MALOX vs. NASDX
Compare and contrast key facts about BlackRock Global Allocation Fund (MALOX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
MALOX is managed by BlackRock. It was launched on Feb 2, 1989. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
MALOX vs. NASDX - Performance Comparison
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MALOX vs. NASDX - 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, MALOX achieves a -4.22% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, MALOX has underperformed NASDX with an annualized return of 7.45%, while NASDX has yielded a comparatively higher 19.08% 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%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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MALOX vs. NASDX - Expense Ratio Comparison
MALOX has a 0.81% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
MALOX vs. NASDX — Risk / Return Rank
MALOX
NASDX
MALOX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.88 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.40 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.31 | +0.34 |
Martin ratioReturn relative to average drawdown | 7.32 | 5.01 | +2.30 |
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 | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.88 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.63 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.85 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.29 | +0.62 |
Correlation
The correlation between MALOX and NASDX is 0.75, 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. NASDX - Dividend Comparison
MALOX's dividend yield for the trailing twelve months is around 9.62%, more than NASDX's 3.93% 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
MALOX vs. NASDX - Drawdown Comparison
The maximum MALOX drawdown since its inception was -32.83%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for MALOX and NASDX.
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Drawdown Indicators
| MALOX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.83% | -83.16% | +50.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -12.70% | +4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -35.33% | +12.57% |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | -35.33% | +12.57% |
Current DrawdownCurrent decline from peak | -8.31% | -11.90% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -34.59% | +30.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 3.32% | -1.45% |
Volatility
MALOX vs. NASDX - Volatility Comparison
The current volatility for BlackRock Global Allocation Fund (MALOX) is 4.11%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that MALOX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MALOX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 5.38% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 12.45% | -5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.85% | 22.55% | -11.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.74% | 23.03% | -12.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.62% | 22.61% | -11.99% |