ASFYX vs. ABYIX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
ASFYX is managed by BlackRock. It was launched on Jul 30, 2010. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
ASFYX vs. ABYIX - Performance Comparison
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ASFYX vs. ABYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.62% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, ASFYX achieves a 6.59% return, which is significantly higher than ABYIX's 4.62% return. Over the past 10 years, ASFYX has underperformed ABYIX with an annualized return of 1.87%, while ABYIX has yielded a comparatively higher 2.84% annualized return.
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%
ABYIX
- 1D
- 0.00%
- 1M
- -1.28%
- YTD
- 4.62%
- 6M
- 7.68%
- 1Y
- 8.38%
- 3Y*
- 2.42%
- 5Y*
- 3.73%
- 10Y*
- 2.84%
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ASFYX vs. ABYIX - Expense Ratio Comparison
ASFYX has a 1.47% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
ASFYX vs. ABYIX — Risk / Return Rank
ASFYX
ABYIX
ASFYX vs. ABYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and Abbey Capital Futures Strategy Fund Class I (ABYIX). 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.
| ASFYX | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 1.06 | -0.89 |
Sortino ratioReturn per unit of downside risk | 0.30 | 1.51 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.59 | -1.49 |
Martin ratioReturn relative to average drawdown | 0.16 | 3.20 | -3.04 |
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
| ASFYX | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.06 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.47 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.36 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.53 | -0.22 |
Correlation
The correlation between ASFYX and ABYIX 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
ASFYX vs. ABYIX - Dividend Comparison
ASFYX's dividend yield for the trailing twelve months is around 1.43%, more than ABYIX's 1.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
ASFYX vs. ABYIX - Drawdown Comparison
The maximum ASFYX drawdown since its inception was -36.43%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for ASFYX and ABYIX.
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Drawdown Indicators
| ASFYX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.43% | -17.13% | -19.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -4.36% | -9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -36.43% | -14.66% | -21.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.43% | -14.74% | -21.69% |
Current DrawdownCurrent decline from peak | -24.37% | -3.02% | -21.35% |
Average DrawdownAverage peak-to-trough decline | -13.09% | -6.74% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.72% | 2.43% | +6.29% |
Volatility
ASFYX vs. ABYIX - Volatility Comparison
AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a higher volatility of 3.86% compared to Abbey Capital Futures Strategy Fund Class I (ABYIX) at 1.96%. This indicates that ASFYX's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASFYX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 1.96% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 6.43% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.02% | 7.65% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.68% | 8.01% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.68% | 8.00% | +4.68% |