AMFAX vs. VOO
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and Vanguard S&P 500 ETF (VOO).
AMFAX is managed by Blackrock. It was launched on Jul 30, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMFAX or VOO.
Correlation
The correlation between AMFAX and VOO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AMFAX vs. VOO - Performance Comparison
Key characteristics
AMFAX:
-0.02
VOO:
2.21
AMFAX:
0.05
VOO:
2.92
AMFAX:
1.01
VOO:
1.41
AMFAX:
-0.01
VOO:
3.34
AMFAX:
-0.02
VOO:
14.07
AMFAX:
9.55%
VOO:
2.01%
AMFAX:
11.39%
VOO:
12.80%
AMFAX:
-37.96%
VOO:
-33.99%
AMFAX:
-35.62%
VOO:
-1.36%
Returns By Period
In the year-to-date period, AMFAX achieves a 1.52% return, which is significantly lower than VOO's 1.98% return. Over the past 10 years, AMFAX has underperformed VOO with an annualized return of -0.39%, while VOO has yielded a comparatively higher 13.37% annualized return.
AMFAX
1.52%
1.63%
-6.96%
-1.34%
1.97%
-0.39%
VOO
1.98%
1.13%
8.46%
25.58%
14.35%
13.37%
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AMFAX vs. VOO - Expense Ratio Comparison
AMFAX has a 1.72% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
AMFAX vs. VOO — Risk-Adjusted Performance Rank
AMFAX
VOO
AMFAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
AMFAX's dividend yield for the trailing twelve months is around 1.26%, more than VOO's 1.22% 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% |
VOO Vanguard S&P 500 ETF | 1.22% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
AMFAX vs. VOO - Drawdown Comparison
The maximum AMFAX drawdown since its inception was -37.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMFAX and VOO. For additional features, visit the drawdowns tool.
Volatility
AMFAX vs. VOO - Volatility Comparison
The current volatility for AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) is 2.65%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.05%. This indicates that AMFAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.