BIAPX vs. ASFYX
Compare and contrast key facts about BlackRock 80/20 Target Allocation Fund (BIAPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BIAPX is managed by BlackRock. It was launched on Dec 20, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BIAPX vs. ASFYX - Performance Comparison
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BIAPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAPX BlackRock 80/20 Target Allocation Fund | -4.85% | 18.33% | 5.46% | 19.20% | -16.15% | 14.95% | 19.50% | 24.72% | -7.62% | 17.47% |
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, BIAPX achieves a -4.85% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BIAPX has outperformed ASFYX with an annualized return of 9.03%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BIAPX
- 1D
- -0.45%
- 1M
- -7.98%
- YTD
- -4.85%
- 6M
- -2.53%
- 1Y
- 14.64%
- 3Y*
- 10.49%
- 5Y*
- 5.56%
- 10Y*
- 9.03%
ASFYX
- 1D
- 0.00%
- 1M
- -0.96%
- YTD
- 6.59%
- 6M
- 10.36%
- 1Y
- 3.16%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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BIAPX vs. ASFYX - Expense Ratio Comparison
BIAPX has a 0.10% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BIAPX vs. ASFYX — Risk / Return Rank
BIAPX
ASFYX
BIAPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 80/20 Target Allocation Fund (BIAPX) 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.
| BIAPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.18 | +0.86 |
Sortino ratioReturn per unit of downside risk | 1.54 | 0.30 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.10 | +1.18 |
Martin ratioReturn relative to average drawdown | 5.85 | 0.16 | +5.69 |
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
| BIAPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.18 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.17 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.15 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.09 |
Correlation
The correlation between BIAPX and ASFYX is 0.22, 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
BIAPX vs. ASFYX - Dividend Comparison
BIAPX's dividend yield for the trailing twelve months is around 6.29%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAPX BlackRock 80/20 Target Allocation Fund | 6.29% | 5.98% | 0.00% | 4.28% | 2.30% | 6.04% | 2.07% | 2.49% | 6.26% | 3.12% | 1.67% | 13.86% |
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
BIAPX vs. ASFYX - Drawdown Comparison
The maximum BIAPX drawdown since its inception was -53.40%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BIAPX and ASFYX.
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Drawdown Indicators
| BIAPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.40% | -36.43% | -16.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -13.51% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -36.43% | +13.14% |
Max Drawdown (10Y)Largest decline over 10 years | -27.13% | -36.43% | +9.30% |
Current DrawdownCurrent decline from peak | -8.64% | -24.37% | +15.73% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -13.09% | +5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 8.72% | -6.49% |
Volatility
BIAPX vs. ASFYX - Volatility Comparison
BlackRock 80/20 Target Allocation Fund (BIAPX) has a higher volatility of 4.76% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BIAPX'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
| BIAPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 3.86% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.10% | 10.01% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.68% | 13.02% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 13.68% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 12.68% | +1.26% |