MALVX vs. SABTX
MALVX (BlackRock Advantage Large Cap Value Fund) and SABTX (SA U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, MALVX returned 13.27%/yr vs 12.00%/yr for SABTX. Their correlation of 0.92 suggests significant overlap in exposure. MALVX charges 0.54%/yr vs 0.73%/yr for SABTX.
Performance
MALVX vs. SABTX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with MALVX having a 19.19% return and SABTX slightly lower at 18.98%. Over the past 10 years, MALVX has outperformed SABTX with an annualized return of 13.27%, while SABTX has yielded a comparatively lower 12.00% annualized return.
MALVX
- 1D
- 0.54%
- 1M
- 4.33%
- YTD
- 19.19%
- 6M
- 18.50%
- 1Y
- 36.19%
- 3Y*
- 21.58%
- 5Y*
- 12.93%
- 10Y*
- 13.27%
SABTX
- 1D
- 0.97%
- 1M
- 3.76%
- YTD
- 18.98%
- 6M
- 18.21%
- 1Y
- 35.90%
- 3Y*
- 20.00%
- 5Y*
- 11.79%
- 10Y*
- 12.00%
MALVX vs. SABTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 19.19% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
SABTX SA U.S. Value Fund | 18.98% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
Correlation
The correlation between MALVX and SABTX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000 | 0.92 |
The correlation between MALVX and SABTX shifts across timeframes, from 0.82 (1 year) to 0.93 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
MALVX vs. SABTX — Risk / Return Rank
MALVX
SABTX
MALVX vs. SABTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Value Fund (MALVX) and SA U.S. Value Fund (SABTX). 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.
| MALVX | SABTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.60 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.71 | 6.46 | -0.75 |
| Martin ratioReturn relative to average drawdown | 25.85 | 23.28 | +2.57 |
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Drawdowns
MALVX vs. SABTX - Drawdown Comparison
The maximum MALVX drawdown since its inception was -55.21%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for MALVX and SABTX.
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Drawdown Indicators
| MALVX | SABTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.21% | -66.96% | +11.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -6.36% | -0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -16.63% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.73% | -20.42% | +0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -37.12% | -42.00% | +4.88% |
Current DrawdownCurrent decline from peak | 0.00% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -11.30% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.74% | -0.30% |
Volatility
MALVX vs. SABTX - Volatility Comparison
BlackRock Advantage Large Cap Value Fund (MALVX) and SA U.S. Value Fund (SABTX) have volatilities of 4.09% and 3.92%, 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.
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Volatility by Period
| MALVX | SABTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 3.92% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 8.63% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 11.98% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 16.37% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 19.19% | -1.85% |
MALVX vs. SABTX - Expense Ratio Comparison
MALVX has a 0.54% expense ratio, which is lower than SABTX's 0.73% expense ratio.
Dividends
MALVX vs. SABTX - Dividend Comparison
MALVX's dividend yield for the trailing twelve months is around 7.74%, more than SABTX's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 7.74% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
SABTX SA U.S. Value Fund | 3.26% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
Frequently Asked Questions
MALVX and SABTX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MALVX has higher volatility (4.09%) compared to SABTX (3.92%). In terms of maximum drawdown, MALVX dropped -55.21% vs SABTX's -66.96%.
SABTX currently has the higher Sharpe Ratio (3.44 vs 3.35), 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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