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VTCLX vs. FSTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTCLX vs. FSTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and Fidelity Limited Term Municipal Income Fund (FSTFX). The values are adjusted to include any dividend payments, if applicable.

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VTCLX vs. FSTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
-6.78%17.44%23.76%26.62%-19.07%26.87%21.08%31.47%-4.98%22.40%
FSTFX
Fidelity Limited Term Municipal Income Fund
-0.18%5.36%2.36%3.85%-4.90%0.15%3.23%4.19%1.28%2.35%

Returns By Period

In the year-to-date period, VTCLX achieves a -6.78% return, which is significantly lower than FSTFX's -0.18% return. Over the past 10 years, VTCLX has outperformed FSTFX with an annualized return of 13.66%, while FSTFX has yielded a comparatively lower 1.62% annualized return.


VTCLX

1D
-0.40%
1M
-7.66%
YTD
-6.78%
6M
-4.38%
1Y
14.65%
3Y*
16.84%
5Y*
10.69%
10Y*
13.66%

FSTFX

1D
0.00%
1M
-1.49%
YTD
-0.18%
6M
0.45%
1Y
3.66%
3Y*
3.31%
5Y*
1.31%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTCLX vs. FSTFX - Expense Ratio Comparison

VTCLX has a 0.09% expense ratio, which is lower than FSTFX's 0.37% expense ratio.


Return for Risk

VTCLX vs. FSTFX — Risk / Return Rank

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

VTCLX
VTCLX Risk / Return Rank: 4646
Overall Rank
VTCLX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTCLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTCLX Omega Ratio Rank: 4949
Omega Ratio Rank
VTCLX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VTCLX Martin Ratio Rank: 5454
Martin Ratio Rank

FSTFX
FSTFX Risk / Return Rank: 9191
Overall Rank
FSTFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSTFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSTFX Omega Ratio Rank: 9797
Omega Ratio Rank
FSTFX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSTFX Martin Ratio Rank: 8686
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.

VTCLX vs. FSTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and Fidelity Limited Term Municipal Income Fund (FSTFX). 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.


VTCLXFSTFXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.99

-1.15

Sortino ratio

Return per unit of downside risk

1.30

2.83

-1.53

Omega ratio

Gain probability vs. loss probability

1.20

1.69

-0.49

Calmar ratio

Return relative to maximum drawdown

1.06

2.12

-1.06

Martin ratio

Return relative to average drawdown

5.18

8.94

-3.76

VTCLX vs. FSTFX - Sharpe Ratio Comparison

The current VTCLX Sharpe Ratio is 0.84, which is lower than the FSTFX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of VTCLX and FSTFX, 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


VTCLXFSTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.99

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.69

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.80

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.57

-1.08

Correlation

The correlation between VTCLX and FSTFX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VTCLX vs. FSTFX - Dividend Comparison

VTCLX's dividend yield for the trailing twelve months is around 1.01%, less than FSTFX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
1.01%0.93%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%
FSTFX
Fidelity Limited Term Municipal Income Fund
2.35%2.99%2.03%1.70%0.92%1.08%1.58%1.92%1.65%1.56%1.60%1.62%

Drawdowns

VTCLX vs. FSTFX - Drawdown Comparison

The maximum VTCLX drawdown since its inception was -55.18%, which is greater than FSTFX's maximum drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for VTCLX and FSTFX.


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Drawdown Indicators


VTCLXFSTFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.18%

-9.50%

-45.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-2.00%

-10.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-7.65%

-17.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-7.65%

-26.91%

Current Drawdown

Current decline from peak

-8.79%

-1.49%

-7.30%

Average Drawdown

Average peak-to-trough decline

-7.61%

-0.98%

-6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

0.47%

+2.03%

Volatility

VTCLX vs. FSTFX - Volatility Comparison

Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) has a higher volatility of 4.33% compared to Fidelity Limited Term Municipal Income Fund (FSTFX) at 0.53%. This indicates that VTCLX's price experiences larger fluctuations and is considered to be riskier than FSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCLXFSTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

0.53%

+3.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

0.94%

+8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

2.14%

+16.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

1.91%

+15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

2.04%

+16.20%