BGSIX vs. ASFYX
Compare and contrast key facts about BlackRock Technology Opportunities Institutional (BGSIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BGSIX is managed by BlackRock. It was launched on May 15, 2000. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BGSIX vs. ASFYX - Performance Comparison
Loading graphics...
BGSIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGSIX BlackRock Technology Opportunities Institutional | -6.23% | 19.92% | 40.31% | 49.49% | -42.99% | 8.45% | 86.73% | 44.23% | 2.24% | 49.89% |
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, BGSIX achieves a -6.23% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BGSIX has outperformed ASFYX with an annualized return of 21.01%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BGSIX
- 1D
- 4.79%
- 1M
- -7.24%
- YTD
- -6.23%
- 6M
- -7.87%
- 1Y
- 27.72%
- 3Y*
- 25.26%
- 5Y*
- 7.83%
- 10Y*
- 21.01%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BGSIX vs. ASFYX - Expense Ratio Comparison
BGSIX has a 0.93% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BGSIX vs. ASFYX — Risk / Return Rank
BGSIX
ASFYX
BGSIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Institutional (BGSIX) 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.
| BGSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.27 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.42 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.06 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.18 | +1.19 |
Martin ratioReturn relative to average drawdown | 4.14 | 0.29 | +3.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BGSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.27 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.17 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.15 | +0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.09 |
Correlation
The correlation between BGSIX 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
BGSIX vs. ASFYX - Dividend Comparison
BGSIX's dividend yield for the trailing twelve months is around 12.96%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGSIX BlackRock Technology Opportunities Institutional | 12.96% | 12.16% | 7.82% | 0.00% | 0.00% | 7.12% | 4.47% | 1.39% | 1.15% | 7.72% | 1.10% | 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
BGSIX vs. ASFYX - Drawdown Comparison
The maximum BGSIX drawdown since its inception was -73.48%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BGSIX and ASFYX.
Loading graphics...
Drawdown Indicators
| BGSIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.48% | -36.43% | -37.05% |
Max Drawdown (1Y)Largest decline over 1 year | -18.42% | -13.51% | -4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -49.11% | -36.43% | -12.68% |
Max Drawdown (10Y)Largest decline over 10 years | -49.11% | -36.43% | -12.68% |
Current DrawdownCurrent decline from peak | -14.51% | -24.28% | +9.77% |
Average DrawdownAverage peak-to-trough decline | -25.57% | -13.10% | -12.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.09% | 8.26% | -2.17% |
Volatility
BGSIX vs. ASFYX - Volatility Comparison
BlackRock Technology Opportunities Institutional (BGSIX) has a higher volatility of 10.93% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that BGSIX'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.
Loading graphics...
Volatility by Period
| BGSIX | ASFYX | Difference | |
|---|---|---|---|
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 | 28.46% | 13.00% | +15.46% |
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% |