BIGPX vs. ASFYX
Compare and contrast key facts about BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BIGPX is managed by BlackRock. It was launched on Dec 21, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BIGPX vs. ASFYX - Performance Comparison
Loading graphics...
BIGPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | -1.73% | 16.08% | 2.52% | 15.92% | -15.80% | 7.38% | 21.62% | 21.03% | -3.65% | 14.68% |
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, BIGPX achieves a -1.73% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BIGPX has outperformed ASFYX with an annualized return of 7.70%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BIGPX
- 1D
- 2.18%
- 1M
- -4.50%
- YTD
- -1.73%
- 6M
- 0.05%
- 1Y
- 14.45%
- 3Y*
- 9.11%
- 5Y*
- 4.18%
- 10Y*
- 7.70%
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.
BIGPX vs. ASFYX - Expense Ratio Comparison
BIGPX has a 0.43% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BIGPX vs. ASFYX — Risk / Return Rank
BIGPX
ASFYX
BIGPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) 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.
| BIGPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.27 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.42 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.06 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 0.18 | +1.58 |
Martin ratioReturn relative to average drawdown | 7.52 | 0.29 | +7.23 |
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
| BIGPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.27 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.17 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.15 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.31 | +0.15 |
Correlation
The correlation between BIGPX 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
BIGPX vs. ASFYX - Dividend Comparison
BIGPX's dividend yield for the trailing twelve months is around 8.11%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 8.11% | 7.97% | 0.00% | 3.02% | 2.59% | 7.60% | 3.76% | 3.77% | 9.80% | 3.20% | 1.76% | 9.89% |
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
BIGPX vs. ASFYX - Drawdown Comparison
The maximum BIGPX drawdown since its inception was -46.95%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BIGPX and ASFYX.
Loading graphics...
Drawdown Indicators
| BIGPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.95% | -36.43% | -10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -13.51% | +5.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -36.43% | +14.55% |
Max Drawdown (10Y)Largest decline over 10 years | -22.34% | -36.43% | +14.09% |
Current DrawdownCurrent decline from peak | -5.24% | -24.28% | +19.04% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -13.10% | +6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 8.26% | -6.41% |
Volatility
BIGPX vs. ASFYX - Volatility Comparison
BlackRock 60/40 Target Allocation Fund Class I (BIGPX) has a higher volatility of 4.62% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that BIGPX'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
| BIGPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.82% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.88% | 10.00% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 13.00% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.84% | 13.67% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.29% | 12.68% | -1.39% |