Correlation
The correlation between MALVX and SPYV is 0.86, 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.
MALVX vs. SPYV
Compare and contrast key facts about BlackRock Advantage Large Cap Value Fund (MALVX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
MALVX is managed by Blackrock. It was launched on Dec 22, 1999. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MALVX or SPYV.
Performance
MALVX vs. SPYV - Performance Comparison
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Key characteristics
MALVX:
0.64
SPYV:
0.41
MALVX:
0.93
SPYV:
0.65
MALVX:
1.13
SPYV:
1.09
MALVX:
0.60
SPYV:
0.35
MALVX:
2.16
SPYV:
1.14
MALVX:
4.50%
SPYV:
5.33%
MALVX:
16.41%
SPYV:
16.11%
MALVX:
-55.22%
SPYV:
-58.45%
MALVX:
-4.52%
SPYV:
-7.36%
Returns By Period
In the year-to-date period, MALVX achieves a 2.28% return, which is significantly higher than SPYV's -0.55% return. Over the past 10 years, MALVX has underperformed SPYV with an annualized return of 9.13%, while SPYV has yielded a comparatively higher 9.70% annualized return.
MALVX
2.28%
3.86%
-4.52%
8.89%
9.09%
13.49%
9.13%
SPYV
-0.55%
2.72%
-7.36%
4.86%
10.22%
13.89%
9.70%
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MALVX vs. SPYV - Expense Ratio Comparison
MALVX has a 0.54% expense ratio, which is higher than SPYV's 0.04% expense ratio.
Risk-Adjusted Performance
MALVX vs. SPYV — Risk-Adjusted Performance Rank
MALVX
SPYV
MALVX vs. SPYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Value Fund (MALVX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.
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Dividends
MALVX vs. SPYV - Dividend Comparison
MALVX's dividend yield for the trailing twelve months is around 14.01%, more than SPYV's 2.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 14.01% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 1.90% | 1.38% | 1.01% | 1.06% |
SPYV SPDR Portfolio S&P 500 Value ETF | 2.16% | 2.29% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% |
Drawdowns
MALVX vs. SPYV - Drawdown Comparison
The maximum MALVX drawdown since its inception was -55.22%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for MALVX and SPYV.
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Volatility
MALVX vs. SPYV - Volatility Comparison
BlackRock Advantage Large Cap Value Fund (MALVX) and SPDR Portfolio S&P 500 Value ETF (SPYV) have volatilities of 4.21% and 4.38%, 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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