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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMFAX or MAFIX.
Correlation
The correlation between AMFAX and MAFIX is 0.63, 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.
Performance
AMFAX vs. MAFIX - Performance Comparison
Key characteristics
AMFAX:
-0.42
MAFIX:
0.30
AMFAX:
-0.47
MAFIX:
0.47
AMFAX:
0.94
MAFIX:
1.06
AMFAX:
-0.13
MAFIX:
0.29
AMFAX:
-0.48
MAFIX:
0.66
AMFAX:
10.32%
MAFIX:
5.75%
AMFAX:
11.89%
MAFIX:
12.77%
AMFAX:
-37.96%
MAFIX:
-13.96%
AMFAX:
-35.39%
MAFIX:
-5.79%
Returns By Period
In the year-to-date period, AMFAX achieves a 1.86% return, which is significantly lower than MAFIX's 2.57% return.
AMFAX
1.86%
-0.23%
-0.22%
-4.52%
1.48%
-0.30%
MAFIX
2.57%
0.76%
1.70%
4.76%
6.37%
N/A
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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.
Risk-Adjusted Performance
AMFAX vs. MAFIX — Risk-Adjusted Performance Rank
AMFAX
MAFIX
AMFAX vs. MAFIX - Risk-Adjusted Performance 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.
Dividends
AMFAX vs. MAFIX - Dividend Comparison
AMFAX's dividend yield for the trailing twelve months is around 1.26%, less than MAFIX's 1.55% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 1.26% | 1.28% | 0.30% | 10.01% | 5.74% | 3.14% | 6.12% | 0.00% | 0.00% | 0.00% | 2.08% | 2.63% |
MAFIX Abbey Capital Multi Asset Fund Class I | 1.55% | 1.59% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMFAX vs. MAFIX - Drawdown Comparison
The maximum AMFAX drawdown since its inception was -37.96%, which is greater than MAFIX's maximum drawdown of -13.96%. Use the drawdown chart below to compare losses from any high point for AMFAX and MAFIX. For additional features, visit the drawdowns tool.
Volatility
AMFAX vs. MAFIX - Volatility Comparison
AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) has a higher volatility of 4.30% compared to Abbey Capital Multi Asset Fund Class I (MAFIX) at 3.90%. 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.