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VNJTX vs. VNJUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNJTX vs. VNJUX - 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 Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX). The values are adjusted to include any dividend payments, if applicable.

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VNJTX vs. VNJUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNJTX
Vanguard New Jersey Long-Term Tax-Exempt Fund Investor Shares
-0.29%4.89%2.69%8.04%-10.31%2.62%6.02%9.27%1.53%8.37%
VNJUX
Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares
-0.29%4.96%2.79%7.76%-10.24%2.69%6.11%9.37%1.61%8.48%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VNJTX at -0.29% and VNJUX at -0.29%. Both investments have delivered pretty close results over the past 10 years, with VNJTX having a 3.02% annualized return and VNJUX not far ahead at 3.08%.


VNJTX

1D
0.36%
1M
-2.17%
YTD
-0.29%
6M
1.51%
1Y
4.45%
3Y*
3.89%
5Y*
1.36%
10Y*
3.02%

VNJUX

1D
0.36%
1M
-2.17%
YTD
-0.29%
6M
1.53%
1Y
4.50%
3Y*
3.86%
5Y*
1.37%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNJTX vs. VNJUX - Expense Ratio Comparison

VNJTX has a 0.17% expense ratio, which is higher than VNJUX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VNJTX vs. VNJUX — Risk / Return Rank

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

VNJTX
VNJTX Risk / Return Rank: 4444
Overall Rank
VNJTX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VNJTX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VNJTX Omega Ratio Rank: 6464
Omega Ratio Rank
VNJTX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VNJTX Martin Ratio Rank: 3232
Martin Ratio Rank

VNJUX
VNJUX Risk / Return Rank: 4444
Overall Rank
VNJUX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VNJUX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VNJUX Omega Ratio Rank: 6464
Omega Ratio Rank
VNJUX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VNJUX 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.

VNJTX vs. VNJUX - 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 Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX). 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.


VNJTXVNJUXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.95

-0.01

Sortino ratio

Return per unit of downside risk

1.28

1.29

-0.01

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.14

1.15

-0.01

Martin ratio

Return relative to average drawdown

3.60

3.65

-0.05

VNJTX vs. VNJUX - Sharpe Ratio Comparison

The current VNJTX Sharpe Ratio is 0.94, which is comparable to the VNJUX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VNJTX and VNJUX, 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


VNJTXVNJUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.95

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.30

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.68

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

1.02

+0.22

Correlation

The correlation between VNJTX and VNJUX is 1.00, 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. VNJUX - Dividend Comparison

VNJTX's dividend yield for the trailing twelve months is around 3.61%, less than VNJUX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
VNJTX
Vanguard New Jersey Long-Term Tax-Exempt Fund Investor Shares
3.61%4.42%3.97%3.26%3.14%2.84%3.71%4.06%3.93%4.03%4.51%3.70%
VNJUX
Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares
3.66%4.49%4.07%3.03%3.22%2.91%3.79%4.15%4.01%4.13%4.62%3.78%

Drawdowns

VNJTX vs. VNJUX - Drawdown Comparison

The maximum VNJTX drawdown since its inception was -15.71%, roughly equal to the maximum VNJUX drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for VNJTX and VNJUX.


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Drawdown Indicators


VNJTXVNJUXDifference

Max Drawdown

Largest peak-to-trough decline

-15.71%

-15.62%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

-5.12%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.71%

-15.62%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-15.71%

-15.62%

-0.09%

Current Drawdown

Current decline from peak

-2.42%

-2.42%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.86%

-2.05%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.61%

+0.01%

Volatility

VNJTX vs. VNJUX - Volatility Comparison

Vanguard New Jersey Long-Term Tax-Exempt Fund Investor Shares (VNJTX) and Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX) have volatilities of 1.27% and 1.27%, 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


VNJTXVNJUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.27%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

1.91%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

5.32%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

4.51%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

4.55%

0.00%