BIICX vs. ASFYX
Compare and contrast key facts about BlackRock Multi-Asset Income Portfolio (BIICX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BIICX is managed by BlackRock. It was launched on Apr 6, 2008. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BIICX vs. ASFYX - Performance Comparison
Loading graphics...
BIICX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIICX BlackRock Multi-Asset Income Portfolio | -0.72% | 11.80% | 7.64% | 9.46% | -12.29% | 6.94% | 6.61% | 13.89% | -3.55% | 9.06% |
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, BIICX achieves a -0.72% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BIICX has outperformed ASFYX with an annualized return of 5.22%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BIICX
- 1D
- 0.97%
- 1M
- -3.35%
- YTD
- -0.72%
- 6M
- 0.84%
- 1Y
- 8.69%
- 3Y*
- 8.20%
- 5Y*
- 3.68%
- 10Y*
- 5.22%
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.
BIICX vs. ASFYX - Expense Ratio Comparison
BIICX has a 0.55% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BIICX vs. ASFYX — Risk / Return Rank
BIICX
ASFYX
BIICX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Multi-Asset Income Portfolio (BIICX) 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.
| BIICX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 0.27 | +1.13 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.42 | +1.53 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.06 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 0.18 | +1.74 |
Martin ratioReturn relative to average drawdown | 7.49 | 0.29 | +7.20 |
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
| BIICX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 0.27 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.17 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.15 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.31 | +0.40 |
Correlation
The correlation between BIICX and ASFYX is 0.15, 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
BIICX vs. ASFYX - Dividend Comparison
BIICX's dividend yield for the trailing twelve months is around 6.16%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIICX BlackRock Multi-Asset Income Portfolio | 6.16% | 6.50% | 6.27% | 4.40% | 4.44% | 5.13% | 4.32% | 4.94% | 5.52% | 4.85% | 4.95% | 5.61% |
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
BIICX vs. ASFYX - Drawdown Comparison
The maximum BIICX drawdown since its inception was -33.25%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BIICX and ASFYX.
Loading graphics...
Drawdown Indicators
| BIICX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -36.43% | +3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.99% | -13.51% | +8.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.51% | -36.43% | +18.92% |
Max Drawdown (10Y)Largest decline over 10 years | -19.72% | -36.43% | +16.71% |
Current DrawdownCurrent decline from peak | -3.88% | -24.28% | +20.40% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -13.10% | +9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 8.26% | -6.98% |
Volatility
BIICX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Multi-Asset Income Portfolio (BIICX) is 2.60%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that BIICX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BIICX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 3.82% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 10.00% | -6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.31% | 13.00% | -6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 13.67% | -7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.02% | 12.68% | -6.66% |