
3Y*
3.45%
5Y*
0.93%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNJTX vs. MANJX - Expense Ratio Comparison

VNJTX has a 0.17% expense ratio, which is lower than MANJX's 0.52% expense ratio.


Return for Risk

VNJTX vs. MANJX — Risk / Return Rank

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

VNJTX
VNJTX Risk / Return Rank: 5252
Overall Rank
VNJTX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VNJTX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VNJTX Omega Ratio Rank: 7474
Omega Ratio Rank
VNJTX Calmar Ratio Rank: 4545
Calmar Ratio Rank
VNJTX Martin Ratio Rank: 3434
Martin Ratio Rank

MANJX
MANJX Risk / Return Rank: 4040
Overall Rank
MANJX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MANJX Sortino Ratio Rank: 3030
Sortino Ratio Rank
MANJX Omega Ratio Rank: 7070
Omega Ratio Rank
MANJX Calmar Ratio Rank: 3333
Calmar Ratio Rank
MANJX Martin Ratio Rank: 2929
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.

VNJTX vs. MANJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard New Jersey Long-Term Tax-Exempt Fund Investor Shares (VNJTX) and BlackRock New Jersey Municipal Bond Fund (MANJX). 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.


VNJTXMANJXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.79

+0.24

Sortino ratio

Return per unit of downside risk

1.41

1.08

+0.32

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.12

0.92

+0.20

Martin ratio

Return relative to average drawdown

3.56

3.12

+0.44

VNJTX vs. MANJX - Sharpe Ratio Comparison

The current VNJTX Sharpe Ratio is 1.03, which is comparable to the MANJX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VNJTX and MANJX, 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


VNJTXMANJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.79

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.20

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.51

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

1.16

+0.08

Correlation

The correlation between VNJTX and MANJX is 0.81, 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

VNJTX vs. MANJX - Dividend Comparison

VNJTX's dividend yield for the trailing twelve months is around 3.62%, less than MANJX's 3.76% yield.


TTM20252024202320222021202020192018201720162015
VNJTX
Vanguard New Jersey Long-Term Tax-Exempt Fund Investor Shares
3.62%4.42%3.97%3.26%3.14%2.84%3.71%4.06%3.93%4.03%4.51%3.70%
MANJX
BlackRock New Jersey Municipal Bond Fund
3.76%4.90%4.20%3.18%2.44%2.73%3.12%3.53%3.71%3.54%3.59%3.29%

Drawdowns

VNJTX vs. MANJX - Drawdown Comparison

The maximum VNJTX drawdown since its inception was -15.71%, roughly equal to the maximum MANJX drawdown of -15.76%. Use the drawdown chart below to compare losses from any high point for VNJTX and MANJX.


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Drawdown Indicators


VNJTXMANJXDifference

Max Drawdown

Largest peak-to-trough decline

-15.71%

-15.76%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

-5.68%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.71%

-15.76%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-15.71%

-15.76%

+0.05%

Current Drawdown

Current decline from peak

-2.77%

-2.79%

+0.02%

Average Drawdown

Average peak-to-trough decline

-1.86%

-2.22%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.67%

-0.06%

Volatility

VNJTX vs. MANJX - Volatility Comparison

Vanguard New Jersey Long-Term Tax-Exempt Fund Investor Shares (VNJTX) and BlackRock New Jersey Municipal Bond Fund (MANJX) have volatilities of 1.19% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNJTXMANJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.22%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

1.87%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

6.35%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

4.58%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

4.74%

-0.20%