BROIX vs. ASFYX
Compare and contrast key facts about BlackRock Advantage International Fund (BROIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BROIX is managed by BlackRock. It was launched on Jan 31, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BROIX vs. ASFYX - Performance Comparison
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BROIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 1.44% | 32.45% | 6.76% | 19.44% | -13.48% | 13.07% | 7.34% | 21.61% | -15.07% | 24.20% |
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, BROIX achieves a 1.44% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BROIX has outperformed ASFYX with an annualized return of 9.43%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BROIX
- 1D
- 3.15%
- 1M
- -5.83%
- YTD
- 1.44%
- 6M
- 4.92%
- 1Y
- 22.45%
- 3Y*
- 16.38%
- 5Y*
- 9.73%
- 10Y*
- 9.43%
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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BROIX vs. ASFYX - Expense Ratio Comparison
BROIX has a 0.50% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BROIX vs. ASFYX — Risk / Return Rank
BROIX
ASFYX
BROIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) 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.
| BROIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.27 | +1.02 |
Sortino ratioReturn per unit of downside risk | 1.78 | 0.42 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.06 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 0.18 | +1.74 |
Martin ratioReturn relative to average drawdown | 7.38 | 0.29 | +7.09 |
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
| BROIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.27 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.17 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.15 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.31 | +0.04 |
Correlation
The correlation between BROIX and ASFYX is 0.21, 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
BROIX vs. ASFYX - Dividend Comparison
BROIX's dividend yield for the trailing twelve months is around 7.03%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 7.03% | 7.13% | 3.55% | 2.71% | 3.37% | 8.52% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.78% |
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
BROIX vs. ASFYX - Drawdown Comparison
The maximum BROIX drawdown since its inception was -54.49%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BROIX and ASFYX.
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Drawdown Indicators
| BROIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.49% | -36.43% | -18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -13.51% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -28.24% | -36.43% | +8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | -36.43% | +0.19% |
Current DrawdownCurrent decline from peak | -7.62% | -24.28% | +16.66% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -13.10% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 8.26% | -5.34% |
Volatility
BROIX vs. ASFYX - Volatility Comparison
BlackRock Advantage International Fund (BROIX) has a higher volatility of 7.93% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that BROIX'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
| BROIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 3.82% | +4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 10.00% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.61% | 13.00% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 13.67% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 12.68% | +3.64% |