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VWLUX vs. BATEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWLUX vs. BATEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWLUX achieves a 0.42% return, which is significantly lower than BATEX's 1.83% return. Over the past 10 years, VWLUX has underperformed BATEX with an annualized return of 2.42%, while BATEX has yielded a comparatively higher 2.85% annualized return.


VWLUX

1D
0.00%
1M
-2.29%
6M
-0.35%
YTD
0.42%
1Y
5.74%
3Y*
4.37%
5Y*
0.79%
10Y*
2.42%
ALL TIME*
3.81%

BATEX

1D
-0.10%
1M
-2.44%
6M
0.90%
YTD
1.83%
1Y
7.10%
3Y*
5.18%
5Y*
0.10%
10Y*
2.85%
ALL TIME*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VWLUX vs. BATEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
0.42%4.90%2.54%7.65%-10.35%1.89%6.29%8.87%0.99%6.56%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
1.83%3.22%4.74%6.45%-14.23%8.28%5.77%10.92%1.75%8.76%

Correlation

The correlation between VWLUX and BATEX is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.82

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (10Y)
Provides a long-term view across more market conditions.

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2014

0.80

The correlation between VWLUX and BATEX has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

VWLUX vs. BATEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VWLUX
VWLUX Risk / Return Rank: 6666
Overall Rank
VWLUX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VWLUX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWLUX Omega Ratio Rank: 8888
Omega Ratio Rank
VWLUX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VWLUX Martin Ratio Rank: 4141
Martin Ratio Rank

BATEX
BATEX Risk / Return Rank: 7474
Overall Rank
BATEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BATEX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BATEX Omega Ratio Rank: 8888
Omega Ratio Rank
BATEX Calmar Ratio Rank: 6161
Calmar Ratio Rank
BATEX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VWLUX vs. BATEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VWLUXBATEXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.45

1.45

0.00

Calmar ratioReturn relative to maximum drawdown

1.90

2.31

-0.41

Martin ratioReturn relative to average drawdown

6.36

8.23

-1.87

VWLUX vs. BATEX - Sharpe Ratio Comparison

The current VWLUX Sharpe Ratio is 1.89, which is comparable to the BATEX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of VWLUX and BATEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VWLUX vs. BATEX - Drawdown Comparison

The maximum VWLUX drawdown since its inception was -15.94%, smaller than the maximum BATEX drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for VWLUX and BATEX.


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Drawdown Indicators


VWLUXBATEXDifference

Max Drawdown

Largest peak-to-trough decline

-15.94%

-19.90%

+3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-3.14%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.76%

-7.23%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-19.90%

+4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-15.94%

-19.90%

+3.96%

Current Drawdown

Current decline from peak

-2.29%

-2.44%

+0.15%

Average Drawdown

Average peak-to-trough decline

-2.08%

-3.98%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.88%

+0.04%

Volatility

VWLUX vs. BATEX - Volatility Comparison

Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX) have volatilities of 1.00% and 1.05%, 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


VWLUXBATEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.05%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

2.89%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

3.71%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

5.80%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

5.90%

-1.38%

VWLUX vs. BATEX - Expense Ratio Comparison

VWLUX has a 0.09% expense ratio, which is lower than BATEX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWLUX vs. BATEX - Dividend Comparison

VWLUX's dividend yield for the trailing twelve months is around 3.54%, less than BATEX's 4.65% yield.


PositionTTM20252024202320222021202020192018201720162015
BATEX
BlackRock Allocation Target Shares Series E Portfolio
4.65%5.01%3.74%2.98%5.41%3.29%3.50%3.80%4.75%2.88%0.98%0.13%
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
3.54%4.61%4.08%3.17%3.00%2.70%3.32%3.91%3.58%3.80%4.09%3.87%

Frequently Asked Questions


VWLUX and BATEX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BATEX has higher volatility (1.05%) compared to VWLUX (1.00%). In terms of maximum drawdown, VWLUX dropped -15.94% vs BATEX's -19.90%.

BATEX currently has the higher Sharpe Ratio (1.96 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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