BLSIX vs. ASFYX
Compare and contrast key facts about BlackRock Advantage Emerging Markets Fund (BLSIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BLSIX is managed by BlackRock. It was launched on Oct 5, 2011. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BLSIX vs. ASFYX - Performance Comparison
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BLSIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLSIX BlackRock Advantage Emerging Markets Fund | 0.89% | 29.75% | 6.46% | 9.36% | -21.53% | -4.24% | 16.59% | 17.38% | -14.34% | 14.68% |
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, BLSIX achieves a 0.89% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, BLSIX has outperformed ASFYX with an annualized return of 4.34%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BLSIX
- 1D
- -1.03%
- 1M
- -12.27%
- YTD
- 0.89%
- 6M
- 5.66%
- 1Y
- 27.21%
- 3Y*
- 12.93%
- 5Y*
- 1.90%
- 10Y*
- 4.34%
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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BLSIX vs. ASFYX - Expense Ratio Comparison
BLSIX has a 0.85% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BLSIX vs. ASFYX — Risk / Return Rank
BLSIX
ASFYX
BLSIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Emerging Markets Fund (BLSIX) 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.
| BLSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.18 | +1.33 |
Sortino ratioReturn per unit of downside risk | 2.02 | 0.30 | +1.72 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.04 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 0.10 | +1.75 |
Martin ratioReturn relative to average drawdown | 7.40 | 0.16 | +7.24 |
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
| BLSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.18 | +1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.17 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.15 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.31 | -0.10 |
Correlation
The correlation between BLSIX and ASFYX is 0.18, 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
BLSIX vs. ASFYX - Dividend Comparison
BLSIX's dividend yield for the trailing twelve months is around 4.50%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLSIX BlackRock Advantage Emerging Markets Fund | 4.50% | 4.54% | 2.38% | 1.99% | 3.89% | 1.39% | 1.54% | 2.10% | 0.00% | 0.00% | 0.00% | 1.16% |
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
BLSIX vs. ASFYX - Drawdown Comparison
The maximum BLSIX drawdown since its inception was -41.34%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BLSIX and ASFYX.
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Drawdown Indicators
| BLSIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -36.43% | -4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -13.51% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -39.28% | -36.43% | -2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -41.34% | -36.43% | -4.91% |
Current DrawdownCurrent decline from peak | -13.31% | -24.37% | +11.06% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -13.09% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 8.72% | -5.39% |
Volatility
BLSIX vs. ASFYX - Volatility Comparison
BlackRock Advantage Emerging Markets Fund (BLSIX) has a higher volatility of 8.56% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that BLSIX'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
| BLSIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 3.86% | +4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 10.01% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 13.02% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 13.68% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 12.68% | +4.58% |