BILPX vs. ASFYX
Compare and contrast key facts about BlackRock Event Driven Equity Fund (BILPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BILPX is managed by BlackRock. It was launched on Dec 18, 2007. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BILPX vs. ASFYX - Performance Comparison
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BILPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BILPX BlackRock Event Driven Equity Fund | -0.10% | 8.43% | 4.37% | 5.38% | 0.01% | 1.95% | 6.30% | 7.29% | 5.47% | 7.15% |
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, BILPX achieves a -0.10% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BILPX has outperformed ASFYX with an annualized return of 4.71%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BILPX
- 1D
- -0.10%
- 1M
- -1.14%
- YTD
- -0.10%
- 6M
- 1.51%
- 1Y
- 6.72%
- 3Y*
- 5.76%
- 5Y*
- 3.82%
- 10Y*
- 4.71%
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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BILPX vs. ASFYX - Expense Ratio Comparison
BILPX has a 1.16% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BILPX vs. ASFYX — Risk / Return Rank
BILPX
ASFYX
BILPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Event Driven Equity Fund (BILPX) 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.
| BILPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.27 | +1.20 |
Sortino ratioReturn per unit of downside risk | 2.09 | 0.42 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.06 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 0.18 | +1.96 |
Martin ratioReturn relative to average drawdown | 12.95 | 0.29 | +12.66 |
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
| BILPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.27 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.17 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 0.15 | +0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.31 | +0.05 |
Correlation
The correlation between BILPX and ASFYX is 0.14, 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
BILPX vs. ASFYX - Dividend Comparison
BILPX's dividend yield for the trailing twelve months is around 4.20%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BILPX BlackRock Event Driven Equity Fund | 4.20% | 4.19% | 4.16% | 1.99% | 2.58% | 2.66% | 2.97% | 3.41% | 1.97% | 5.12% | 1.11% | 74.64% |
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
BILPX vs. ASFYX - Drawdown Comparison
The maximum BILPX drawdown since its inception was -47.50%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BILPX and ASFYX.
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Drawdown Indicators
| BILPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.50% | -36.43% | -11.07% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -13.51% | +10.46% |
Max Drawdown (5Y)Largest decline over 5 years | -5.18% | -36.43% | +31.25% |
Max Drawdown (10Y)Largest decline over 10 years | -11.58% | -36.43% | +24.85% |
Current DrawdownCurrent decline from peak | -1.24% | -24.28% | +23.04% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -13.10% | +7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 8.26% | -7.76% |
Volatility
BILPX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Event Driven Equity Fund (BILPX) is 0.95%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that BILPX 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.
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Volatility by Period
| BILPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.95% | 3.82% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 10.00% | -7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.58% | 13.00% | -8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.08% | 13.67% | -9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 12.68% | -8.01% |