CLEVELAND — Not even Cliff Lee could stop Cleveland's slide.

The reigning Cy Young Award winner lost his second consecutive start and the Indians, expected to contend this season, remained the AL's only winless team, losing 5-4 to Roy Halladay and the Toronto Blue Jays on Saturday to fall to 0-5 for the first time in 24 years.

Halladay (2-0), a 20-game winner last season who finished second to Lee in Cy Young balloting, held Cleveland to one run and five hits in seven innings. The right-hander struck out seven, including two in a sticky second, and was rarely in real trouble.

Desperate for a clutch hit, the Indians finally got one in the ninth on Mark DeRosa's two-out, three-run double off closer B.J. Ryan to make it 5-4. But with the potential tying run at second, Jason Frasor struck out Victor Martinez for his first save.

Lee (0-2) didn't drop his second decision until July 6 last season, when he was already 11-1 and on his way to a 22-3 record. But the left-hander, who shrugged off a shaky spring training as nothing to worry about, failed to get past the fifth inning for the second time.

He gave up four runs and seven hits with four walks, and now has a 9.90 ERA.

Aaron Hill had two RBIs for Toronto, which improved to 5-1 — its best start since 2001.

Ryan made things interesting in the ninth by allowing a hit and three walks to give the Indians life. Frasor, though, fooled Martinez with an off-speed pitch to end it.

Through five games, Indians starters have yet to reach the sixth inning and their relievers have been mostly ineffective. Cleveland's hitters are not coming through in the clutch — the Indians are just 5-for-39 with runners in scoring position — and the fielding has been sloppy.

It's all added up to a start they couldn't have imagined.

Meanwhile, the Blue Jays are showing signs that they might be able to hang with the big boys in the brutal AL East. With nice balance throughout the lineup, and with Halladay as a legitimate No. 1 starter, Toronto could challenge Tampa Bay, Boston and the New York Yankees in baseball's toughest division.

The Indians put runners at second and third with none out in the second, but Halladay struck out Ryan Garko and Kelly Shoppach and got Ben Francisco on a routine fly to center.

Lee was in an immediate 1-0 hole that could have been deeper.

Marco Scutaro walked leading off the first, Hill blooped a single and the runners moved up on Lee's wild pitch, a ball that could have been blocked by Shoppach. Alex Rios followed with a sinking liner to center that Grady Sizemore snared with a sliding catch, but Scutaro tagged and scored.

Lee got Vernon Wells on a foul popup and gloved an easy comebacker by Adam Lind to avoid any more trouble.

But the lefty was right back in scramble mode in the second, and this time he couldn't escape.

Toronto loaded the bases on a double, single and two-out walk. Hill then grounded a two-run single to right, with Kevin Millar sliding in safe from second when Shoppach couldn't hold Shin-Soo Choo's strong throw to the plate.

The Blue Jays made it 4-0 in the third on Lind's RBI single.

Cleveland finally scored in the fifth on Sizemore's run-scoring double.