ASFYX vs. LINKX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and BlackRock LifePath Index 2030 Fund (LINKX).
ASFYX is managed by BlackRock. It was launched on Jul 30, 2010. LINKX is managed by BlackRock.
Performance
ASFYX vs. LINKX - Performance Comparison
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ASFYX vs. LINKX - 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% |
LINKX BlackRock LifePath Index 2030 Fund | -0.16% | 14.19% | 6.31% | 14.58% | -16.42% | 11.27% | 12.22% | 21.09% | -5.56% | 16.36% |
Returns By Period
In the year-to-date period, ASFYX achieves a 6.72% return, which is significantly higher than LINKX's -0.16% return. Over the past 10 years, ASFYX has underperformed LINKX with an annualized return of 1.88%, while LINKX has yielded a comparatively higher 7.36% 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%
LINKX
- 1D
- 1.51%
- 1M
- -3.19%
- YTD
- -0.16%
- 6M
- 1.40%
- 1Y
- 12.49%
- 3Y*
- 9.59%
- 5Y*
- 4.56%
- 10Y*
- 7.36%
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ASFYX vs. LINKX - Expense Ratio Comparison
ASFYX has a 1.47% expense ratio, which is higher than LINKX's 0.09% expense ratio.
Return for Risk
ASFYX vs. LINKX — Risk / Return Rank
ASFYX
LINKX
ASFYX vs. LINKX - 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 LifePath Index 2030 Fund (LINKX). 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 | LINKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 1.42 | -1.15 |
Sortino ratioReturn per unit of downside risk | 0.42 | 2.05 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.30 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.93 | -1.76 |
Martin ratioReturn relative to average drawdown | 0.29 | 8.99 | -8.70 |
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 | LINKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 1.42 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.46 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.68 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.62 | -0.31 |
Correlation
The correlation between ASFYX and LINKX is 0.18, 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. LINKX - Dividend Comparison
ASFYX's dividend yield for the trailing twelve months is around 1.42%, less than LINKX's 3.32% 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% |
LINKX BlackRock LifePath Index 2030 Fund | 3.32% | 3.32% | 0.02% | 2.53% | 2.58% | 2.52% | 1.27% | 3.26% | 2.44% | 2.33% | 2.41% | 3.08% |
Drawdowns
ASFYX vs. LINKX - Drawdown Comparison
The maximum ASFYX drawdown since its inception was -36.43%, which is greater than LINKX's maximum drawdown of -24.19%. Use the drawdown chart below to compare losses from any high point for ASFYX and LINKX.
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Drawdown Indicators
| ASFYX | LINKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.43% | -24.19% | -12.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -6.80% | -6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -36.43% | -22.68% | -13.75% |
Max Drawdown (10Y)Largest decline over 10 years | -36.43% | -24.19% | -12.24% |
Current DrawdownCurrent decline from peak | -24.28% | -3.73% | -20.55% |
Average DrawdownAverage peak-to-trough decline | -13.10% | -3.70% | -9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.26% | 1.46% | +6.80% |
Volatility
ASFYX vs. LINKX - Volatility Comparison
AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a higher volatility of 3.82% compared to BlackRock LifePath Index 2030 Fund (LINKX) at 3.41%. This indicates that ASFYX's price experiences larger fluctuations and is considered to be riskier than LINKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASFYX | LINKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.41% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 5.13% | +4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 9.11% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 9.97% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.68% | 10.87% | +1.81% |