BIBDX vs. ASFYX
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BIBDX is managed by BlackRock. It was launched on Apr 6, 2008. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BIBDX vs. ASFYX - Performance Comparison
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BIBDX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | -2.28% | 19.32% | 9.72% | 16.59% | -13.72% | 17.70% | 6.91% | 22.80% | -10.46% | 19.39% |
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, BIBDX achieves a -2.28% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BIBDX has outperformed ASFYX with an annualized return of 8.17%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BIBDX
- 1D
- 2.94%
- 1M
- -6.85%
- YTD
- -2.28%
- 6M
- -0.73%
- 1Y
- 15.24%
- 3Y*
- 11.77%
- 5Y*
- 7.49%
- 10Y*
- 8.17%
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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BIBDX vs. ASFYX - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BIBDX vs. ASFYX — Risk / Return Rank
BIBDX
ASFYX
BIBDX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) 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.
| BIBDX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.27 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.55 | 0.42 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.06 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 0.18 | +1.32 |
Martin ratioReturn relative to average drawdown | 6.06 | 0.29 | +5.77 |
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
| BIBDX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.27 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.17 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.15 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.31 | +0.16 |
Correlation
The correlation between BIBDX 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
BIBDX vs. ASFYX - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 20.61%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 20.61% | 20.14% | 8.09% | 2.00% | 6.51% | 18.01% | 5.94% | 7.97% | 7.05% | 6.47% | 2.47% | 4.34% |
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
BIBDX vs. ASFYX - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -41.81%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BIBDX and ASFYX.
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Drawdown Indicators
| BIBDX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.81% | -36.43% | -5.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -13.51% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.44% | -36.43% | +11.99% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -36.43% | +3.28% |
Current DrawdownCurrent decline from peak | -7.75% | -24.28% | +16.53% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -13.10% | +7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 8.26% | -5.58% |
Volatility
BIBDX vs. ASFYX - Volatility Comparison
BlackRock Global Dividend Portfolio (BIBDX) has a higher volatility of 6.23% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that BIBDX'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
| BIBDX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 3.82% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 10.00% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 13.00% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 13.67% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 12.68% | +2.45% |