BAMBX vs. ASFYX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Fund (BAMBX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BAMBX is a passively managed fund by BlackRock that tracks the performance of the ICE BofA 3 Month Treasury Bill Index (G0O1) (USD). It was launched on Sep 29, 2020. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BAMBX vs. ASFYX - Performance Comparison
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BAMBX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 0.97% | 4.59% | 6.61% | 6.19% | -3.23% | 5.84% | 3.34% | 8.25% | 1.51% | 9.72% |
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, BAMBX achieves a 0.97% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BAMBX has outperformed ASFYX with an annualized return of 4.43%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BAMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.97%
- 6M
- 2.65%
- 1Y
- 2.75%
- 3Y*
- 6.24%
- 5Y*
- 3.91%
- 10Y*
- 4.43%
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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BAMBX vs. ASFYX - Expense Ratio Comparison
BAMBX has a 1.20% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BAMBX vs. ASFYX — Risk / Return Rank
BAMBX
ASFYX
BAMBX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Fund (BAMBX) 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.
| BAMBX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.18 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.30 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.04 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.10 | +0.83 |
Martin ratioReturn relative to average drawdown | 3.30 | 0.16 | +3.14 |
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
| BAMBX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.18 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.17 | +0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.15 | +1.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.31 | +1.04 |
Correlation
The correlation between BAMBX and ASFYX is 0.03, 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
BAMBX vs. ASFYX - Dividend Comparison
BAMBX's dividend yield for the trailing twelve months is around 1.95%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.95% | 1.97% | 3.86% | 4.13% | 4.70% | 2.39% | 1.09% | 3.73% | 8.70% | 3.81% | 4.82% | 0.00% |
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
BAMBX vs. ASFYX - Drawdown Comparison
The maximum BAMBX drawdown since its inception was -8.84%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BAMBX and ASFYX.
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Drawdown Indicators
| BAMBX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -36.43% | +27.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -13.51% | +9.90% |
Max Drawdown (5Y)Largest decline over 5 years | -6.66% | -36.43% | +29.77% |
Max Drawdown (10Y)Largest decline over 10 years | -8.84% | -36.43% | +27.59% |
Current DrawdownCurrent decline from peak | -3.15% | -24.37% | +21.22% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -13.09% | +11.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 8.72% | -7.71% |
Volatility
BAMBX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Fund (BAMBX) is 1.49%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that BAMBX experiences smaller price fluctuations and is considered to be less risky 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
| BAMBX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 3.86% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 10.01% | -7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 13.02% | -9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 13.68% | -10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 12.68% | -9.14% |