BIRIX vs. ASFYX
Compare and contrast key facts about BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BIRIX is managed by BlackRock. It was launched on Oct 5, 2015. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BIRIX vs. ASFYX - Performance Comparison
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BIRIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIRIX BlackRock Sustainable Advantage Large Cap Core Fund | -3.73% | 18.97% | 21.83% | 25.55% | -19.73% | 28.16% | 22.41% | 31.19% | -5.94% | 20.95% |
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, BIRIX achieves a -3.73% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BIRIX has outperformed ASFYX with an annualized return of 13.94%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BIRIX
- 1D
- 3.04%
- 1M
- -4.74%
- YTD
- -3.73%
- 6M
- -0.70%
- 1Y
- 20.08%
- 3Y*
- 17.74%
- 5Y*
- 10.72%
- 10Y*
- 13.94%
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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BIRIX vs. ASFYX - Expense Ratio Comparison
BIRIX has a 0.48% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BIRIX vs. ASFYX — Risk / Return Rank
BIRIX
ASFYX
BIRIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) 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.
| BIRIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.27 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.68 | 0.42 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.06 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.18 | +1.55 |
Martin ratioReturn relative to average drawdown | 8.57 | 0.29 | +8.28 |
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
| BIRIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.27 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.17 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.15 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.31 | +0.43 |
Correlation
The correlation between BIRIX and ASFYX is 0.19, 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
BIRIX vs. ASFYX - Dividend Comparison
BIRIX's dividend yield for the trailing twelve months is around 6.76%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIRIX BlackRock Sustainable Advantage Large Cap Core Fund | 6.76% | 6.51% | 15.58% | 1.01% | 1.22% | 5.79% | 3.69% | 2.95% | 8.26% | 4.89% | 2.78% | 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
BIRIX vs. ASFYX - Drawdown Comparison
The maximum BIRIX drawdown since its inception was -34.67%, roughly equal to the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BIRIX and ASFYX.
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Drawdown Indicators
| BIRIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.67% | -36.43% | +1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -13.51% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -36.43% | +10.55% |
Max Drawdown (10Y)Largest decline over 10 years | -34.67% | -36.43% | +1.76% |
Current DrawdownCurrent decline from peak | -5.68% | -24.28% | +18.60% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -13.10% | +8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 8.26% | -5.79% |
Volatility
BIRIX vs. ASFYX - Volatility Comparison
BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) has a higher volatility of 5.49% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that BIRIX'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.
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Volatility by Period
| BIRIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 3.82% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 10.00% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 13.00% | +5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.56% | 13.67% | +4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 12.68% | +6.35% |