MALOX vs. VTV

Last updated Jun 13, 2026

MALOX (BlackRock Global Allocation Fund) and VTV (Vanguard Value ETF) are both funds - MALOX is a Global Allocation fund managed by BlackRock, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, MALOX returned 8.57%/yr vs 12.78%/yr for VTV. Their correlation of 0.81 suggests significant overlap in exposure. MALOX charges 0.81%/yr vs 0.04%/yr for VTV.

Performance

MALOX vs. VTV - Performance Comparison

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

Returns By Period

In the year-to-date period, MALOX achieves a 6.67% return, which is significantly lower than VTV's 14.29% return. Over the past 10 years, MALOX has underperformed VTV with an annualized return of 8.57%, while VTV has yielded a comparatively higher 12.78% annualized return.

MALOX

• 1D: 1.82%
• 1M: 0.37%
• YTD: 6.67%
• 6M: 7.72%
• 1Y: 17.20%
• 3Y*: 13.96%
• 5Y*: 5.62%
• 10Y*: 8.57%

VTV

• 1D: 0.93%
• 1M: 4.18%
• YTD: 14.29%
• 6M: 13.99%
• 1Y: 26.89%
• 3Y*: 18.16%
• 5Y*: 11.76%
• 10Y*: 12.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MALOX vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MALOX BlackRock Global Allocation Fund	6.67%	19.63%	9.23%	12.63%	-15.86%	6.69%	24.93%	17.56%	-7.40%	13.59%
VTV Vanguard Value ETF	14.29%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	17.15%

Correlation

The correlation between MALOX and VTV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.81

The correlation between MALOX and VTV shifts across timeframes, from 0.69 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MALOX vs. VTV — Risk / Return Rank

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

MALOX

MALOX Risk / Return Rank: 55
MALOX Sharpe Ratio Rank: 58
MALOX Sortino Ratio Rank: 59
MALOX Omega Ratio Rank: 57
MALOX Calmar Ratio Rank: 47
MALOX Martin Ratio Rank: 56

VTV

VTV Risk / Return Rank: 88
VTV Sharpe Ratio Rank: 89
VTV Sortino Ratio Rank: 90
VTV Omega Ratio Rank: 87
VTV Calmar Ratio Rank: 87
VTV Martin Ratio Rank: 87

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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Allocation Fund (MALOX) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.61	-0.83
Sortino ratio: Return per unit of downside risk	2.53	3.71	-1.18
Omega ratio: Gain probability vs. loss probability	1.32	1.47	-0.14
Calmar ratio: Return relative to maximum drawdown	2.16	4.25	-2.10
Martin ratio: Return relative to average drawdown	9.17	16.04	-6.87

MALOX vs. VTV - Sharpe Ratio Comparison

The current MALOX Sharpe Ratio is 1.77, which is lower than the VTV Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of MALOX and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MALOX vs. VTV - Drawdown Comparison

The maximum MALOX drawdown since its inception was -32.83%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for MALOX and VTV.

Drawdown Indicators

	MALOX	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-32.83%	-59.27%	+26.44%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-6.35%	-1.96%
Max Drawdown (3Y) Largest decline over 3 years	-10.04%	-14.52%	+4.48%
Max Drawdown (5Y) Largest decline over 5 years	-22.76%	-17.04%	-5.72%
Max Drawdown (10Y) Largest decline over 10 years	-22.76%	-36.78%	+14.02%
Current Drawdown Current decline from peak	-1.45%	0.00%	-1.45%
Average Drawdown Average peak-to-trough decline	-3.92%	-7.86%	+3.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	1.68%	+0.27%

Volatility

MALOX vs. VTV - Volatility Comparison

BlackRock Global Allocation Fund (MALOX) has a higher volatility of 4.13% compared to Vanguard Value ETF (VTV) at 3.34%. This indicates that MALOX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MALOX	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	3.34%	+0.79%
Volatility (6M) Calculated over the trailing 6-month period	8.50%	7.82%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	10.10%	10.38%	-0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.96%	13.92%	-2.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.75%	16.68%	-5.93%

MALOX vs. VTV - Expense Ratio Comparison

MALOX has a 0.81% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

MALOX vs. VTV - Dividend Comparison

MALOX's dividend yield for the trailing twelve months is around 8.64%, more than VTV's 1.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MALOX BlackRock Global Allocation Fund	8.64%	9.22%	7.68%	1.54%	6.01%	10.32%	10.15%	5.68%	5.50%	4.81%	2.10%	9.86%
VTV Vanguard Value ETF	1.83%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both MALOX and VTV in my portfolio?

MALOX and VTV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MALOX or VTV?

MALOX has higher volatility (4.13%) compared to VTV (3.34%). In terms of maximum drawdown, MALOX dropped -32.83% vs VTV's -59.27%.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.61 vs 1.77), 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.