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VWLUX vs. BATEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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VWLUX vs. BATEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
-0.40%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
-0.39%3.22%4.74%6.45%-14.23%8.28%5.77%10.92%1.75%8.76%

Returns By Period

The year-to-date returns for both investments are quite close, with VWLUX having a -0.40% return and BATEX slightly higher at -0.39%. Over the past 10 years, VWLUX has underperformed BATEX with an annualized return of 2.62%, while BATEX has yielded a comparatively higher 2.99% annualized return.


VWLUX

1D
0.37%
1M
-2.28%
YTD
-0.40%
6M
1.21%
1Y
4.08%
3Y*
3.82%
5Y*
1.18%
10Y*
2.62%

BATEX

1D
0.51%
1M
-2.17%
YTD
-0.39%
6M
0.76%
1Y
1.94%
3Y*
3.68%
5Y*
0.78%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

VWLUX vs. BATEX — Risk / Return Rank

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

VWLUX
VWLUX Risk / Return Rank: 3737
Overall Rank
VWLUX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VWLUX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VWLUX Omega Ratio Rank: 5757
Omega Ratio Rank
VWLUX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VWLUX Martin Ratio Rank: 2828
Martin Ratio Rank

BATEX
BATEX Risk / Return Rank: 1111
Overall Rank
BATEX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BATEX Sortino Ratio Rank: 88
Sortino Ratio Rank
BATEX Omega Ratio Rank: 1212
Omega Ratio Rank
BATEX Calmar Ratio Rank: 1313
Calmar Ratio Rank
BATEX Martin Ratio Rank: 1010
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.

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.


VWLUXBATEXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.29

+0.54

Sortino ratio

Return per unit of downside risk

1.14

0.44

+0.70

Omega ratio

Gain probability vs. loss probability

1.23

1.10

+0.14

Calmar ratio

Return relative to maximum drawdown

1.01

0.43

+0.58

Martin ratio

Return relative to average drawdown

3.17

1.09

+2.07

VWLUX vs. BATEX - Sharpe Ratio Comparison

The current VWLUX Sharpe Ratio is 0.84, which is higher than the BATEX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VWLUX and BATEX, 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


VWLUXBATEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.29

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.14

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.51

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.59

+0.38

Correlation

The correlation between VWLUX and BATEX is 0.80, 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

VWLUX vs. BATEX - Dividend Comparison

VWLUX's dividend yield for the trailing twelve months is around 3.78%, less than BATEX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
3.78%4.61%4.08%3.17%3.00%2.70%3.32%3.91%3.58%3.80%4.09%3.87%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
4.70%5.01%3.74%2.98%5.41%3.29%3.50%3.80%4.75%2.88%0.98%0.13%

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

-5.36%

-7.14%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-19.90%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-15.94%

-19.90%

+3.96%

Current Drawdown

Current decline from peak

-2.54%

-2.45%

-0.09%

Average Drawdown

Average peak-to-trough decline

-2.09%

-4.08%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.80%

-1.09%

Volatility

VWLUX vs. BATEX - Volatility Comparison

The current volatility for Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) is 1.24%, while BlackRock Allocation Target Shares Series E Portfolio (BATEX) has a volatility of 1.45%. This indicates that VWLUX experiences smaller price fluctuations and is considered to be less risky than BATEX based on this measure. 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

1.24%

1.45%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

2.34%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

7.69%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

5.73%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

5.87%

-1.38%