CAPEX vs. ASFYX
Compare and contrast key facts about Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
CAPEX is managed by BlackRock. It was launched on Mar 28, 1966. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
CAPEX vs. ASFYX - Performance Comparison
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CAPEX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | -8.46% | 16.83% | 25.45% | 28.62% | -19.92% | 25.05% | 23.49% | 29.70% | -4.95% | 22.72% |
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
In the year-to-date period, CAPEX achieves a -8.46% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, CAPEX has outperformed ASFYX with an annualized return of 13.40%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
CAPEX
- 1D
- -0.15%
- 1M
- -8.01%
- YTD
- -8.46%
- 6M
- -6.22%
- 1Y
- 11.44%
- 3Y*
- 16.79%
- 5Y*
- 10.42%
- 10Y*
- 13.40%
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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CAPEX vs. ASFYX - Expense Ratio Comparison
CAPEX has a 0.45% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
CAPEX vs. ASFYX — Risk / Return Rank
CAPEX
ASFYX
CAPEX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) 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.
| CAPEX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.18 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.08 | 0.30 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.04 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.10 | +0.72 |
Martin ratioReturn relative to average drawdown | 3.57 | 0.16 | +3.40 |
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
| CAPEX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.18 | +0.49 |
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 | 0.74 | 0.15 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.31 | +0.23 |
Correlation
The correlation between CAPEX and ASFYX is 0.20, 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
CAPEX vs. ASFYX - Dividend Comparison
CAPEX's dividend yield for the trailing twelve months is around 3.64%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | 3.64% | 3.19% | 2.40% | 0.83% | 0.97% | 0.63% | 0.88% | 1.15% | 1.36% | 1.20% | 1.41% | 1.39% |
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
CAPEX vs. ASFYX - Drawdown Comparison
The maximum CAPEX drawdown since its inception was -51.71%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for CAPEX and ASFYX.
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Drawdown Indicators
| CAPEX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -36.43% | -15.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -13.51% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -36.43% | +10.56% |
Max Drawdown (10Y)Largest decline over 10 years | -32.94% | -36.43% | +3.49% |
Current DrawdownCurrent decline from peak | -10.52% | -24.37% | +13.85% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -13.09% | +4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 8.72% | -6.01% |
Volatility
CAPEX vs. ASFYX - Volatility Comparison
Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) has a higher volatility of 4.49% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that CAPEX'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
| CAPEX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 3.86% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 10.01% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 13.02% | +5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 13.68% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 12.68% | +5.62% |