BDMIX vs. ASFYX
Compare and contrast key facts about BlackRock Global Long/Short Equity Fund Class I (BDMIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BDMIX is managed by BlackRock. It was launched on Dec 20, 2012. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BDMIX vs. ASFYX - Performance Comparison
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BDMIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDMIX BlackRock Global Long/Short Equity Fund Class I | 5.01% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -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, BDMIX achieves a 5.01% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BDMIX has outperformed ASFYX with an annualized return of 7.36%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BDMIX
- 1D
- 0.66%
- 1M
- 2.48%
- YTD
- 5.01%
- 6M
- 10.37%
- 1Y
- 17.85%
- 3Y*
- 19.12%
- 5Y*
- 11.52%
- 10Y*
- 7.36%
ASFYX
- 1D
- 0.00%
- 1M
- 1.23%
- YTD
- 6.72%
- 6M
- 10.64%
- 1Y
- 3.03%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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BDMIX vs. ASFYX - Expense Ratio Comparison
BDMIX has a 1.57% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
BDMIX vs. ASFYX — Risk / Return Rank
BDMIX
ASFYX
BDMIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Long/Short Equity Fund Class I (BDMIX) 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.
| BDMIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.61 | 0.25 | +2.35 |
Sortino ratioReturn per unit of downside risk | 3.82 | 0.40 | +3.42 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.06 | +0.43 |
Calmar ratioReturn relative to maximum drawdown | 5.07 | 0.26 | +4.81 |
Martin ratioReturn relative to average drawdown | 14.08 | 0.43 | +13.65 |
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
| BDMIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 0.25 | +2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.78 | 0.17 | +1.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.28 | 0.15 | +1.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.31 | +0.85 |
Correlation
The correlation between BDMIX and ASFYX is 0.10, 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
BDMIX vs. ASFYX - Dividend Comparison
BDMIX's dividend yield for the trailing twelve months is around 8.51%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.51% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
BDMIX vs. ASFYX - Drawdown Comparison
The maximum BDMIX drawdown since its inception was -11.89%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BDMIX and ASFYX.
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Drawdown Indicators
| BDMIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.89% | -36.43% | +24.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.60% | -11.78% | +8.18% |
Max Drawdown (5Y)Largest decline over 5 years | -7.45% | -36.43% | +28.98% |
Max Drawdown (10Y)Largest decline over 10 years | -9.44% | -36.43% | +26.99% |
Current DrawdownCurrent decline from peak | 0.00% | -24.28% | +24.28% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -13.10% | +10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 8.26% | -6.96% |
Volatility
BDMIX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Global Long/Short Equity Fund Class I (BDMIX) is 1.79%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.18%. This indicates that BDMIX 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
| BDMIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 3.18% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 4.82% | 10.00% | -5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.91% | 12.95% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.51% | 13.67% | -7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.77% | 12.68% | -6.91% |