AMFAX vs. MAFIX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and Abbey Capital Multi Asset Fund Class I (MAFIX).
AMFAX is managed by BlackRock. It was launched on Jul 30, 2010. MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018.
Performance
AMFAX vs. MAFIX - Performance Comparison
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AMFAX vs. MAFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 6.43% | -9.75% | -3.56% | -10.59% | 35.38% | 3.28% | 13.29% | 8.03% | 2.28% |
MAFIX Abbey Capital Multi Asset Fund Class I | -0.62% | 8.41% | 8.99% | 5.02% | 4.08% | 14.79% | 24.89% | 21.63% | -1.46% |
Returns By Period
In the year-to-date period, AMFAX achieves a 6.43% return, which is significantly higher than MAFIX's -0.62% 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%
MAFIX
- 1D
- -0.44%
- 1M
- -7.26%
- YTD
- -0.62%
- 6M
- 4.09%
- 1Y
- 14.51%
- 3Y*
- 7.40%
- 5Y*
- 6.27%
- 10Y*
- —
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AMFAX vs. MAFIX - Expense Ratio Comparison
AMFAX has a 1.72% expense ratio, which is lower than MAFIX's 1.79% expense ratio.
Return for Risk
AMFAX vs. MAFIX — Risk / Return Rank
AMFAX
MAFIX
AMFAX vs. MAFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and Abbey Capital Multi Asset Fund Class I (MAFIX). 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 | MAFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 1.00 | -0.84 |
Sortino ratioReturn per unit of downside risk | 0.27 | 1.40 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.19 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.36 | -1.28 |
Martin ratioReturn relative to average drawdown | 0.13 | 4.34 | -4.22 |
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 | MAFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 1.00 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.51 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.89 | -0.60 |
Correlation
The correlation between AMFAX and MAFIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AMFAX vs. MAFIX - Dividend Comparison
AMFAX's dividend yield for the trailing twelve months is around 1.73%, less than MAFIX's 11.85% 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% |
MAFIX Abbey Capital Multi Asset Fund Class I | 11.85% | 11.78% | 4.57% | 3.80% | 4.12% | 10.65% | 10.29% | 12.30% | 9.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMFAX vs. MAFIX - Drawdown Comparison
The maximum AMFAX drawdown since its inception was -36.84%, which is greater than MAFIX's maximum drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for AMFAX and MAFIX.
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Drawdown Indicators
| AMFAX | MAFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.84% | -19.21% | -17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -9.44% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -36.84% | -19.21% | -17.63% |
Max Drawdown (10Y)Largest decline over 10 years | -36.84% | — | — |
Current DrawdownCurrent decline from peak | -25.04% | -7.26% | -17.78% |
Average DrawdownAverage peak-to-trough decline | -13.54% | -3.46% | -10.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.79% | 2.96% | +5.83% |
Volatility
AMFAX vs. MAFIX - Volatility Comparison
AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) has a higher volatility of 3.94% compared to Abbey Capital Multi Asset Fund Class I (MAFIX) at 3.04%. This indicates that AMFAX's price experiences larger fluctuations and is considered to be riskier than MAFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMFAX | MAFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.04% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 10.36% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.06% | 14.54% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.68% | 12.39% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 12.92% | -0.25% |