BIMPX vs. ASFYX
Compare and contrast key facts about BlackRock 40/60 Target Allocation Fund (BIMPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BIMPX is managed by BlackRock. It was launched on Dec 20, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BIMPX vs. ASFYX - Performance Comparison
Loading graphics...
BIMPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMPX BlackRock 40/60 Target Allocation Fund | -1.31% | 13.43% | 4.93% | 12.41% | -14.84% | 3.51% | 19.76% | 16.65% | -3.77% | 11.77% |
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, BIMPX achieves a -1.31% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BIMPX has outperformed ASFYX with an annualized return of 6.13%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BIMPX
- 1D
- 1.58%
- 1M
- -3.70%
- YTD
- -1.31%
- 6M
- 0.16%
- 1Y
- 11.33%
- 3Y*
- 8.33%
- 5Y*
- 3.58%
- 10Y*
- 6.13%
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.
BIMPX vs. ASFYX - Expense Ratio Comparison
BIMPX has a 0.11% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BIMPX vs. ASFYX — Risk / Return Rank
BIMPX
ASFYX
BIMPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 40/60 Target Allocation Fund (BIMPX) 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.
| BIMPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.27 | +1.09 |
Sortino ratioReturn per unit of downside risk | 1.98 | 0.42 | +1.56 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.06 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 0.18 | +1.68 |
Martin ratioReturn relative to average drawdown | 7.58 | 0.29 | +7.29 |
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
| BIMPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.27 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.17 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.15 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.31 | +0.24 |
Correlation
The correlation between BIMPX and ASFYX is 0.21, 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
BIMPX vs. ASFYX - Dividend Comparison
BIMPX's dividend yield for the trailing twelve months is around 5.76%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMPX BlackRock 40/60 Target Allocation Fund | 5.76% | 5.68% | 0.00% | 2.96% | 3.06% | 6.35% | 4.34% | 2.66% | 7.95% | 2.50% | 1.83% | 9.76% |
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
BIMPX vs. ASFYX - Drawdown Comparison
The maximum BIMPX drawdown since its inception was -39.37%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BIMPX and ASFYX.
Loading graphics...
Drawdown Indicators
| BIMPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.37% | -36.43% | -2.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.07% | -13.51% | +7.44% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -36.43% | +16.58% |
Max Drawdown (10Y)Largest decline over 10 years | -19.85% | -36.43% | +16.58% |
Current DrawdownCurrent decline from peak | -4.25% | -24.28% | +20.03% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -13.10% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 8.26% | -6.78% |
Volatility
BIMPX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock 40/60 Target Allocation Fund (BIMPX) is 3.61%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that BIMPX 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
| BIMPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.82% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 5.19% | 10.00% | -4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 13.00% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.11% | 13.67% | -4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.50% | 12.68% | -4.18% |