MALRX vs. FSUVX
MALRX (BlackRock Advantage Large Cap Core Fund) and FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, MALRX returned 15.85%/yr vs 11.21%/yr for FSUVX. Their correlation of 0.85 suggests significant overlap in exposure. MALRX charges 0.48%/yr vs 0.11%/yr for FSUVX.
Performance
MALRX vs. FSUVX - Performance Comparison
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Returns By Period
In the year-to-date period, MALRX achieves a 11.07% return, which is significantly higher than FSUVX's 3.77% return. Over the past 10 years, MALRX has outperformed FSUVX with an annualized return of 15.85%, while FSUVX has yielded a comparatively lower 11.21% annualized return.
MALRX
- 1D
- -1.39%
- 1M
- 0.11%
- YTD
- 11.07%
- 6M
- 9.66%
- 1Y
- 28.92%
- 3Y*
- 22.97%
- 5Y*
- 13.35%
- 10Y*
- 15.85%
FSUVX
- 1D
- 0.30%
- 1M
- -2.47%
- YTD
- 3.77%
- 6M
- 2.91%
- 1Y
- 9.99%
- 3Y*
- 13.54%
- 5Y*
- 9.12%
- 10Y*
- 11.21%
MALRX vs. FSUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MALRX BlackRock Advantage Large Cap Core Fund | 11.07% | 20.30% | 25.65% | 25.62% | -20.10% | 28.00% | 19.96% | 29.16% | -5.39% | 20.30% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 3.77% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 27.73% | 1.35% | 17.68% |
Correlation
The correlation between MALRX and FSUVX 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 | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.85 |
The correlation between MALRX and FSUVX shifts across timeframes, from 0.69 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MALRX vs. FSUVX — Risk / Return Rank
MALRX
FSUVX
MALRX vs. FSUVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Core Fund (MALRX) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). 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.
| MALRX | FSUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.22 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.49 | +2.08 |
| Martin ratioReturn relative to average drawdown | 17.25 | 6.17 | +11.08 |
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Drawdowns
MALRX vs. FSUVX - Drawdown Comparison
The maximum MALRX drawdown since its inception was -54.29%, which is greater than FSUVX's maximum drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for MALRX and FSUVX.
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Drawdown Indicators
| MALRX | FSUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.29% | -32.41% | -21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -7.28% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -19.61% | -11.55% | -8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -19.48% | -6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -34.30% | -32.41% | -1.89% |
Current DrawdownCurrent decline from peak | -2.32% | -2.47% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -3.27% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.75% | +0.02% |
Volatility
MALRX vs. FSUVX - Volatility Comparison
BlackRock Advantage Large Cap Core Fund (MALRX) has a higher volatility of 5.06% compared to Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) at 2.68%. This indicates that MALRX's price experiences larger fluctuations and is considered to be riskier than FSUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MALRX | FSUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 2.68% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 6.54% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 8.58% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 12.97% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 15.18% | +3.21% |
MALRX vs. FSUVX - Expense Ratio Comparison
MALRX has a 0.48% expense ratio, which is higher than FSUVX's 0.11% expense ratio.
Dividends
MALRX vs. FSUVX - Dividend Comparison
MALRX's dividend yield for the trailing twelve months is around 7.75%, more than FSUVX's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 4.29% | 4.45% | 2.25% | 1.74% | 4.12% | 3.52% | 1.31% | 3.80% | 2.63% | 2.94% | 2.23% | 1.17% |
MALRX BlackRock Advantage Large Cap Core Fund | 7.75% | 8.61% | 14.11% | 0.97% | 6.51% | 19.52% | 4.76% | 4.06% | 10.11% | 36.43% | 6.02% | 3.09% |
Frequently Asked Questions
MALRX and FSUVX 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.
MALRX has higher volatility (5.06%) compared to FSUVX (2.68%). In terms of maximum drawdown, MALRX dropped -54.29% vs FSUVX's -32.41%.
MALRX currently has the higher Sharpe Ratio (2.36 vs 1.27), 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.
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