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

Correlation

The correlation between MALOX and QQQ is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

MALOX vs. QQQ - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
391.28%
978.32%
MALOX
QQQ

Key characteristics

Sharpe Ratio

MALOX:

0.68

QQQ:

0.49

Sortino Ratio

MALOX:

1.02

QQQ:

0.85

Omega Ratio

MALOX:

1.14

QQQ:

1.12

Calmar Ratio

MALOX:

0.76

QQQ:

0.54

Martin Ratio

MALOX:

3.12

QQQ:

1.86

Ulcer Index

MALOX:

2.43%

QQQ:

6.59%

Daily Std Dev

MALOX:

11.13%

QQQ:

25.26%

Max Drawdown

MALOX:

-32.83%

QQQ:

-82.98%

Current Drawdown

MALOX:

-4.30%

QQQ:

-13.25%

Returns By Period

In the year-to-date period, MALOX achieves a -0.11% return, which is significantly higher than QQQ's -8.45% return. Over the past 10 years, MALOX has underperformed QQQ with an annualized return of 4.88%, while QQQ has yielded a comparatively higher 16.49% annualized return.


MALOX

YTD

-0.11%

1M

-1.84%

6M

-0.68%

1Y

6.97%

5Y*

7.40%

10Y*

4.88%

QQQ

YTD

-8.45%

1M

-5.29%

6M

-4.78%

1Y

10.24%

5Y*

17.72%

10Y*

16.49%

*Annualized

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MALOX vs. QQQ - Expense Ratio Comparison

MALOX has a 0.81% expense ratio, which is higher than QQQ's 0.20% 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 QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

MALOX vs. QQQ — 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

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and Invesco QQQ (QQQ). 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
QQQ: 0.49
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
QQQ: 0.85
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
QQQ: 1.12
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
QQQ: 0.54
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
QQQ: 1.86

The current MALOX Sharpe Ratio is 0.68, which is higher than the QQQ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MALOX and QQQ, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.68
0.49
MALOX
QQQ

Dividends

MALOX vs. QQQ - Dividend Comparison

MALOX's dividend yield for the trailing twelve months is around 7.69%, more than QQQ's 0.64% 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%
QQQ
Invesco QQQ
0.64%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

MALOX vs. QQQ - Drawdown Comparison

The maximum MALOX drawdown since its inception was -32.83%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for MALOX and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.30%
-13.25%
MALOX
QQQ

Volatility

MALOX vs. QQQ - Volatility Comparison

The current volatility for BlackRock Global Allocation Fund (MALOX) is 6.88%, while Invesco QQQ (QQQ) has a volatility of 16.89%. This indicates that MALOX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
6.88%
16.89%
MALOX
QQQ