MALOX vs. HACAX
Compare and contrast key facts about BlackRock Global Allocation Fund (MALOX) and Harbor Capital Appreciation Fund Class I (HACAX).
MALOX is managed by BlackRock. It was launched on Feb 2, 1989. HACAX is managed by Harbor. It was launched on Dec 29, 1987.
Performance
MALOX vs. HACAX - Performance Comparison
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MALOX vs. HACAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MALOX BlackRock Global Allocation Fund | -4.22% | 19.63% | 9.23% | 12.63% | -15.86% | 6.69% | 24.93% | 17.56% | -7.40% | 13.59% |
HACAX Harbor Capital Appreciation Fund Class I | -14.13% | 13.95% | 46.37% | 53.74% | -37.72% | 15.32% | 54.69% | 33.42% | -1.30% | 36.68% |
Returns By Period
In the year-to-date period, MALOX achieves a -4.22% return, which is significantly higher than HACAX's -14.13% return. Over the past 10 years, MALOX has underperformed HACAX with an annualized return of 7.45%, while HACAX has yielded a comparatively higher 16.39% annualized return.
MALOX
- 1D
- -0.26%
- 1M
- -8.05%
- YTD
- -4.22%
- 6M
- -1.11%
- 1Y
- 14.65%
- 3Y*
- 10.72%
- 5Y*
- 4.46%
- 10Y*
- 7.45%
HACAX
- 1D
- -0.40%
- 1M
- -8.90%
- YTD
- -14.13%
- 6M
- -13.44%
- 1Y
- 8.81%
- 3Y*
- 23.01%
- 5Y*
- 10.36%
- 10Y*
- 16.39%
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MALOX vs. HACAX - Expense Ratio Comparison
MALOX has a 0.81% expense ratio, which is higher than HACAX's 0.71% expense ratio.
Return for Risk
MALOX vs. HACAX — Risk / Return Rank
MALOX
HACAX
MALOX vs. HACAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and Harbor Capital Appreciation Fund Class I (HACAX). 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.
| MALOX | HACAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.43 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.71 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.10 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.32 | +1.33 |
Martin ratioReturn relative to average drawdown | 7.32 | 1.07 | +6.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MALOX | HACAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.43 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.40 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.68 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.59 | +0.32 |
Correlation
The correlation between MALOX and HACAX is 0.71, 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
MALOX vs. HACAX - Dividend Comparison
MALOX's dividend yield for the trailing twelve months is around 9.62%, less than HACAX's 13.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALOX BlackRock Global Allocation Fund | 9.62% | 9.22% | 7.68% | 1.54% | 6.01% | 10.32% | 10.15% | 5.68% | 5.50% | 4.81% | 2.10% | 9.86% |
HACAX Harbor Capital Appreciation Fund Class I | 13.10% | 11.25% | 21.75% | 0.00% | 0.00% | 18.64% | 12.25% | 8.88% | 10.97% | 11.56% | 6.26% | 6.83% |
Drawdowns
MALOX vs. HACAX - Drawdown Comparison
The maximum MALOX drawdown since its inception was -32.83%, smaller than the maximum HACAX drawdown of -63.05%. Use the drawdown chart below to compare losses from any high point for MALOX and HACAX.
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Drawdown Indicators
| MALOX | HACAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.83% | -63.05% | +30.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -17.96% | +9.65% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -43.52% | +20.76% |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | -43.52% | +20.76% |
Current DrawdownCurrent decline from peak | -8.31% | -17.96% | +9.65% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -16.27% | +12.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 5.36% | -3.49% |
Volatility
MALOX vs. HACAX - Volatility Comparison
The current volatility for BlackRock Global Allocation Fund (MALOX) is 4.11%, while Harbor Capital Appreciation Fund Class I (HACAX) has a volatility of 5.67%. This indicates that MALOX experiences smaller price fluctuations and is considered to be less risky than HACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MALOX | HACAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 5.67% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 12.59% | -5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.85% | 20.13% | -9.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.74% | 25.89% | -15.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.62% | 24.31% | -13.69% |