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VTEAX vs. VMLUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTEAX vs. VMLUX - Performance Comparison

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

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VTEAX vs. VMLUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTEAX vs. VMLUX - Expense Ratio Comparison

Both VTEAX and VMLUX 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

VTEAX vs. VMLUX — Risk / Return Rank

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

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

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
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.

VTEAX vs. VMLUX - Risk-Adjusted Trends Comparison

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


VTEAXVMLUXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.97

-1.02

Sortino ratio

Return per unit of downside risk

1.25

2.95

-1.70

Omega ratio

Gain probability vs. loss probability

1.27

1.66

-0.39

Calmar ratio

Return relative to maximum drawdown

0.99

2.32

-1.33

Martin ratio

Return relative to average drawdown

3.27

10.14

-6.86

VTEAX vs. VMLUX - Sharpe Ratio Comparison

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


VTEAXVMLUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.97

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.11

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

1.07

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.46

-0.81

Correlation

The correlation between VTEAX and VMLUX 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

VTEAX vs. VMLUX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

VTEAX vs. VMLUX - Drawdown Comparison

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


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Drawdown Indicators


VTEAXVMLUXDifference

Max Drawdown

Largest peak-to-trough decline

-12.75%

-6.41%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-2.02%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-12.75%

-5.60%

-7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-12.75%

-6.41%

-6.34%

Current Drawdown

Current decline from peak

-2.46%

-1.53%

-0.93%

Average Drawdown

Average peak-to-trough decline

-2.28%

-0.54%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.46%

+0.90%

Volatility

VTEAX vs. VMLUX - Volatility Comparison

Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX) has a higher volatility of 1.10% compared to Vanguard Limited-Term Tax-Exempt Fund Admiral Shares (VMLUX) at 0.50%. This indicates that VTEAX's price experiences larger fluctuations and is considered to be riskier than VMLUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEAXVMLUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.50%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.47%

1.03%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

2.34%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

1.85%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.65%

1.92%

+1.73%