BACIX vs. ASFYX
Compare and contrast key facts about BlackRock Energy Opportunities Fund (BACIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BACIX is managed by BlackRock. It was launched on Feb 15, 2005. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BACIX vs. ASFYX - Performance Comparison
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BACIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BACIX BlackRock Energy Opportunities Fund | 36.34% | 11.03% | 4.23% | 2.97% | 43.64% | 43.50% | -29.38% | 13.04% | -19.55% | 2.47% |
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, BACIX achieves a 36.34% return, which is significantly higher than ASFYX's 6.59% return. Over the past 10 years, BACIX has outperformed ASFYX with an annualized return of 10.55%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BACIX
- 1D
- -0.46%
- 1M
- 10.35%
- YTD
- 36.34%
- 6M
- 39.26%
- 1Y
- 39.36%
- 3Y*
- 18.93%
- 5Y*
- 22.91%
- 10Y*
- 10.55%
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%
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BACIX vs. ASFYX - Expense Ratio Comparison
BACIX has a 0.91% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BACIX vs. ASFYX — Risk / Return Rank
BACIX
ASFYX
BACIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy Opportunities Fund (BACIX) 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.
| BACIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.18 | +1.72 |
Sortino ratioReturn per unit of downside risk | 2.28 | 0.30 | +1.98 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.04 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 0.10 | +2.11 |
Martin ratioReturn relative to average drawdown | 7.42 | 0.16 | +7.25 |
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
| BACIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.18 | +1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.17 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.15 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.31 | -0.10 |
Correlation
The correlation between BACIX and ASFYX 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
BACIX vs. ASFYX - Dividend Comparison
BACIX's dividend yield for the trailing twelve months is around 2.05%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BACIX BlackRock Energy Opportunities Fund | 2.05% | 2.79% | 2.63% | 3.39% | 2.49% | 2.67% | 3.66% | 3.06% | 3.43% | 2.76% | 2.38% | 2.51% |
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
BACIX vs. ASFYX - Drawdown Comparison
The maximum BACIX drawdown since its inception was -77.81%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BACIX and ASFYX.
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Drawdown Indicators
| BACIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.81% | -36.43% | -41.38% |
Max Drawdown (1Y)Largest decline over 1 year | -17.60% | -13.51% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -36.43% | +10.67% |
Max Drawdown (10Y)Largest decline over 10 years | -65.65% | -36.43% | -29.22% |
Current DrawdownCurrent decline from peak | -0.46% | -24.37% | +23.91% |
Average DrawdownAverage peak-to-trough decline | -32.59% | -13.09% | -19.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 8.72% | -3.46% |
Volatility
BACIX vs. ASFYX - Volatility Comparison
BlackRock Energy Opportunities Fund (BACIX) has a higher volatility of 4.26% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BACIX'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
| BACIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 3.86% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 10.01% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 13.02% | +8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 13.68% | +9.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.17% | 12.68% | +14.49% |