Virtus AlphaSimplex Managed Futures Strategy Fund Class I (ASFYX) belongs to the Systematic Trend category. Below you'll find alternative mutual funds from the same category, ranked by key criteria, plus funds that investors commonly compare with ASFYX. Use the tables to find lower-cost options, better risk-adjusted returns, or a closer substitute for your current allocation.
Cheapest Alternatives to ASFYX
ASFYX charges 1.45% annually. There are 5 mutual funds in the Systematic Trend category with lower expense ratios, going as low as 1.25%.
| Symbol | Name | Expense Ratio | AUM | Inception | |
|---|---|---|---|---|---|
| AQR Managed Futures Strategy Fund - Class I | 1.25% | — | Jan 2010 | ASFYX vs AQMIX | |
| Credit Suisse Managed Futures Strategy Fund | 1.30% | — | Sep 2012 | ASFYX vs CSAIX | |
| Redwood Systematic Macro Trend ("SMarT") Fund | 1.30% | — | Nov 2017 | ASFYX vs RWSIX | |
| Goldman Sachs Managed Futures Strategy Fund | 1.33% | — | Feb 2012 | ASFYX vs GFIRX | |
| Winton Managed Futures Trend Fund | 1.34% | — | Oct 2011 | ASFYX vs EVOIX |
Best Risk-Adjusted Alternatives to ASFYX
ASFYX has a PortfoliosLab risk / return rank of 67. There are 20 mutual funds in the Systematic Trend category with higher risk-adjusted ranks, going as high as 97.
| Symbol | Name | Risk / Return Rank | AUM | Inception | |
|---|---|---|---|---|---|
| LoCorr Market Trend Fund | 97 | — | Jun 2014 | ASFYX vs LOTIX | |
| American Beacon AHL Managed Futures Strategy Fund ... | 94 | — | Aug 2014 | ASFYX vs AHLIX | |
| American Beacon AHL Managed Futures Strategy Fund | 93 | — | Aug 2014 | ASFYX vs AHLPX | |
| Catalyst/Millburn Hedge Strategy Fund Class I | 92 | — | Dec 1996 | ASFYX vs MBXIX | |
| Catalyst/Millburn Hedge Strategy Fund | 92 | — | Dec 2015 | ASFYX vs MBXAX |
Top Performing ASFYX Alternatives (YTD)
ASFYX is at 10.47% YTD. There are 12 mutual funds in the Systematic Trend category with higher YTD returns, going as high as 23.96%.
| Symbol | Name | YTD Return | AUM | Inception | |
|---|---|---|---|---|---|
| LoCorr Market Trend Fund | 23.96% | — | Jun 2014 | ASFYX vs LOTIX | |
| AQR CVX Fusion Fund Class R6 | 14.04% | — | Jun 2025 | ASFYX vs QCFRX | |
| AQR CVX Fusion Fund Class I | 13.96% | — | Jun 2025 | ASFYX vs QCFIX | |
| AQR CVX Fusion Fund Class N | 13.80% | — | Jun 2025 | ASFYX vs QCFNX | |
| Catalyst/Millburn Hedge Strategy Fund Class I | 13.75% | — | Dec 1996 | ASFYX vs MBXIX |
Lowest Volatility Alternatives to ASFYX
ASFYX has 12.63% 1-year volatility. There are 23 mutual funds in the Systematic Trend category with lower 1-year volatility, going as low as 5.80%.
| Symbol | Name | Volatility 1Y | AUM | Inception | |
|---|---|---|---|---|---|
| LoCorr Macro Strategies Fund | 5.80% | — | Mar 2011 | ASFYX vs LFMAX | |
| LoCorr Long/Short Commodity Strategies Fund | 6.05% | — | Dec 2011 | ASFYX vs LCSIX | |
| Catalyst/Millburn Hedge Strategy Fund | 6.90% | — | Dec 2015 | ASFYX vs MBXAX | |
| Catalyst/Millburn Hedge Strategy Fund Class I | 6.93% | — | Dec 1996 | ASFYX vs MBXIX | |
| Abbey Capital Futures Strategy Fund Class I | 7.94% | — | Jul 2014 | ASFYX vs ABYIX |
Lowest Drawdown Alternatives to ASFYX
ASFYX has a 1-year max drawdown of -7.42%. There are 20 mutual funds in the Systematic Trend category with shallower 1-year drawdowns, going as shallow as -3.50%.
| Symbol | Name | Max Drawdown 1Y | AUM | Inception | |
|---|---|---|---|---|---|
| American Beacon AHL Managed Futures Strategy Fund | -3.50% | — | Aug 2014 | ASFYX vs AHLPX | |
| American Beacon AHL Managed Futures Strategy Fund ... | -3.52% | — | Aug 2014 | ASFYX vs AHLIX | |
| LoCorr Macro Strategies Fund | -3.56% | — | Mar 2011 | ASFYX vs LFMAX | |
| Catalyst/Millburn Hedge Strategy Fund Class I | -3.85% | — | Dec 1996 | ASFYX vs MBXIX | |
| Catalyst/Millburn Hedge Strategy Fund | -3.89% | — | Dec 2015 | ASFYX vs MBXAX |
Other Mutual Funds from Virtus
The 10 most viewed Virtus mutual funds shown here include AIO, SAMBX, PKSFX and span 8 categories.
| Symbol | Name | Category | Risk / Return Rank | YTD Return | AUM | Inception | |
|---|---|---|---|---|---|---|---|
| Virtus Artificial Intelligence & Technology Opport... | Artificial Intelligence, Technology Equities | 25 | 22.73% | — | Oct 2019 | ASFYX vs AIO | |
| Virtus Seix Floating Rate High Income Fund | Bank Loan | 97 | 2.89% | — | Feb 2006 | ASFYX vs SAMBX | |
| Virtus KAR Small-Cap Core Fund | Mid Cap Growth Equities | 8 | 7.13% | — | Oct 1996 | ASFYX vs PKSFX | |
| Virtus KAR Small-Mid Cap Core Fund | Mid Cap Growth Equities | 1 | -4.34% | — | Mar 2018 | ASFYX vs VKSIX | |
| Virtus KAR Capital Growth Fund | Large Cap Growth Equities | 5 | 1.26% | — | Oct 1995 | ASFYX vs PSTAX | |
| Virtus KAR Mid-Cap Core Fund | Mid Cap Growth Equities | 4 | 0.96% | — | Jun 2009 | ASFYX vs VIMCX | |
| Virtus Stone Harbor Emerging Markets Income Fund | Emerging Markets Bonds | 37 | 13.59% | — | Dec 2010 | ASFYX vs EDF | |
| The Merger Fund | Event Driven | 97 | 1.74% | — | Jan 1989 | ASFYX vs MERFX | |
| Virtus KAR Small-Cap Growth Fund | Small Cap Growth Equities | 1 | -1.56% | — | Jun 2006 | ASFYX vs PXSGX | |
| The Merger Fund Class I | Event Driven | 98 | 1.88% | — | Aug 2013 | ASFYX vs MERIX |
Often Compared With ASFYX
Investors most often compare ASFYX with DBMF, AMFAX, MFTNX. These 20 comparison targets span 18 categories, based on PortfoliosLab usage data.
Compare ASFYX with Any Fund or Stock
Compare ASFYX with any ETF, mutual fund, or stock using PortfoliosLab's comparison tool.
Pair ASFYX with funds that move differently
Virtus AlphaSimplex Managed Futures Strategy Fund Class I alternatives help with substitution. Diversifiers are the next step when you want funds with lower historical correlation to ASFYX.
Explore ASFYX Diversifiers