Internet Explorer 8 and 9 were significantly more effective at curbing malicious downloads than were the other major browsers. Chrome, Firefox and Safari all converged at a 17 percent protection rate. Firefox 4, and Chrome 10 had identical average blockage rates of 13 percent. Chrome showed an impressive improvement from that Q3 2010 global test, where it only managed to block some 3 percent of socially engineered threats. IE 9 was measured without enabling the Application Reputation feature which is enabled by default in IE 9.
Source: https://threatpost.com/internet-explorer-9-rated-tops-blocking-malware-072011/75457/