ABYAX vs. ASFYX
Compare and contrast key facts about Abbey Capital Futures Strategy Fund Class A (ABYAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
ABYAX vs. ASFYX - Performance Comparison
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ABYAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, ABYAX achieves a 4.46% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, ABYAX has outperformed ASFYX with an annualized return of 2.58%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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ABYAX vs. ASFYX - Expense Ratio Comparison
ABYAX has a 2.04% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
ABYAX vs. ASFYX — Risk / Return Rank
ABYAX
ASFYX
ABYAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class A (ABYAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABYAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.18 | +0.85 |
Sortino ratioReturn per unit of downside risk | 1.45 | 0.30 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.04 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.10 | +1.44 |
Martin ratioReturn relative to average drawdown | 3.04 | 0.16 | +2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABYAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.18 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.17 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.15 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.31 | +0.14 |
Correlation
The correlation between ABYAX and ASFYX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ABYAX vs. ASFYX - Dividend Comparison
ABYAX's dividend yield for the trailing twelve months is around 1.22%, less than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
ABYAX vs. ASFYX - Drawdown Comparison
The maximum ABYAX drawdown since its inception was -17.96%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for ABYAX and ASFYX.
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Drawdown Indicators
| ABYAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.96% | -36.43% | +18.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.30% | -13.51% | +9.21% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -36.43% | +21.20% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -36.43% | +21.20% |
Current DrawdownCurrent decline from peak | -3.92% | -24.37% | +20.45% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -13.09% | +5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 8.72% | -6.23% |
Volatility
ABYAX vs. ASFYX - Volatility Comparison
The current volatility for Abbey Capital Futures Strategy Fund Class A (ABYAX) is 1.85%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that ABYAX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABYAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 3.86% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 10.01% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.63% | 13.02% | -5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.98% | 13.68% | -5.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.98% | 12.68% | -4.70% |