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MALOX vs. RAPZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MALOX vs. RAPZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Global Allocation Fund (MALOX) and Cohen & Steers Real Assets Fund Inc (RAPZX). The values are adjusted to include any dividend payments, if applicable.

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MALOX vs. RAPZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RAPZX
Cohen & Steers Real Assets Fund Inc
10.26%11.96%4.35%3.88%-2.05%23.51%-0.84%17.77%-8.44%6.51%

Returns By Period

In the year-to-date period, MALOX achieves a -4.22% return, which is significantly lower than RAPZX's 10.26% return. Both investments have delivered pretty close results over the past 10 years, with MALOX having a 7.45% annualized return and RAPZX not far behind at 7.09%.


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%

RAPZX

1D
0.25%
1M
-2.41%
YTD
10.26%
6M
7.91%
1Y
16.67%
3Y*
10.27%
5Y*
8.74%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MALOX vs. RAPZX - Expense Ratio Comparison

MALOX has a 0.81% expense ratio, which is higher than RAPZX's 0.80% expense ratio.


Return for Risk

MALOX vs. RAPZX — Risk / Return Rank

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

MALOX
MALOX Risk / Return Rank: 7575
Overall Rank
MALOX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MALOX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MALOX Omega Ratio Rank: 7373
Omega Ratio Rank
MALOX Calmar Ratio Rank: 7272
Calmar Ratio Rank
MALOX Martin Ratio Rank: 7676
Martin Ratio Rank

RAPZX
RAPZX Risk / Return Rank: 7878
Overall Rank
RAPZX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RAPZX Sortino Ratio Rank: 7171
Sortino Ratio Rank
RAPZX Omega Ratio Rank: 7777
Omega Ratio Rank
RAPZX Calmar Ratio Rank: 8080
Calmar Ratio Rank
RAPZX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MALOX vs. RAPZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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.


MALOXRAPZXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.41

-0.05

Sortino ratio

Return per unit of downside risk

1.95

1.77

+0.18

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.02

Calmar ratio

Return relative to maximum drawdown

1.65

1.94

-0.29

Martin ratio

Return relative to average drawdown

7.32

8.99

-1.68

MALOX vs. RAPZX - Sharpe Ratio Comparison

The current MALOX Sharpe Ratio is 1.36, which is comparable to the RAPZX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of MALOX and RAPZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MALOXRAPZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.41

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.68

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.56

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.34

+0.57

Correlation

The correlation between MALOX and RAPZX is 0.72, 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. RAPZX - Dividend Comparison

MALOX's dividend yield for the trailing twelve months is around 9.62%, more than RAPZX's 1.31% yield.


TTM20252024202320222021202020192018201720162015
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%
RAPZX
Cohen & Steers Real Assets Fund Inc
1.31%1.44%3.20%2.71%3.08%9.61%1.71%2.85%2.06%1.76%2.83%2.00%

Drawdowns

MALOX vs. RAPZX - Drawdown Comparison

The maximum MALOX drawdown since its inception was -32.83%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for MALOX and RAPZX.


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Drawdown Indicators


MALOXRAPZXDifference

Max Drawdown

Largest peak-to-trough decline

-32.83%

-30.69%

-2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-8.84%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-19.31%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-22.76%

-30.69%

+7.93%

Current Drawdown

Current decline from peak

-8.31%

-2.88%

-5.43%

Average Drawdown

Average peak-to-trough decline

-3.93%

-8.16%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.90%

-0.03%

Volatility

MALOX vs. RAPZX - Volatility Comparison

BlackRock Global Allocation Fund (MALOX) has a higher volatility of 4.11% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.90%. This indicates that MALOX's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MALOXRAPZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

2.90%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

9.10%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

10.85%

12.24%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.74%

12.86%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.62%

12.81%

-2.19%