BFRAX vs. ASFYX
Compare and contrast key facts about BlackRock Floating Rate Income Fund (BFRAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BFRAX is managed by BlackRock. It was launched on Nov 2, 1989. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BFRAX vs. ASFYX - Performance Comparison
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BFRAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFRAX BlackRock Floating Rate Income Fund | -1.16% | 5.35% | 8.12% | 9.94% | -1.43% | 3.59% | 2.39% | 8.60% | -0.74% | 3.10% |
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, BFRAX achieves a -1.16% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BFRAX has outperformed ASFYX with an annualized return of 4.35%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BFRAX
- 1D
- 0.11%
- 1M
- 0.21%
- YTD
- -1.16%
- 6M
- 0.13%
- 1Y
- 4.08%
- 3Y*
- 6.28%
- 5Y*
- 4.55%
- 10Y*
- 4.35%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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BFRAX vs. ASFYX - Expense Ratio Comparison
BFRAX has a 0.90% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BFRAX vs. ASFYX — Risk / Return Rank
BFRAX
ASFYX
BFRAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Fund (BFRAX) 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.
| BFRAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.27 | +1.11 |
Sortino ratioReturn per unit of downside risk | 2.00 | 0.42 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.06 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.18 | +1.83 |
Martin ratioReturn relative to average drawdown | 7.22 | 0.29 | +6.93 |
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
| BFRAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.27 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.65 | 0.17 | +1.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 0.15 | +0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.31 | +0.05 |
Correlation
The correlation between BFRAX and ASFYX is 0.02, 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
BFRAX vs. ASFYX - Dividend Comparison
BFRAX's dividend yield for the trailing twelve months is around 6.13%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFRAX BlackRock Floating Rate Income Fund | 6.13% | 6.68% | 8.00% | 6.24% | 4.09% | 2.91% | 3.81% | 4.65% | 4.58% | 3.45% | 3.90% | 4.02% |
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
BFRAX vs. ASFYX - Drawdown Comparison
The maximum BFRAX drawdown since its inception was -44.69%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BFRAX and ASFYX.
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Drawdown Indicators
| BFRAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.69% | -36.43% | -8.26% |
Max Drawdown (1Y)Largest decline over 1 year | -2.10% | -13.51% | +11.41% |
Max Drawdown (5Y)Largest decline over 5 years | -6.43% | -36.43% | +30.00% |
Max Drawdown (10Y)Largest decline over 10 years | -20.61% | -36.43% | +15.82% |
Current DrawdownCurrent decline from peak | -1.36% | -24.28% | +22.92% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -13.10% | +6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 8.26% | -7.65% |
Volatility
BFRAX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Floating Rate Income Fund (BFRAX) is 0.66%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that BFRAX 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
| BFRAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.66% | 3.82% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.65% | 10.00% | -8.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.98% | 13.00% | -10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.76% | 13.67% | -10.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.94% | 12.68% | -8.74% |