BIMBX vs. ASFYX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Class I (BIMBX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BIMBX is managed by BlackRock. It was launched on May 19, 2015. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BIMBX vs. ASFYX - Performance Comparison
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BIMBX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 0.96% | 5.00% | 6.83% | 6.43% | -2.95% | 6.18% | 3.57% | 8.43% | 1.83% | 9.89% |
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, BIMBX achieves a 0.96% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BIMBX has outperformed ASFYX with an annualized return of 4.70%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BIMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.96%
- 6M
- 2.76%
- 1Y
- 3.06%
- 3Y*
- 6.50%
- 5Y*
- 4.19%
- 10Y*
- 4.70%
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%
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BIMBX vs. ASFYX - Expense Ratio Comparison
BIMBX has a 0.98% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BIMBX vs. ASFYX — Risk / Return Rank
BIMBX
ASFYX
BIMBX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) 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.
| BIMBX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.27 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.42 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.06 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.18 | +0.81 |
Martin ratioReturn relative to average drawdown | 3.57 | 0.29 | +3.28 |
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
| BIMBX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.27 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.17 | +1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.34 | 0.15 | +1.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 0.31 | +1.12 |
Correlation
The correlation between BIMBX and ASFYX is 0.04, 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
BIMBX vs. ASFYX - Dividend Comparison
BIMBX's dividend yield for the trailing twelve months is around 2.25%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 2.25% | 2.27% | 4.07% | 4.48% | 4.99% | 2.62% | 1.31% | 3.90% | 8.93% | 4.08% | 5.00% | 0.00% |
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
BIMBX vs. ASFYX - Drawdown Comparison
The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BIMBX and ASFYX.
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Drawdown Indicators
| BIMBX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -36.43% | +27.70% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -13.51% | +9.90% |
Max Drawdown (5Y)Largest decline over 5 years | -6.50% | -36.43% | +29.93% |
Max Drawdown (10Y)Largest decline over 10 years | -8.73% | -36.43% | +27.70% |
Current DrawdownCurrent decline from peak | -3.15% | -24.28% | +21.13% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -13.10% | +11.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 8.26% | -7.27% |
Volatility
BIMBX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Class I (BIMBX) is 1.54%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that BIMBX 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
| BIMBX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 3.82% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 10.00% | -7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 13.00% | -8.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.53% | 13.67% | -10.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 12.68% | -9.16% |