MALOX vs. VTMSX
MALOX (BlackRock Global Allocation Fund) and VTMSX (Vanguard Tax-Managed Small-Cap Fund Admiral Shares) are both mutual funds - MALOX is a Global Allocation fund managed by BlackRock, while VTMSX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, MALOX returned 8.16%/yr vs 10.75%/yr for VTMSX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. MALOX charges 0.81%/yr vs 0.09%/yr for VTMSX.
Performance
MALOX vs. VTMSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MALOX achieves a 6.23% return, which is significantly lower than VTMSX's 21.93% return. Over the past 10 years, MALOX has underperformed VTMSX with an annualized return of 8.16%, while VTMSX has yielded a comparatively higher 10.75% annualized return.
MALOX
- 1D
- 1.65%
- 1M
- -1.50%
- 6M
- 3.29%
- YTD
- 6.23%
- 1Y
- 15.55%
- 3Y*
- 12.79%
- 5Y*
- 5.67%
- 10Y*
- 8.16%
- ALL TIME*
- 8.95%
VTMSX
- 1D
- 0.86%
- 1M
- -0.56%
- 6M
- 15.49%
- YTD
- 21.93%
- 1Y
- 36.13%
- 3Y*
- 13.30%
- 5Y*
- 7.52%
- 10Y*
- 10.75%
- ALL TIME*
- 10.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MALOX vs. VTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MALOX BlackRock Global Allocation Fund | 6.23% | 19.63% | 9.23% | 12.63% | -15.86% | 6.69% | 24.93% | 17.56% | -7.40% | 13.59% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 21.93% | 5.93% | 8.61% | 15.95% | -16.16% | 27.08% | 11.05% | 23.28% | -8.62% | 13.05% |
Correlation
The correlation between MALOX and VTMSX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1999 | 0.76 |
The correlation between MALOX and VTMSX has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MALOX vs. VTMSX — Risk / Return Rank
MALOX
VTMSX
MALOX vs. VTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MALOX | VTMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 3.79 | -2.00 |
| Martin ratioReturn relative to average drawdown | 7.28 | 12.88 | -5.61 |
Loading charts...
Drawdowns
MALOX vs. VTMSX - Drawdown Comparison
The maximum MALOX drawdown since its inception was -32.83%, smaller than the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for MALOX and VTMSX.
Loading charts...
Drawdown Indicators
| MALOX | VTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.83% | -57.84% | +25.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -8.59% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -10.04% | -27.93% | +17.89% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -27.93% | +5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | -43.88% | +21.12% |
Current DrawdownCurrent decline from peak | -2.52% | -1.82% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -8.88% | +4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.53% | -0.49% |
Volatility
MALOX vs. VTMSX - Volatility Comparison
BlackRock Global Allocation Fund (MALOX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) have volatilities of 3.38% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MALOX | VTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.47% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 11.67% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 17.40% | -6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 21.32% | -10.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.75% | 23.07% | -12.32% |
MALOX vs. VTMSX - Expense Ratio Comparison
MALOX has a 0.81% expense ratio, which is higher than VTMSX's 0.09% expense ratio.
Dividends
MALOX vs. VTMSX - Dividend Comparison
MALOX's dividend yield for the trailing twelve months is around 10.80%, more than VTMSX's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALOX BlackRock Global Allocation Fund | 10.80% | 9.22% | 7.68% | 1.54% | 6.01% | 10.32% | 10.15% | 5.68% | 5.50% | 4.81% | 2.10% | 9.86% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.19% | 1.28% | 1.44% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% |
Frequently Asked Questions
MALOX and VTMSX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTMSX has higher volatility (3.47%) compared to MALOX (3.38%). In terms of maximum drawdown, MALOX dropped -32.83% vs VTMSX's -57.84%.
VTMSX currently has the higher Sharpe Ratio (1.87 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MALOX and VTMSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer