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MALOX vs. PTTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MALOX and PTTRX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

MALOX vs. PTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Global Allocation Fund (MALOX) and PIMCO Total Return Fund Institutional Class (PTTRX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
922.50%
443.10%
MALOX
PTTRX

Key characteristics

Sharpe Ratio

MALOX:

0.68

PTTRX:

1.25

Sortino Ratio

MALOX:

1.02

PTTRX:

1.85

Omega Ratio

MALOX:

1.14

PTTRX:

1.23

Calmar Ratio

MALOX:

0.76

PTTRX:

0.16

Martin Ratio

MALOX:

3.12

PTTRX:

3.69

Ulcer Index

MALOX:

2.43%

PTTRX:

1.94%

Daily Std Dev

MALOX:

11.13%

PTTRX:

5.73%

Max Drawdown

MALOX:

-32.83%

PTTRX:

-90.27%

Current Drawdown

MALOX:

-4.30%

PTTRX:

-41.01%

Returns By Period

In the year-to-date period, MALOX achieves a -0.11% return, which is significantly lower than PTTRX's 1.73% return. Over the past 10 years, MALOX has outperformed PTTRX with an annualized return of 4.88%, while PTTRX has yielded a comparatively lower 0.98% annualized return.


MALOX

YTD

-0.11%

1M

-1.84%

6M

-0.68%

1Y

6.97%

5Y*

7.40%

10Y*

4.88%

PTTRX

YTD

1.73%

1M

-0.87%

6M

1.17%

1Y

7.28%

5Y*

-0.87%

10Y*

0.98%

*Annualized

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MALOX vs. PTTRX - Expense Ratio Comparison

MALOX has a 0.81% expense ratio, which is higher than PTTRX's 0.47% expense ratio.


Expense ratio chart for MALOX: current value is 0.81%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MALOX: 0.81%
Expense ratio chart for PTTRX: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PTTRX: 0.47%

Risk-Adjusted Performance

MALOX vs. PTTRX — Risk-Adjusted Performance Rank

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

MALOX
The Risk-Adjusted Performance Rank of MALOX is 7070
Overall Rank
The Sharpe Ratio Rank of MALOX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of MALOX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MALOX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MALOX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MALOX is 7373
Martin Ratio Rank

PTTRX
The Risk-Adjusted Performance Rank of PTTRX is 7474
Overall Rank
The Sharpe Ratio Rank of PTTRX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of PTTRX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PTTRX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of PTTRX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of PTTRX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for MALOX, currently valued at 0.68, compared to the broader market-1.000.001.002.003.00
MALOX: 0.68
PTTRX: 1.25
The chart of Sortino ratio for MALOX, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.00
MALOX: 1.02
PTTRX: 1.85
The chart of Omega ratio for MALOX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
MALOX: 1.14
PTTRX: 1.23
The chart of Calmar ratio for MALOX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.00
MALOX: 0.76
PTTRX: 0.48
The chart of Martin ratio for MALOX, currently valued at 3.12, compared to the broader market0.0010.0020.0030.0040.0050.00
MALOX: 3.12
PTTRX: 3.69

The current MALOX Sharpe Ratio is 0.68, which is lower than the PTTRX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of MALOX and PTTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.68
1.25
MALOX
PTTRX

Dividends

MALOX vs. PTTRX - Dividend Comparison

MALOX's dividend yield for the trailing twelve months is around 7.69%, more than PTTRX's 4.68% yield.


TTM20242023202220212020201920182017201620152014
MALOX
BlackRock Global Allocation Fund
7.69%7.68%1.54%6.01%9.97%7.44%5.68%5.50%4.81%2.10%9.86%10.07%
PTTRX
PIMCO Total Return Fund Institutional Class
4.68%4.61%3.82%4.41%2.35%2.53%3.79%3.12%2.63%3.04%3.06%4.17%

Drawdowns

MALOX vs. PTTRX - Drawdown Comparison

The maximum MALOX drawdown since its inception was -32.83%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.30%
-8.42%
MALOX
PTTRX

Volatility

MALOX vs. PTTRX - Volatility Comparison

BlackRock Global Allocation Fund (MALOX) has a higher volatility of 6.88% compared to PIMCO Total Return Fund Institutional Class (PTTRX) at 2.68%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.88%
2.68%
MALOX
PTTRX