BRHYX vs. ASFYX
Compare and contrast key facts about BlackRock High Yield K (BRHYX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BRHYX is managed by BlackRock. It was launched on Jan 5, 2001. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BRHYX vs. ASFYX - Performance Comparison
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BRHYX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRHYX BlackRock High Yield K | -0.73% | 9.44% | 8.65% | 13.26% | -11.18% | 5.47% | 5.98% | 15.65% | -2.67% | 8.34% |
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, BRHYX achieves a -0.73% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BRHYX has outperformed ASFYX with an annualized return of 6.12%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BRHYX
- 1D
- 0.42%
- 1M
- -0.98%
- YTD
- -0.73%
- 6M
- 0.93%
- 1Y
- 7.43%
- 3Y*
- 8.75%
- 5Y*
- 4.35%
- 10Y*
- 6.12%
ASFYX
- 1D
- 0.00%
- 1M
- 1.23%
- YTD
- 6.72%
- 6M
- 10.64%
- 1Y
- 3.03%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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BRHYX vs. ASFYX - Expense Ratio Comparison
BRHYX has a 0.48% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BRHYX vs. ASFYX — Risk / Return Rank
BRHYX
ASFYX
BRHYX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) 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.
| BRHYX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.25 | +1.65 |
Sortino ratioReturn per unit of downside risk | 2.71 | 0.40 | +2.31 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.06 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 0.26 | +2.11 |
Martin ratioReturn relative to average drawdown | 10.88 | 0.43 | +10.45 |
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
| BRHYX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.25 | +1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.17 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.15 | +0.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.31 | +0.91 |
Correlation
The correlation between BRHYX 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
BRHYX vs. ASFYX - Dividend Comparison
BRHYX's dividend yield for the trailing twelve months is around 6.68%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRHYX BlackRock High Yield K | 6.68% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
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
BRHYX vs. ASFYX - Drawdown Comparison
The maximum BRHYX drawdown since its inception was -34.77%, roughly equal to the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BRHYX and ASFYX.
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Drawdown Indicators
| BRHYX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.77% | -36.43% | +1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -2.40% | -11.78% | +9.38% |
Max Drawdown (5Y)Largest decline over 5 years | -15.29% | -36.43% | +21.14% |
Max Drawdown (10Y)Largest decline over 10 years | -23.20% | -36.43% | +13.23% |
Current DrawdownCurrent decline from peak | -1.29% | -24.28% | +22.99% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -13.10% | +10.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 8.26% | -7.55% |
Volatility
BRHYX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock High Yield K (BRHYX) is 1.53%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.18%. This indicates that BRHYX 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
| BRHYX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 3.18% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 10.00% | -7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.01% | 12.95% | -8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 13.67% | -8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.93% | 12.68% | -6.75% |