ASFYX vs. BDMIX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
ASFYX is managed by BlackRock. It was launched on Jul 30, 2010. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
ASFYX vs. BDMIX - Performance Comparison
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ASFYX vs. BDMIX - 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% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
Returns By Period
In the year-to-date period, ASFYX achieves a 6.72% return, which is significantly higher than BDMIX's 4.32% return. Over the past 10 years, ASFYX has underperformed BDMIX with an annualized return of 1.88%, while BDMIX has yielded a comparatively higher 7.29% 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%
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
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ASFYX vs. BDMIX - Expense Ratio Comparison
ASFYX has a 1.47% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
ASFYX vs. BDMIX — Risk / Return Rank
ASFYX
BDMIX
ASFYX vs. BDMIX - 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 Global Long/Short Equity Fund Class I (BDMIX). 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 | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 2.55 | -2.28 |
Sortino ratioReturn per unit of downside risk | 0.42 | 3.73 | -3.31 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.48 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 5.14 | -4.96 |
Martin ratioReturn relative to average drawdown | 0.29 | 14.25 | -13.96 |
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 | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 2.55 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 1.76 | -1.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 1.27 | -1.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.15 | -0.84 |
Correlation
The correlation between ASFYX and BDMIX is 0.10, 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. BDMIX - Dividend Comparison
ASFYX's dividend yield for the trailing twelve months is around 1.42%, less than BDMIX's 8.56% 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% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
ASFYX vs. BDMIX - Drawdown Comparison
The maximum ASFYX drawdown since its inception was -36.43%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for ASFYX and BDMIX.
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Drawdown Indicators
| ASFYX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.43% | -11.89% | -24.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -3.60% | -9.91% |
Max Drawdown (5Y)Largest decline over 5 years | -36.43% | -7.45% | -28.98% |
Max Drawdown (10Y)Largest decline over 10 years | -36.43% | -9.44% | -26.99% |
Current DrawdownCurrent decline from peak | -24.28% | -0.13% | -24.15% |
Average DrawdownAverage peak-to-trough decline | -13.10% | -2.71% | -10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.26% | 1.30% | +6.96% |
Volatility
ASFYX vs. BDMIX - Volatility Comparison
AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a higher volatility of 3.82% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that ASFYX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASFYX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 1.72% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 4.78% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 6.93% | +6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 6.51% | +7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.68% | 5.77% | +6.91% |