BAAPX vs. ASFYX
Compare and contrast key facts about BlackRock 80/20 Target Allocation Fund Class A (BAAPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BAAPX is an actively managed fund by BlackRock. It was launched on Dec 21, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BAAPX vs. ASFYX - Performance Comparison
Loading graphics...
BAAPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAAPX BlackRock 80/20 Target Allocation Fund Class A | -4.98% | 17.96% | 5.20% | 18.82% | -16.39% | 14.52% | 19.10% | 24.24% | -7.93% | 17.03% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -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, BAAPX achieves a -4.98% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BAAPX has outperformed ASFYX with an annualized return of 8.67%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BAAPX
- 1D
- -0.46%
- 1M
- -8.00%
- YTD
- -4.98%
- 6M
- -2.70%
- 1Y
- 14.25%
- 3Y*
- 10.13%
- 5Y*
- 5.22%
- 10Y*
- 8.67%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BAAPX vs. ASFYX - Expense Ratio Comparison
BAAPX has a 0.66% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BAAPX vs. ASFYX — Risk / Return Rank
BAAPX
ASFYX
BAAPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 80/20 Target Allocation Fund Class A (BAAPX) 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.
| BAAPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.18 | +0.82 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.30 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.10 | +1.13 |
Martin ratioReturn relative to average drawdown | 5.62 | 0.16 | +5.46 |
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
| BAAPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.18 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.17 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.15 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.31 | +0.08 |
Correlation
The correlation between BAAPX and ASFYX is 0.22, 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
BAAPX vs. ASFYX - Dividend Comparison
BAAPX's dividend yield for the trailing twelve months is around 6.13%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAAPX BlackRock 80/20 Target Allocation Fund Class A | 6.13% | 5.82% | 0.00% | 4.06% | 2.00% | 5.86% | 1.83% | 2.23% | 5.98% | 2.84% | 1.49% | 13.83% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
BAAPX vs. ASFYX - Drawdown Comparison
The maximum BAAPX drawdown since its inception was -53.61%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BAAPX and ASFYX.
Loading graphics...
Drawdown Indicators
| BAAPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.61% | -36.43% | -17.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -13.51% | +3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -36.43% | +12.91% |
Max Drawdown (10Y)Largest decline over 10 years | -27.15% | -36.43% | +9.28% |
Current DrawdownCurrent decline from peak | -8.68% | -24.37% | +15.69% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -13.09% | +4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 8.72% | -6.47% |
Volatility
BAAPX vs. ASFYX - Volatility Comparison
BlackRock 80/20 Target Allocation Fund Class A (BAAPX) has a higher volatility of 4.62% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BAAPX'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.
Loading graphics...
Volatility by Period
| BAAPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.86% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 10.01% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 13.02% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 13.68% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 12.68% | +1.24% |