MALOX vs. JANBX
Compare and contrast key facts about BlackRock Global Allocation Fund (MALOX) and Janus Henderson Balanced Fund (JANBX).
MALOX is managed by Blackrock. It was launched on Feb 2, 1989. JANBX is managed by Janus Henderson. It was launched on Aug 31, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MALOX or JANBX.
Key characteristics
| MALOX | JANBX | |
|---|---|---|
| YTD Return | 7.65% | 17.33% |
| 1Y Return | 17.31% | 26.45% |
| 3Y Return (Ann) | -3.05% | 4.48% |
| 5Y Return (Ann) | 1.22% | 9.39% |
| 10Y Return (Ann) | 0.15% | 8.94% |
| Sharpe Ratio | 1.74 | 2.98 |
| Sortino Ratio | 2.31 | 4.23 |
| Omega Ratio | 1.34 | 1.56 |
| Calmar Ratio | 0.67 | 2.30 |
| Martin Ratio | 6.50 | 19.47 |
| Ulcer Index | 2.60% | 1.31% |
| Daily Std Dev | 9.69% | 8.55% |
| Max Drawdown | -34.53% | -22.49% |
| Current Drawdown | -12.36% | 0.00% |
Correlation
The correlation between MALOX and JANBX is 0.89, 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.
Performance
MALOX vs. JANBX - Performance Comparison
In the year-to-date period, MALOX achieves a 7.65% return, which is significantly lower than JANBX's 17.33% return. Over the past 10 years, MALOX has underperformed JANBX with an annualized return of 0.15%, while JANBX has yielded a comparatively higher 8.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MALOX vs. JANBX - Expense Ratio Comparison
MALOX has a 0.81% expense ratio, which is higher than JANBX's 0.70% expense ratio.
Risk-Adjusted Performance
MALOX vs. JANBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and Janus Henderson Balanced Fund (JANBX). 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.
Dividends
MALOX vs. JANBX - Dividend Comparison
MALOX's dividend yield for the trailing twelve months is around 1.02%, less than JANBX's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALOX BlackRock Global Allocation Fund | 1.02% | 1.55% | 0.00% | 1.29% | 0.66% | 1.39% | 0.94% | 1.25% | 1.28% | 1.37% | 2.64% | 1.47% |
JANBX Janus Henderson Balanced Fund | 1.86% | 2.25% | 1.10% | 0.84% | 1.36% | 1.80% | 1.91% | 1.91% | 2.17% | 1.68% | 1.91% | 1.69% |
Drawdowns
MALOX vs. JANBX - Drawdown Comparison
The maximum MALOX drawdown since its inception was -34.53%, which is greater than JANBX's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for MALOX and JANBX. For additional features, visit the drawdowns tool.
Volatility
MALOX vs. JANBX - Volatility Comparison
BlackRock Global Allocation Fund (MALOX) and Janus Henderson Balanced Fund (JANBX) have volatilities of 2.49% and 2.59%, 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.