AMFAX vs. ASFYX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
AMFAX is managed by BlackRock. It was launched on Jul 30, 2010. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
AMFAX vs. ASFYX - Performance Comparison
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AMFAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 6.43% | -9.75% | -3.56% | -10.59% | 35.38% | 3.28% | 13.29% | 8.03% | -12.87% | 6.54% |
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
The year-to-date returns for both investments are quite close, with AMFAX having a 6.43% return and ASFYX slightly higher at 6.59%. Over the past 10 years, AMFAX has underperformed ASFYX with an annualized return of 1.54%, while ASFYX has yielded a comparatively higher 1.87% annualized return.
AMFAX
- 1D
- 0.00%
- 1M
- -1.70%
- YTD
- 6.43%
- 6M
- 10.88%
- 1Y
- 3.13%
- 3Y*
- -3.17%
- 5Y*
- 2.03%
- 10Y*
- 1.54%
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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AMFAX vs. ASFYX - Expense Ratio Comparison
AMFAX has a 1.72% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
AMFAX vs. ASFYX — Risk / Return Rank
AMFAX
ASFYX
AMFAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) 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.
| AMFAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.18 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.27 | 0.30 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.10 | -0.02 |
Martin ratioReturn relative to average drawdown | 0.13 | 0.16 | -0.04 |
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
| AMFAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.18 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.17 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.15 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.31 | -0.02 |
Correlation
The correlation between AMFAX and ASFYX is 0.99, 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
AMFAX vs. ASFYX - Dividend Comparison
AMFAX's dividend yield for the trailing twelve months is around 1.73%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 1.73% | 1.84% | 1.28% | 0.30% | 32.70% | 5.74% | 3.14% | 4.71% | 1.31% | 0.00% | 0.00% | 4.92% |
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
AMFAX vs. ASFYX - Drawdown Comparison
The maximum AMFAX drawdown since its inception was -36.84%, roughly equal to the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for AMFAX and ASFYX.
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Drawdown Indicators
| AMFAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.84% | -36.43% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -13.51% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -36.84% | -36.43% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -36.84% | -36.43% | -0.41% |
Current DrawdownCurrent decline from peak | -25.04% | -24.37% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -13.54% | -13.09% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.79% | 8.72% | +0.07% |
Volatility
AMFAX vs. ASFYX - Volatility Comparison
AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) have volatilities of 3.94% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMFAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.86% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 10.01% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.06% | 13.02% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.68% | 13.68% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 12.68% | -0.01% |