BICSX vs. ASFYX
Compare and contrast key facts about BlackRock Commodity Strategies Portfolio (BICSX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BICSX is managed by BlackRock. It was launched on Oct 2, 2011. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BICSX vs. ASFYX - Performance Comparison
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BICSX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 19.23% | 28.70% | 4.38% | -4.32% | 11.90% | 22.44% | 6.80% | 11.60% | -14.50% | 8.28% |
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, BICSX achieves a 19.23% return, which is significantly higher than ASFYX's 6.59% return. Over the past 10 years, BICSX has outperformed ASFYX with an annualized return of 10.38%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BICSX
- 1D
- 0.24%
- 1M
- 0.65%
- YTD
- 19.23%
- 6M
- 26.56%
- 1Y
- 40.74%
- 3Y*
- 16.08%
- 5Y*
- 14.24%
- 10Y*
- 10.38%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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BICSX vs. ASFYX - Expense Ratio Comparison
BICSX has a 0.72% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BICSX vs. ASFYX — Risk / Return Rank
BICSX
ASFYX
BICSX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Portfolio (BICSX) 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.
| BICSX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 0.18 | +2.36 |
Sortino ratioReturn per unit of downside risk | 3.22 | 0.30 | +2.92 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.04 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 3.87 | 0.10 | +3.77 |
Martin ratioReturn relative to average drawdown | 19.67 | 0.16 | +19.51 |
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
| BICSX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 0.18 | +2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.17 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.15 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.31 | -0.03 |
Correlation
The correlation between BICSX and ASFYX is 0.16, 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
BICSX vs. ASFYX - Dividend Comparison
BICSX's dividend yield for the trailing twelve months is around 2.59%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 2.59% | 3.09% | 3.60% | 9.39% | 9.05% | 2.68% | 0.80% | 2.03% | 2.12% | 0.65% | 0.94% | 0.00% |
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
BICSX vs. ASFYX - Drawdown Comparison
The maximum BICSX drawdown since its inception was -51.59%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BICSX and ASFYX.
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Drawdown Indicators
| BICSX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.59% | -36.43% | -15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -13.51% | +2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | -36.43% | +14.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | -36.43% | +0.61% |
Current DrawdownCurrent decline from peak | -1.36% | -24.37% | +23.01% |
Average DrawdownAverage peak-to-trough decline | -20.75% | -13.09% | -7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 8.72% | -6.65% |
Volatility
BICSX vs. ASFYX - Volatility Comparison
BlackRock Commodity Strategies Portfolio (BICSX) has a higher volatility of 4.48% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BICSX'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
| BICSX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 3.86% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 10.01% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 13.02% | +3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 13.68% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 12.68% | +2.44% |