MALOX vs. PTTRX
Compare and contrast key facts about BlackRock Global Allocation Fund (MALOX) and PIMCO Total Return Fund Institutional Class (PTTRX).
MALOX is managed by Blackrock. It was launched on Feb 2, 1989. PTTRX is managed by PIMCO.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MALOX or PTTRX.
Key characteristics
| MALOX | PTTRX | |
|---|---|---|
| YTD Return | 7.65% | 3.37% |
| 1Y Return | 17.31% | 10.40% |
| 3Y Return (Ann) | -3.05% | -2.04% |
| 5Y Return (Ann) | 1.22% | -0.19% |
| 10Y Return (Ann) | 0.15% | 1.08% |
| Sharpe Ratio | 1.74 | 1.57 |
| Sortino Ratio | 2.31 | 2.32 |
| Omega Ratio | 1.34 | 1.29 |
| Calmar Ratio | 0.67 | 0.20 |
| Martin Ratio | 6.50 | 6.38 |
| Ulcer Index | 2.60% | 1.48% |
| Daily Std Dev | 9.69% | 6.01% |
| Max Drawdown | -34.53% | -90.27% |
| Current Drawdown | -12.36% | -41.73% |
Correlation
The correlation between MALOX and PTTRX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MALOX vs. PTTRX - Performance Comparison
In the year-to-date period, MALOX achieves a 7.65% return, which is significantly higher than PTTRX's 3.37% return. Over the past 10 years, MALOX has underperformed PTTRX with an annualized return of 0.15%, while PTTRX has yielded a comparatively higher 1.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MALOX vs. PTTRX - Expense Ratio Comparison
MALOX has a 0.81% expense ratio, which is higher than PTTRX's 0.47% expense ratio.
Risk-Adjusted Performance
MALOX vs. PTTRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and PIMCO Total Return Fund Institutional Class (PTTRX). 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. PTTRX - Dividend Comparison
MALOX's dividend yield for the trailing twelve months is around 1.02%, less than PTTRX's 4.37% 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% |
PTTRX PIMCO Total Return Fund Institutional Class | 4.37% | 3.82% | 4.41% | 2.35% | 2.53% | 3.79% | 3.12% | 2.63% | 3.04% | 3.06% | 4.17% | 2.50% |
Drawdowns
MALOX vs. PTTRX - Drawdown Comparison
The maximum MALOX drawdown since its inception was -34.53%, smaller than the maximum PTTRX drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for MALOX and PTTRX. For additional features, visit the drawdowns tool.
Volatility
MALOX vs. PTTRX - Volatility Comparison
BlackRock Global Allocation Fund (MALOX) has a higher volatility of 2.49% compared to PIMCO Total Return Fund Institutional Class (PTTRX) at 1.61%. This indicates that MALOX's price experiences larger fluctuations and is considered to be riskier than PTTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.