There is a lack of scientific testing of commercially available malware detectors, especially those that boast accurate classification of never-before-seen (i.e., zero-day) files using machine learning (ML). The result is that the efficacy and gaps among the available approaches are opaque, inhibiting end users from making informed network security decisions and researchers from targeting gaps in current detectors. In this paper, we present a scientific evaluation of four market-leading malware detection tools to assist an organization with two primary questions: (Q1) To what extent do ML-based tools accurately classify never-before-seen files without sacrificing detection ability on known files? (Q2) Is it worth purchasing a network-level malware detector to complement host-based detection? We tested each tool against 3,536 total files (2,554 or 72% malicious, 982 or 28% benign) including over 400 zero-day malware, and tested with a variety of file types and protocols for delivery. We present statistical results on detection time and accuracy, consider complementary analysis (using multiple tools together), and provide two novel applications of a recent cost--benefit evaluation procedure by Iannaconne & Bridges that incorporates all the above metrics into a single quantifiable cost. While the ML-based tools are more effective at detecting zero-day files and executables, the signature-based tool may still be an overall better option. Both network-based tools provide substantial (simulated) savings when paired with either host tool, yet both show poor detection rates on protocols other than HTTP or SMTP. Our results show that all four tools have near-perfect precision but alarmingly low recall, especially on file types other than executables and office files -- 37% of malware tested, including all polyglot files, were undetected.