BPRIX vs. ASFYX
Compare and contrast key facts about BlackRock Inflation Protected Bond Fund (BPRIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BPRIX is managed by BlackRock. It was launched on Jun 27, 2004. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BPRIX vs. ASFYX - Performance Comparison
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BPRIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPRIX BlackRock Inflation Protected Bond Fund | 0.00% | 6.84% | 1.41% | 2.92% | -12.87% | 5.76% | 11.76% | 8.33% | -1.85% | 3.10% |
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
Over the past 10 years, BPRIX has outperformed ASFYX with an annualized return of 2.39%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
BPRIX
- 1D
- 0.62%
- 1M
- -1.80%
- YTD
- -0.00%
- 6M
- -0.17%
- 1Y
- 2.66%
- 3Y*
- 2.38%
- 5Y*
- 0.75%
- 10Y*
- 2.39%
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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BPRIX vs. ASFYX - Expense Ratio Comparison
BPRIX has a 0.40% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BPRIX vs. ASFYX — Risk / Return Rank
BPRIX
ASFYX
BPRIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Inflation Protected Bond Fund (BPRIX) 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.
| BPRIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.18 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.30 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.04 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.10 | +1.20 |
Martin ratioReturn relative to average drawdown | 4.33 | 0.16 | +4.17 |
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
| BPRIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.18 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.17 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.15 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.31 | +0.29 |
Correlation
The correlation between BPRIX and ASFYX is 0.04, 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
BPRIX vs. ASFYX - Dividend Comparison
BPRIX's dividend yield for the trailing twelve months is around 3.56%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPRIX BlackRock Inflation Protected Bond Fund | 3.56% | 4.47% | 3.38% | 2.48% | 6.04% | 6.39% | 1.48% | 2.34% | 2.78% | 2.20% | 1.19% | 2.07% |
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
BPRIX vs. ASFYX - Drawdown Comparison
The maximum BPRIX drawdown since its inception was -15.52%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BPRIX and ASFYX.
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Drawdown Indicators
| BPRIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.52% | -36.43% | +20.91% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -13.51% | +10.29% |
Max Drawdown (5Y)Largest decline over 5 years | -15.52% | -36.43% | +20.91% |
Max Drawdown (10Y)Largest decline over 10 years | -15.52% | -36.43% | +20.91% |
Current DrawdownCurrent decline from peak | -3.23% | -24.37% | +21.14% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -13.09% | +9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 8.72% | -7.76% |
Volatility
BPRIX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Inflation Protected Bond Fund (BPRIX) is 1.41%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that BPRIX 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
| BPRIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 3.86% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 10.01% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.28% | 13.02% | -8.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.12% | 13.68% | -7.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 12.68% | -7.16% |