BKT vs. ASFYX
Compare and contrast key facts about BlackRock Income Trust (BKT) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BKT is managed by BlackRock. It was launched on Jan 2, 1990. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BKT vs. ASFYX - Performance Comparison
Loading graphics...
BKT vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | -1.93% | 5.92% | 3.33% | 7.69% | -21.51% | -0.44% | 7.36% | 14.91% | -2.59% | 2.58% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -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, BKT achieves a -1.93% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BKT has underperformed ASFYX with an annualized return of 1.07%, while ASFYX has yielded a comparatively higher 1.87% annualized return.
BKT
- 1D
- 0.86%
- 1M
- -4.51%
- YTD
- -1.93%
- 6M
- -1.35%
- 1Y
- -1.29%
- 3Y*
- 3.53%
- 5Y*
- -2.33%
- 10Y*
- 1.07%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BKT vs. ASFYX - Expense Ratio Comparison
BKT has a 2.06% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
BKT vs. ASFYX — Risk / Return Rank
BKT
ASFYX
BKT vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Trust (BKT) 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.
| BKT | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.16 | 0.18 | -0.34 |
Sortino ratioReturn per unit of downside risk | -0.17 | 0.30 | -0.47 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.04 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.10 | -0.21 |
Martin ratioReturn relative to average drawdown | -0.23 | 0.16 | -0.39 |
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
| BKT | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 0.18 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.17 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.15 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.31 | -0.17 |
Correlation
The correlation between BKT and ASFYX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BKT vs. ASFYX - Dividend Comparison
BKT's dividend yield for the trailing twelve months is around 9.97%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | 9.97% | 9.53% | 9.19% | 8.69% | 8.35% | 7.31% | 6.80% | 6.82% | 6.48% | 5.15% | 5.09% | 5.89% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
BKT vs. ASFYX - Drawdown Comparison
The maximum BKT drawdown since its inception was -48.86%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BKT and ASFYX.
Loading graphics...
Drawdown Indicators
| BKT | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.86% | -36.43% | -12.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -13.51% | +7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -35.70% | -36.43% | +0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | -36.43% | +0.73% |
Current DrawdownCurrent decline from peak | -19.16% | -24.37% | +5.21% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -13.09% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 8.72% | -6.02% |
Volatility
BKT vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Income Trust (BKT) is 2.55%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that BKT 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
| BKT | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 3.86% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.60% | 10.01% | -5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.91% | 13.02% | -5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.25% | 13.68% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.70% | 12.68% | -2.98% |