BDOIX vs. ASFYX
Compare and contrast key facts about iShares MSCI Total International Index Fund (BDOIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BDOIX is managed by BlackRock. It was launched on Jun 30, 2011. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BDOIX vs. ASFYX - Performance Comparison
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BDOIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | -1.20% | 32.57% | 5.19% | 15.25% | -16.39% | 7.59% | 10.72% | 21.19% | -13.94% | 26.33% |
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, BDOIX achieves a -1.20% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BDOIX has outperformed ASFYX with an annualized return of 8.21%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BDOIX
- 1D
- -0.16%
- 1M
- -11.12%
- YTD
- -1.20%
- 6M
- 3.31%
- 1Y
- 23.32%
- 3Y*
- 14.05%
- 5Y*
- 6.64%
- 10Y*
- 8.21%
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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BDOIX vs. ASFYX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BDOIX vs. ASFYX — Risk / Return Rank
BDOIX
ASFYX
BDOIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) 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.
| BDOIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.18 | +1.22 |
Sortino ratioReturn per unit of downside risk | 1.90 | 0.30 | +1.60 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.04 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 0.10 | +1.74 |
Martin ratioReturn relative to average drawdown | 7.28 | 0.16 | +7.12 |
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
| BDOIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 0.18 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.17 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.15 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.31 | 0.00 |
Correlation
The correlation between BDOIX and ASFYX is 0.19, 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
BDOIX vs. ASFYX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.40%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 2.40% | 3.08% | 2.89% | 2.99% | 2.91% | 3.07% | 2.00% | 3.08% | 3.33% | 1.83% | 3.57% | 3.94% |
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
BDOIX vs. ASFYX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, roughly equal to the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BDOIX and ASFYX.
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Drawdown Indicators
| BDOIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -36.43% | +1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -13.51% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -36.43% | +6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -36.43% | +1.33% |
Current DrawdownCurrent decline from peak | -11.37% | -24.37% | +13.00% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -13.09% | +4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 8.72% | -5.84% |
Volatility
BDOIX vs. ASFYX - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 7.04% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BDOIX'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
| BDOIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 3.86% | +3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 10.01% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 13.02% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 13.68% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 12.68% | +3.42% |