BDJ vs. ASFYX
Compare and contrast key facts about BlackRock Enhanced Equity Dividend Fund (BDJ) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BDJ is managed by BlackRock. It was launched on Aug 30, 2005. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BDJ vs. ASFYX - Performance Comparison
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BDJ vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDJ BlackRock Enhanced Equity Dividend Fund | -7.23% | 26.12% | 16.87% | -6.67% | 0.83% | 26.56% | -7.58% | 37.43% | -10.42% | 20.78% |
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, BDJ achieves a -7.23% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BDJ has outperformed ASFYX with an annualized return of 9.77%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BDJ
- 1D
- 2.01%
- 1M
- -10.23%
- YTD
- -7.23%
- 6M
- -0.27%
- 1Y
- 10.26%
- 3Y*
- 9.52%
- 5Y*
- 7.49%
- 10Y*
- 9.77%
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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BDJ vs. ASFYX - Expense Ratio Comparison
BDJ has a 0.86% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BDJ vs. ASFYX — Risk / Return Rank
BDJ
ASFYX
BDJ vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Equity Dividend Fund (BDJ) 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.
| BDJ | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.18 | +0.44 |
Sortino ratioReturn per unit of downside risk | 0.94 | 0.30 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.04 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.10 | +0.69 |
Martin ratioReturn relative to average drawdown | 3.01 | 0.16 | +2.84 |
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
| BDJ | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.18 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.17 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.15 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.31 | -0.01 |
Correlation
The correlation between BDJ and ASFYX is 0.12, 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
BDJ vs. ASFYX - Dividend Comparison
BDJ's dividend yield for the trailing twelve months is around 9.93%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDJ BlackRock Enhanced Equity Dividend Fund | 9.93% | 9.03% | 8.21% | 9.49% | 12.18% | 5.95% | 7.08% | 6.66% | 7.21% | 6.07% | 6.88% | 7.36% |
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
BDJ vs. ASFYX - Drawdown Comparison
The maximum BDJ drawdown since its inception was -59.46%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BDJ and ASFYX.
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Drawdown Indicators
| BDJ | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.46% | -36.43% | -23.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -13.51% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -36.43% | +15.04% |
Max Drawdown (10Y)Largest decline over 10 years | -48.14% | -36.43% | -11.71% |
Current DrawdownCurrent decline from peak | -10.51% | -24.37% | +13.86% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -13.09% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 8.72% | -5.48% |
Volatility
BDJ vs. ASFYX - Volatility Comparison
BlackRock Enhanced Equity Dividend Fund (BDJ) has a higher volatility of 5.31% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BDJ'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
| BDJ | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 3.86% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 10.01% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 13.02% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 13.68% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 12.68% | +5.70% |