BCX vs. ASFYX
Compare and contrast key facts about Blackrock Resources & Commodities Strategy Trust (BCX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BCX is managed by BlackRock. It was launched on Mar 30, 2011. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BCX vs. ASFYX - Performance Comparison
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BCX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCX Blackrock Resources & Commodities Strategy Trust | 11.61% | 40.37% | 3.18% | -4.79% | 12.80% | 32.90% | 0.04% | 23.80% | -22.55% | 26.76% |
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, BCX achieves a 11.61% return, which is significantly higher than ASFYX's 6.59% return. Over the past 10 years, BCX has outperformed ASFYX with an annualized return of 13.07%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BCX
- 1D
- 1.43%
- 1M
- -10.63%
- YTD
- 11.61%
- 6M
- 22.97%
- 1Y
- 40.12%
- 3Y*
- 16.55%
- 5Y*
- 13.53%
- 10Y*
- 13.07%
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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BCX vs. ASFYX - Expense Ratio Comparison
BCX has a 1.10% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BCX vs. ASFYX — Risk / Return Rank
BCX
ASFYX
BCX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Resources & Commodities Strategy Trust (BCX) 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.
| BCX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.18 | +1.74 |
Sortino ratioReturn per unit of downside risk | 2.36 | 0.30 | +2.06 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.04 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 0.10 | +2.37 |
Martin ratioReturn relative to average drawdown | 9.32 | 0.16 | +9.16 |
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
| BCX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.18 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.17 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.15 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.31 | -0.11 |
Correlation
The correlation between BCX 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
BCX vs. ASFYX - Dividend Comparison
BCX's dividend yield for the trailing twelve months is around 6.94%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCX Blackrock Resources & Commodities Strategy Trust | 6.94% | 7.62% | 7.49% | 7.00% | 5.52% | 5.13% | 7.10% | 7.67% | 8.77% | 6.19% | 6.98% | 11.38% |
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
BCX vs. ASFYX - Drawdown Comparison
The maximum BCX drawdown since its inception was -62.36%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BCX and ASFYX.
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Drawdown Indicators
| BCX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.36% | -36.43% | -25.93% |
Max Drawdown (1Y)Largest decline over 1 year | -16.17% | -13.51% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -29.22% | -36.43% | +7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -36.43% | -22.80% |
Current DrawdownCurrent decline from peak | -11.16% | -24.37% | +13.21% |
Average DrawdownAverage peak-to-trough decline | -19.76% | -13.09% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 8.72% | -4.43% |
Volatility
BCX vs. ASFYX - Volatility Comparison
Blackrock Resources & Commodities Strategy Trust (BCX) has a higher volatility of 8.00% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BCX'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
| BCX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 3.86% | +4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 15.73% | 10.01% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.00% | 13.02% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 13.68% | +7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.54% | 12.68% | +10.86% |