ASFYX vs. AMFAX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX).
ASFYX is managed by Blackrock. It was launched on Jul 30, 2010. AMFAX is managed by Blackrock. It was launched on Jul 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASFYX or AMFAX.
Correlation
The correlation between ASFYX and AMFAX 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.
Performance
ASFYX vs. AMFAX - Performance Comparison
Key characteristics
ASFYX:
-1.94
AMFAX:
-1.94
ASFYX:
-2.51
AMFAX:
-2.52
ASFYX:
0.67
AMFAX:
0.67
ASFYX:
-0.77
AMFAX:
-0.57
ASFYX:
-2.06
AMFAX:
-2.06
ASFYX:
12.94%
AMFAX:
13.04%
ASFYX:
13.72%
AMFAX:
13.82%
ASFYX:
-34.81%
AMFAX:
-47.22%
ASFYX:
-34.45%
AMFAX:
-47.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with ASFYX having a -16.36% return and AMFAX slightly lower at -16.43%. Over the past 10 years, ASFYX has outperformed AMFAX with an annualized return of -0.27%, while AMFAX has yielded a comparatively lower -2.59% annualized return.
ASFYX
-16.36%
-12.42%
-16.40%
-27.15%
1.52%
-0.27%
AMFAX
-16.43%
-12.56%
-16.64%
-27.39%
-2.85%
-2.59%
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ASFYX vs. AMFAX - Expense Ratio Comparison
ASFYX has a 1.47% expense ratio, which is lower than AMFAX's 1.72% expense ratio.
Risk-Adjusted Performance
ASFYX vs. AMFAX — Risk-Adjusted Performance Rank
ASFYX
AMFAX
ASFYX vs. AMFAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX). 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
ASFYX vs. AMFAX - Dividend Comparison
ASFYX's dividend yield for the trailing twelve months is around 1.75%, more than AMFAX's 1.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.75% | 1.47% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% |
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 1.53% | 1.28% | 0.30% | 10.01% | 5.74% | 3.14% | 6.12% | 0.00% | 0.00% | 0.00% | 2.08% | 2.63% |
Drawdowns
ASFYX vs. AMFAX - Drawdown Comparison
The maximum ASFYX drawdown since its inception was -34.81%, smaller than the maximum AMFAX drawdown of -47.22%. Use the drawdown chart below to compare losses from any high point for ASFYX and AMFAX. For additional features, visit the drawdowns tool.
Volatility
ASFYX vs. AMFAX - Volatility Comparison
AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) have volatilities of 6.81% and 6.89%, 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.