BSMIX vs. ASFYX
Compare and contrast key facts about iShares Russell Small/Mid-Cap Index Fund (BSMIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
BSMIX is managed by BlackRock. It was launched on Aug 13, 2015. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
BSMIX vs. ASFYX - Performance Comparison
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BSMIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.02% | 11.92% | 12.04% | 17.15% | -18.39% | 18.00% | 20.28% | 27.62% | -10.22% | 16.75% |
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, BSMIX achieves a 2.02% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, BSMIX has outperformed ASFYX with an annualized return of 10.48%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
BSMIX
- 1D
- 3.44%
- 1M
- -5.81%
- YTD
- 2.02%
- 6M
- 3.97%
- 1Y
- 23.03%
- 3Y*
- 13.17%
- 5Y*
- 5.06%
- 10Y*
- 10.48%
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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BSMIX vs. ASFYX - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
BSMIX vs. ASFYX — Risk / Return Rank
BSMIX
ASFYX
BSMIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) 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.
| BSMIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.27 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.60 | 0.42 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.06 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.18 | +1.46 |
Martin ratioReturn relative to average drawdown | 7.05 | 0.29 | +6.76 |
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
| BSMIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.27 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.17 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.15 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.31 | +0.18 |
Correlation
The correlation between BSMIX and ASFYX is 0.16, 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
BSMIX vs. ASFYX - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 2.84%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.84% | 2.90% | 2.04% | 1.37% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% | 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
BSMIX vs. ASFYX - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for BSMIX and ASFYX.
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Drawdown Indicators
| BSMIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -36.43% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.24% | -13.51% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -36.43% | +8.10% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -36.43% | -4.89% |
Current DrawdownCurrent decline from peak | -6.28% | -24.28% | +18.00% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -13.10% | +5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 8.26% | -4.95% |
Volatility
BSMIX vs. ASFYX - Volatility Comparison
iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a higher volatility of 7.34% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that BSMIX'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
| BSMIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 3.82% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 10.00% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 13.00% | +9.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 13.67% | +7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.66% | 12.68% | +8.98% |