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VTMFX vs. VFIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTMFX vs. VFIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) and Vanguard Target Retirement 2050 Fund (VFIFX). The values are adjusted to include any dividend payments, if applicable.

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VTMFX vs. VFIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTMFX
Vanguard Tax-Managed Balanced Fund Admiral Shares
-3.56%11.28%12.17%15.55%-12.69%13.10%13.31%18.01%-1.40%12.61%
VFIFX
Vanguard Target Retirement 2050 Fund
-3.95%21.42%14.45%20.39%-17.48%16.42%16.40%24.99%-7.89%19.15%

Returns By Period

In the year-to-date period, VTMFX achieves a -3.56% return, which is significantly higher than VFIFX's -3.95% return. Over the past 10 years, VTMFX has underperformed VFIFX with an annualized return of 7.82%, while VFIFX has yielded a comparatively higher 10.29% annualized return.


VTMFX

1D
-0.08%
1M
-5.04%
YTD
-3.56%
6M
-1.55%
1Y
9.77%
3Y*
9.90%
5Y*
6.01%
10Y*
7.82%

VFIFX

1D
-0.28%
1M
-8.41%
YTD
-3.95%
6M
-1.01%
1Y
17.29%
3Y*
14.65%
5Y*
8.11%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTMFX vs. VFIFX - Expense Ratio Comparison

VTMFX has a 0.09% expense ratio, which is higher than VFIFX's 0.08% 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

VTMFX vs. VFIFX — Risk / Return Rank

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

VTMFX
VTMFX Risk / Return Rank: 6868
Overall Rank
VTMFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTMFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VTMFX Omega Ratio Rank: 7070
Omega Ratio Rank
VTMFX Calmar Ratio Rank: 5959
Calmar Ratio Rank
VTMFX Martin Ratio Rank: 6969
Martin Ratio Rank

VFIFX
VFIFX Risk / Return Rank: 6969
Overall Rank
VFIFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VFIFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VFIFX Omega Ratio Rank: 6868
Omega Ratio Rank
VFIFX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VFIFX Martin Ratio Rank: 7373
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.

VTMFX vs. VFIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) and Vanguard Target Retirement 2050 Fund (VFIFX). 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.


VTMFXVFIFXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.17

+0.04

Sortino ratio

Return per unit of downside risk

1.75

1.70

+0.05

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.36

1.48

-0.12

Martin ratio

Return relative to average drawdown

6.49

6.86

-0.38

VTMFX vs. VFIFX - Sharpe Ratio Comparison

The current VTMFX Sharpe Ratio is 1.21, which is comparable to the VFIFX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VTMFX and VFIFX, 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


VTMFXVFIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.17

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.58

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.69

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.47

+0.34

Correlation

The correlation between VTMFX and VFIFX is 0.96, 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

VTMFX vs. VFIFX - Dividend Comparison

VTMFX's dividend yield for the trailing twelve months is around 2.31%, more than VFIFX's 2.18% yield.


TTM20252024202320222021202020192018201720162015
VTMFX
Vanguard Tax-Managed Balanced Fund Admiral Shares
2.31%2.14%2.08%1.94%1.85%1.38%1.72%2.05%2.22%2.00%2.13%2.06%
VFIFX
Vanguard Target Retirement 2050 Fund
2.18%2.09%2.26%2.21%2.38%12.83%1.84%2.20%2.51%0.03%2.04%2.36%

Drawdowns

VTMFX vs. VFIFX - Drawdown Comparison

The maximum VTMFX drawdown since its inception was -28.49%, smaller than the maximum VFIFX drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for VTMFX and VFIFX.


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Drawdown Indicators


VTMFXVFIFXDifference

Max Drawdown

Largest peak-to-trough decline

-28.49%

-51.68%

+23.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-10.52%

+3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

-25.40%

+8.00%

Max Drawdown (10Y)

Largest decline over 10 years

-21.87%

-31.36%

+9.49%

Current Drawdown

Current decline from peak

-5.38%

-8.87%

+3.49%

Average Drawdown

Average peak-to-trough decline

-3.56%

-6.93%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

2.27%

-0.84%

Volatility

VTMFX vs. VFIFX - Volatility Comparison

The current volatility for Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) is 2.30%, while Vanguard Target Retirement 2050 Fund (VFIFX) has a volatility of 4.70%. This indicates that VTMFX experiences smaller price fluctuations and is considered to be less risky than VFIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTMFXVFIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

4.70%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

4.60%

8.53%

-3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

8.45%

14.79%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.49%

14.07%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.09%

15.05%

-5.96%