BCSIX vs. ASFYX
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BCSIX is managed by BlackRock. It was launched on Jul 23, 1992. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BCSIX vs. ASFYX - Performance Comparison
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BCSIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | -21.99% | -57.15% | 9.86% | 19.16% | -37.85% | -4.26% | 45.23% | 29.22% | -0.57% | 28.90% |
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, BCSIX achieves a -21.99% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BCSIX has underperformed ASFYX with an annualized return of -3.29%, while ASFYX has yielded a comparatively higher 1.87% annualized return.
BCSIX
- 1D
- 0.59%
- 1M
- -8.96%
- YTD
- -21.99%
- 6M
- -62.81%
- 1Y
- -60.19%
- 3Y*
- -26.21%
- 5Y*
- -22.62%
- 10Y*
- -3.29%
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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BCSIX vs. ASFYX - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BCSIX vs. ASFYX — Risk / Return Rank
BCSIX
ASFYX
BCSIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) 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.
| BCSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | 0.18 | -1.23 |
Sortino ratioReturn per unit of downside risk | -1.26 | 0.30 | -1.56 |
Omega ratioGain probability vs. loss probability | 0.65 | 1.04 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 0.10 | -1.05 |
Martin ratioReturn relative to average drawdown | -1.98 | 0.16 | -2.15 |
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
| BCSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.18 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.17 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.15 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.31 | -0.07 |
Correlation
The correlation between BCSIX and ASFYX is 0.16, 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
BCSIX vs. ASFYX - Dividend Comparison
BCSIX has not paid dividends to shareholders, while ASFYX's dividend yield for the trailing twelve months is around 1.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | 0.00% | 0.00% | 52.70% | 9.36% | 12.04% | 9.32% | 7.46% | 8.62% | 6.85% | 5.94% | 5.54% | 9.15% |
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
BCSIX vs. ASFYX - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -79.03%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BCSIX and ASFYX.
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Drawdown Indicators
| BCSIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.03% | -36.43% | -42.60% |
Max Drawdown (1Y)Largest decline over 1 year | -64.24% | -13.51% | -50.73% |
Max Drawdown (5Y)Largest decline over 5 years | -79.03% | -36.43% | -42.60% |
Max Drawdown (10Y)Largest decline over 10 years | -79.03% | -36.43% | -42.60% |
Current DrawdownCurrent decline from peak | -78.90% | -24.37% | -54.53% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -13.09% | -0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.84% | 8.72% | +22.12% |
Volatility
BCSIX vs. ASFYX - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 6.52% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BCSIX'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
| BCSIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 3.86% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 75.03% | 10.01% | +65.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.33% | 13.02% | +45.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.44% | 13.68% | +31.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 12.68% | +23.54% |