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BGSAX vs. ASFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGSAX vs. ASFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Technology Opportunities Fund Investor A (BGSAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). The values are adjusted to include any dividend payments, if applicable.

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BGSAX vs. ASFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGSAX
BlackRock Technology Opportunities Fund Investor A
-6.28%19.63%40.56%49.09%-43.13%8.19%86.27%43.84%2.03%49.45%
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, BGSAX achieves a -6.28% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BGSAX has outperformed ASFYX with an annualized return of 20.75%, while ASFYX has yielded a comparatively lower 1.88% annualized return.


BGSAX

1D
4.78%
1M
-7.25%
YTD
-6.28%
6M
-7.98%
1Y
27.41%
3Y*
25.12%
5Y*
7.65%
10Y*
20.75%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGSAX vs. ASFYX - Expense Ratio Comparison

BGSAX has a 1.20% expense ratio, which is lower than ASFYX's 1.47% expense ratio.


Return for Risk

BGSAX vs. ASFYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGSAX
BGSAX Risk / Return Rank: 5050
Overall Rank
BGSAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BGSAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
BGSAX Omega Ratio Rank: 5050
Omega Ratio Rank
BGSAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
BGSAX Martin Ratio Rank: 3737
Martin Ratio Rank

ASFYX
ASFYX Risk / Return Rank: 99
Overall Rank
ASFYX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ASFYX Sortino Ratio Rank: 88
Sortino Ratio Rank
ASFYX Omega Ratio Rank: 99
Omega Ratio Rank
ASFYX Calmar Ratio Rank: 99
Calmar Ratio Rank
ASFYX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGSAX vs. ASFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Fund Investor A (BGSAX) 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.


BGSAXASFYXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.27

+0.75

Sortino ratio

Return per unit of downside risk

1.56

0.42

+1.14

Omega ratio

Gain probability vs. loss probability

1.21

1.06

+0.15

Calmar ratio

Return relative to maximum drawdown

1.35

0.18

+1.17

Martin ratio

Return relative to average drawdown

4.07

0.29

+3.78

BGSAX vs. ASFYX - Sharpe Ratio Comparison

The current BGSAX Sharpe Ratio is 1.02, which is higher than the ASFYX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of BGSAX and ASFYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGSAXASFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.27

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.17

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.15

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.31

+0.07

Correlation

The correlation between BGSAX and ASFYX is 0.20, 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

BGSAX vs. ASFYX - Dividend Comparison

BGSAX's dividend yield for the trailing twelve months is around 14.46%, more than ASFYX's 1.42% yield.


TTM20252024202320222021202020192018201720162015
BGSAX
BlackRock Technology Opportunities Fund Investor A
14.46%13.55%8.68%0.00%0.00%7.66%4.86%1.50%1.24%8.01%1.17%0.00%
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

BGSAX vs. ASFYX - Drawdown Comparison

The maximum BGSAX drawdown since its inception was -73.75%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BGSAX and ASFYX.


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Drawdown Indicators


BGSAXASFYXDifference

Max Drawdown

Largest peak-to-trough decline

-73.75%

-36.43%

-37.32%

Max Drawdown (1Y)

Largest decline over 1 year

-18.49%

-13.51%

-4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-49.22%

-36.43%

-12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-49.22%

-36.43%

-12.79%

Current Drawdown

Current decline from peak

-14.59%

-24.28%

+9.69%

Average Drawdown

Average peak-to-trough decline

-26.53%

-13.10%

-13.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.12%

8.26%

-2.14%

Volatility

BGSAX vs. ASFYX - Volatility Comparison

BlackRock Technology Opportunities Fund Investor A (BGSAX) has a higher volatility of 10.93% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that BGSAX'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


BGSAXASFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.93%

3.82%

+7.11%

Volatility (6M)

Calculated over the trailing 6-month period

19.27%

10.00%

+9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

28.44%

13.00%

+15.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.43%

13.67%

+13.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.60%

12.68%

+12.92%