ASFYX vs. BACIX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and BlackRock Energy Opportunities Fund (BACIX).
ASFYX is managed by BlackRock. It was launched on Jul 30, 2010. BACIX is managed by BlackRock. It was launched on Feb 15, 2005.
Performance
ASFYX vs. BACIX - Performance Comparison
Loading graphics...
ASFYX vs. BACIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
BACIX BlackRock Energy Opportunities Fund | 35.86% | 11.03% | 4.23% | 2.97% | 43.64% | 43.50% | -29.38% | 13.04% | -19.55% | 2.47% |
Returns By Period
In the year-to-date period, ASFYX achieves a 6.72% return, which is significantly lower than BACIX's 35.86% return. Over the past 10 years, ASFYX has underperformed BACIX with an annualized return of 1.88%, while BACIX has yielded a comparatively higher 10.51% annualized return.
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
BACIX
- 1D
- -0.36%
- 1M
- 8.19%
- YTD
- 35.86%
- 6M
- 38.86%
- 1Y
- 38.10%
- 3Y*
- 18.79%
- 5Y*
- 22.31%
- 10Y*
- 10.51%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ASFYX vs. BACIX - Expense Ratio Comparison
ASFYX has a 1.47% expense ratio, which is higher than BACIX's 0.91% expense ratio.
Return for Risk
ASFYX vs. BACIX — Risk / Return Rank
ASFYX
BACIX
ASFYX vs. BACIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and BlackRock Energy Opportunities Fund (BACIX). 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 | BACIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 1.82 | -1.55 |
Sortino ratioReturn per unit of downside risk | 0.42 | 2.21 | -1.79 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.36 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 2.23 | -2.05 |
Martin ratioReturn relative to average drawdown | 0.29 | 7.47 | -7.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ASFYX | BACIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 1.82 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.95 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.39 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.20 | +0.11 |
Correlation
The correlation between ASFYX and BACIX is 0.13, 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.
Dividends
ASFYX vs. BACIX - Dividend Comparison
ASFYX's dividend yield for the trailing twelve months is around 1.42%, less than BACIX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
BACIX BlackRock Energy Opportunities Fund | 2.06% | 2.79% | 2.63% | 3.39% | 2.49% | 2.67% | 3.66% | 3.06% | 3.43% | 2.76% | 2.38% | 2.51% |
Drawdowns
ASFYX vs. BACIX - Drawdown Comparison
The maximum ASFYX drawdown since its inception was -36.43%, smaller than the maximum BACIX drawdown of -77.81%. Use the drawdown chart below to compare losses from any high point for ASFYX and BACIX.
Loading graphics...
Drawdown Indicators
| ASFYX | BACIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.43% | -77.81% | +41.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -17.60% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -36.43% | -25.76% | -10.67% |
Max Drawdown (10Y)Largest decline over 10 years | -36.43% | -65.65% | +29.22% |
Current DrawdownCurrent decline from peak | -24.28% | -0.81% | -23.47% |
Average DrawdownAverage peak-to-trough decline | -13.10% | -32.58% | +19.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.26% | 5.26% | +3.00% |
Volatility
ASFYX vs. BACIX - Volatility Comparison
The current volatility for AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) is 3.82%, while BlackRock Energy Opportunities Fund (BACIX) has a volatility of 4.16%. This indicates that ASFYX experiences smaller price fluctuations and is considered to be less risky than BACIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ASFYX | BACIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 4.16% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 11.43% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 21.53% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 23.61% | -9.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.68% | 27.16% | -14.48% |