AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) Alternatives
AlphaSimplex Managed Futures Strategy Fund Class Y (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 funds that fit a different role in your portfolio.
Cheapest Alternatives to ASFYX
ASFYX charges 1.47% annually. Among mutual funds in the Systematic Trend category, these options have the lowest expense ratios among ASFYX alternatives.
| Symbol | Name | Expense Ratio | Inception | |
|---|---|---|---|---|
| AQR Managed Futures Strategy Fund | 1.25% | Jan 5, 2010 | ASFYX vs AQMIX | |
| Credit Suisse Managed Futures Strategy Fund | 1.30% | Sep 27, 2012 | ASFYX vs CSAIX | |
| Redwood Systematic Macro Trend ("SMarT") Fund | 1.30% | Nov 1, 2017 | ASFYX vs RWSIX | |
| Goldman Sachs Managed Futures Strategy Fund | 1.33% | Feb 28, 2012 | ASFYX vs GFIRX | |
| Altegris Futures Evolution Strategy Fund | 1.34% | Oct 30, 2011 | ASFYX vs EVOIX |
Best Risk-Adjusted Alternatives to ASFYX
Among mutual funds in the Systematic Trend category, these options rank highest on PortfoliosLab's risk-adjusted score, which accounts for volatility, drawdown, and return consistency over a 1-year period.
| Symbol | Name | Risk / Return Rank | Inception | |
|---|---|---|---|---|
| AQR Managed Futures Strategy Fund Class N | 94 | Jan 6, 2010 | ASFYX vs AQMNX | |
| AQR Managed Futures Strategy Fund | 94 | Jan 5, 2010 | ASFYX vs AQMIX | |
| LoCorr Macro Strategies Fund | 92 | Mar 21, 2011 | ASFYX vs LFMAX | |
| AQR Trend Total Return Fund | 91 | Dec 16, 2021 | ASFYX vs QNZNX | |
| AQR Managed Futures Strategy HV Fund | 90 | Jul 15, 2013 | ASFYX vs QMHIX |
Top Performing ASFYX Alternatives (YTD)
ASFYX alternatives from the Systematic Trend category, sorted by year-to-date return.
| Symbol | Name | YTD Return | Inception | |
|---|---|---|---|---|
| AQR Managed Futures Strategy HV Fund | 14.62% | Jul 15, 2013 | ASFYX vs QMHIX | |
| AQR Managed Futures Strategy HV Fund Class N | 14.53% | Jul 16, 2013 | ASFYX vs QMHNX | |
| LoCorr Market Trend Fund | 12.97% | Jun 29, 2014 | ASFYX vs LOTIX | |
| AQR Managed Futures Strategy Fund | 10.24% | Jan 5, 2010 | ASFYX vs AQMIX | |
| AQR Managed Futures Strategy Fund Class N | 10.02% | Jan 6, 2010 | ASFYX vs AQMNX |
Lowest Volatility Alternatives to ASFYX
ASFYX alternatives from the Systematic Trend category, sorted by annualized volatility over the past year.
| Symbol | Name | Volatility 1Y | Inception | |
|---|---|---|---|---|
| LoCorr Macro Strategies Fund | 5.83% | Mar 21, 2011 | ASFYX vs LFMAX | |
| LoCorr Long/Short Commodity Strategies Fund | 6.96% | Dec 29, 2011 | ASFYX vs LCSIX | |
| Abbey Capital Futures Strategy Fund Class A | 7.63% | Aug 29, 2014 | ASFYX vs ABYAX | |
| Abbey Capital Futures Strategy Fund Class I | 7.65% | Jul 1, 2014 | ASFYX vs ABYIX | |
| PIMCO TRENDS Managed Futures Strategy Fund | 8.73% | Dec 30, 2013 | ASFYX vs PQTPX |
Lowest Drawdown Alternatives to ASFYX
ASFYX alternatives from the Systematic Trend category, sorted by maximum drawdown over the past year.
| Symbol | Name | Max Drawdown 1Y | Inception | |
|---|---|---|---|---|
| LoCorr Macro Strategies Fund | -3.01% | Mar 21, 2011 | ASFYX vs LFMAX | |
| Abbey Capital Futures Strategy Fund Class A | -4.30% | Aug 29, 2014 | ASFYX vs ABYAX | |
| LoCorr Long/Short Commodity Strategies Fund | -4.31% | Dec 29, 2011 | ASFYX vs LCSIX | |
| Abbey Capital Futures Strategy Fund Class I | -4.36% | Jul 1, 2014 | ASFYX vs ABYIX | |
| AQR Managed Futures Strategy Fund Class N | -5.29% | Jan 6, 2010 | ASFYX vs AQMNX |
Other Mutual Funds from BlackRock
Most popular BlackRock mutual funds on PortfoliosLab, across asset classes.
| Symbol | Name | Category | Risk / Return Rank | YTD Return | Inception | |
|---|---|---|---|---|---|---|
| Shelton Capital Management Nasdaq-100 Index Fund D... | Large Cap Growth Equities | 51 | -9.12% | Jan 18, 2000 | ASFYX vs NASDX | |
| Vanguard Financials Index Fund Admiral Shares | Financials Equities | 7 | -11.11% | Feb 4, 2004 | ASFYX vs VFAIX | |
| Vanguard Tax-Managed Balanced Fund Admiral Shares | Diversified Portfolio | 68 | -3.56% | Sep 6, 1994 | ASFYX vs VTMFX | |
| Vanguard Tax-Managed Capital Appreciation Fund Adm... | Large Cap Blend Equities | 46 | -6.78% | Sep 6, 1994 | ASFYX vs VTCLX | |
| iShares S&P 500 Index Fund | S&P 500 | 46 | -7.06% | Jul 30, 1993 | ASFYX vs WFSPX | |
| BlackRock ESG Capital Allocation Term Trust | Derivative Income, ESG | 16 | -6.71% | Sep 28, 2021 | ASFYX vs ECAT | |
| BlackRock LifePath Index 2055 Fund | Target Retirement Date | 62 | -4.27% | May 30, 2011 | ASFYX vs LIVIX | |
| Fidelity Asset Manager 70% Fund | Diversified Portfolio | 70 | -2.99% | Dec 30, 1991 | ASFYX vs FASGX | |
| BlackRock Enhanced Equity Dividend Fund | Derivative Income | 27 | -7.23% | Aug 30, 2005 | ASFYX vs BDJ | |
| BlackRock Global Long/Short Equity Fund Class I | Long-Short | 96 | 3.57% | Dec 20, 2012 | ASFYX vs BDMIX |
Often Compared With ASFYX
What investors most often compare with ASFYX, 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.