MALOX vs. SGENX
Compare and contrast key facts about BlackRock Global Allocation Fund (MALOX) and First Eagle Global Fund Class A (SGENX).
MALOX is managed by BlackRock. It was launched on Feb 2, 1989. SGENX is managed by First Eagle. It was launched on Jan 1, 1979.
Performance
MALOX vs. SGENX - Performance Comparison
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MALOX vs. SGENX - 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% |
SGENX First Eagle Global Fund Class A | -0.50% | 31.62% | 11.78% | 12.77% | -6.46% | 12.20% | 8.33% | 20.16% | -8.46% | 13.48% |
Returns By Period
In the year-to-date period, MALOX achieves a -4.22% return, which is significantly lower than SGENX's -0.50% return. Over the past 10 years, MALOX has underperformed SGENX with an annualized return of 7.45%, while SGENX has yielded a comparatively higher 9.65% 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%
SGENX
- 1D
- 0.14%
- 1M
- -10.41%
- YTD
- -0.50%
- 6M
- 4.87%
- 1Y
- 22.49%
- 3Y*
- 15.94%
- 5Y*
- 10.74%
- 10Y*
- 9.65%
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MALOX vs. SGENX - Expense Ratio Comparison
MALOX has a 0.81% expense ratio, which is lower than SGENX's 1.11% expense ratio.
Return for Risk
MALOX vs. SGENX — Risk / Return Rank
MALOX
SGENX
MALOX vs. SGENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and First Eagle Global Fund Class A (SGENX). 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 | SGENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.70 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.30 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.04 | -0.40 |
Martin ratioReturn relative to average drawdown | 7.32 | 8.60 | -1.28 |
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 | SGENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.70 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.91 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.78 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.96 | -0.06 |
Correlation
The correlation between MALOX and SGENX 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.
Dividends
MALOX vs. SGENX - Dividend Comparison
MALOX's dividend yield for the trailing twelve months is around 9.62%, more than SGENX's 9.50% 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% |
SGENX First Eagle Global Fund Class A | 9.50% | 9.45% | 5.46% | 3.52% | 4.17% | 6.27% | 2.38% | 5.48% | 6.35% | 4.23% | 4.72% | 1.16% |
Drawdowns
MALOX vs. SGENX - Drawdown Comparison
The maximum MALOX drawdown since its inception was -32.83%, smaller than the maximum SGENX drawdown of -37.60%. Use the drawdown chart below to compare losses from any high point for MALOX and SGENX.
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Drawdown Indicators
| MALOX | SGENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.83% | -37.60% | +4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -10.53% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -19.57% | -3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | -27.68% | +4.92% |
Current DrawdownCurrent decline from peak | -8.31% | -10.41% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -3.42% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.50% | -0.63% |
Volatility
MALOX vs. SGENX - Volatility Comparison
The current volatility for BlackRock Global Allocation Fund (MALOX) is 4.11%, while First Eagle Global Fund Class A (SGENX) has a volatility of 4.68%. This indicates that MALOX experiences smaller price fluctuations and is considered to be less risky than SGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MALOX | SGENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 4.68% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 8.85% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.85% | 13.41% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.74% | 11.87% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.62% | 12.44% | -1.82% |