ATWYX vs. ASFYX
Compare and contrast key facts about AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
ATWYX is managed by BlackRock. It was launched on Sep 1, 2003. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
ATWYX vs. ASFYX - Performance Comparison
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ATWYX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | -1.67% | 21.44% | 18.72% | 20.55% | -18.58% | 20.45% | 12.70% | 25.56% | -9.76% | 23.04% |
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% |
Returns By Period
In the year-to-date period, ATWYX achieves a -1.67% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, ATWYX has outperformed ASFYX with an annualized return of 10.79%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
ATWYX
- 1D
- 3.18%
- 1M
- -5.98%
- YTD
- -1.67%
- 6M
- 0.82%
- 1Y
- 21.55%
- 3Y*
- 17.03%
- 5Y*
- 9.31%
- 10Y*
- 10.79%
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%
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ATWYX vs. ASFYX - Expense Ratio Comparison
ATWYX has a 0.38% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
ATWYX vs. ASFYX — Risk / Return Rank
ATWYX
ASFYX
ATWYX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| ATWYX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.27 | +0.99 |
Sortino ratioReturn per unit of downside risk | 1.86 | 0.42 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.06 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.18 | +1.73 |
Martin ratioReturn relative to average drawdown | 8.56 | 0.29 | +8.27 |
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
| ATWYX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.27 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.17 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.15 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.31 | +0.10 |
Correlation
The correlation between ATWYX and ASFYX is 0.23, 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
ATWYX vs. ASFYX - Dividend Comparison
ATWYX's dividend yield for the trailing twelve months is around 4.48%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | 4.48% | 4.41% | 2.49% | 1.84% | 5.88% | 5.81% | 1.23% | 4.93% | 5.57% | 12.93% | 3.16% | 7.84% |
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% |
Drawdowns
ATWYX vs. ASFYX - Drawdown Comparison
The maximum ATWYX drawdown since its inception was -59.14%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for ATWYX and ASFYX.
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Drawdown Indicators
| ATWYX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.14% | -36.43% | -22.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -13.51% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -36.43% | +10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | -36.43% | +2.10% |
Current DrawdownCurrent decline from peak | -6.88% | -24.28% | +17.40% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -13.10% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 8.26% | -5.66% |
Volatility
ATWYX vs. ASFYX - Volatility Comparison
AB Tax-Managed Wealth Appreciation Strategy (ATWYX) has a higher volatility of 6.28% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that ATWYX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATWYX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 3.82% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 10.00% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 13.00% | +4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 13.67% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 12.68% | +4.03% |