BLDIX vs. ASFYX
Compare and contrast key facts about BlackRock Managed Income Fund (BLDIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BLDIX is managed by BlackRock. It was launched on Oct 18, 2007. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BLDIX vs. ASFYX - Performance Comparison
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BLDIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLDIX BlackRock Managed Income Fund | -1.46% | 9.87% | 5.19% | 8.69% | -9.88% | 5.26% | 5.81% | 9.78% | -0.64% | 5.32% |
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, BLDIX achieves a -1.46% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BLDIX has outperformed ASFYX with an annualized return of 4.17%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BLDIX
- 1D
- 0.32%
- 1M
- -3.56%
- YTD
- -1.46%
- 6M
- -0.10%
- 1Y
- 5.83%
- 3Y*
- 5.94%
- 5Y*
- 3.07%
- 10Y*
- 4.17%
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%
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BLDIX vs. ASFYX - Expense Ratio Comparison
BLDIX has a 0.41% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BLDIX vs. ASFYX — Risk / Return Rank
BLDIX
ASFYX
BLDIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Managed Income Fund (BLDIX) 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.
| BLDIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.18 | +1.21 |
Sortino ratioReturn per unit of downside risk | 1.94 | 0.30 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.04 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.10 | +1.62 |
Martin ratioReturn relative to average drawdown | 7.29 | 0.16 | +7.13 |
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
| BLDIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.18 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.17 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.15 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.31 | +0.36 |
Correlation
The correlation between BLDIX and ASFYX is 0.07, 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
BLDIX vs. ASFYX - Dividend Comparison
BLDIX's dividend yield for the trailing twelve months is around 5.22%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLDIX BlackRock Managed Income Fund | 5.22% | 5.46% | 5.76% | 3.55% | 3.86% | 4.87% | 3.53% | 3.87% | 4.27% | 4.48% | 4.15% | 2.87% |
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
BLDIX vs. ASFYX - Drawdown Comparison
The maximum BLDIX drawdown since its inception was -14.47%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BLDIX and ASFYX.
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Drawdown Indicators
| BLDIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.47% | -36.43% | +21.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -13.51% | +9.64% |
Max Drawdown (5Y)Largest decline over 5 years | -14.17% | -36.43% | +22.26% |
Max Drawdown (10Y)Largest decline over 10 years | -14.33% | -36.43% | +22.10% |
Current DrawdownCurrent decline from peak | -3.56% | -24.37% | +20.81% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -13.09% | +10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 8.72% | -7.81% |
Volatility
BLDIX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Managed Income Fund (BLDIX) is 1.78%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that BLDIX 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
| BLDIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 3.86% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 10.01% | -7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.66% | 13.02% | -8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 13.68% | -8.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.56% | 12.68% | -7.12% |