BRMKX vs. ASFYX
Compare and contrast key facts about iShares Russell Mid-Cap Index Fund (BRMKX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BRMKX is managed by BlackRock. It was launched on May 13, 2015. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BRMKX vs. ASFYX - Performance Comparison
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BRMKX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 1.36% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
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, BRMKX achieves a 1.36% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BRMKX has outperformed ASFYX with an annualized return of 10.79%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BRMKX
- 1D
- 2.68%
- 1M
- -5.54%
- YTD
- 1.36%
- 6M
- 1.46%
- 1Y
- 15.56%
- 3Y*
- 13.32%
- 5Y*
- 6.95%
- 10Y*
- 10.79%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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BRMKX vs. ASFYX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BRMKX vs. ASFYX — Risk / Return Rank
BRMKX
ASFYX
BRMKX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) 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.
| BRMKX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.27 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.29 | 0.42 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.06 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.18 | +1.06 |
Martin ratioReturn relative to average drawdown | 5.74 | 0.29 | +5.45 |
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
| BRMKX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.27 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.17 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.15 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.31 | +0.26 |
Correlation
The correlation between BRMKX and ASFYX is 0.17, 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
BRMKX vs. ASFYX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.84%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.84% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
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
BRMKX vs. ASFYX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BRMKX and ASFYX.
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Drawdown Indicators
| BRMKX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -36.43% | -3.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -13.51% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -36.43% | +10.39% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -36.43% | -3.77% |
Current DrawdownCurrent decline from peak | -5.71% | -24.28% | +18.57% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -13.10% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 8.26% | -5.38% |
Volatility
BRMKX vs. ASFYX - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) has a higher volatility of 5.60% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that BRMKX'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
| BRMKX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 3.82% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 10.00% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.08% | 13.00% | +6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 13.67% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 12.68% | +6.62% |