CHILX vs. ASFYX
Compare and contrast key facts about BlackRock China A Opportunities Fund (CHILX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
CHILX is managed by BlackRock. It was launched on Dec 26, 2018. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
CHILX vs. ASFYX - Performance Comparison
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CHILX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CHILX BlackRock China A Opportunities Fund | 0.13% | 26.30% | 15.44% | -12.29% | -28.54% | 3.54% | 48.69% | 48.44% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 6.98% |
Returns By Period
In the year-to-date period, CHILX achieves a 0.13% return, which is significantly lower than ASFYX's 6.72% return.
CHILX
- 1D
- 1.14%
- 1M
- -5.75%
- YTD
- 0.13%
- 6M
- 1.86%
- 1Y
- 23.88%
- 3Y*
- 6.30%
- 5Y*
- -0.62%
- 10Y*
- —
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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CHILX vs. ASFYX - Expense Ratio Comparison
CHILX has a 0.99% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
CHILX vs. ASFYX — Risk / Return Rank
CHILX
ASFYX
CHILX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock China A Opportunities Fund (CHILX) 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.
| CHILX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.27 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.77 | 0.42 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.06 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.18 | +1.63 |
Martin ratioReturn relative to average drawdown | 7.17 | 0.29 | +6.88 |
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
| CHILX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.27 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.17 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.31 | +0.18 |
Correlation
The correlation between CHILX and ASFYX is 0.08, 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
CHILX vs. ASFYX - Dividend Comparison
CHILX's dividend yield for the trailing twelve months is around 2.93%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHILX BlackRock China A Opportunities Fund | 2.93% | 2.94% | 2.11% | 2.02% | 0.92% | 1.19% | 3.64% | 12.77% | 0.00% | 0.00% | 0.00% | 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
CHILX vs. ASFYX - Drawdown Comparison
The maximum CHILX drawdown since its inception was -47.73%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for CHILX and ASFYX.
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Drawdown Indicators
| CHILX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.73% | -36.43% | -11.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -13.51% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -43.95% | -36.43% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -16.23% | -24.28% | +8.05% |
Average DrawdownAverage peak-to-trough decline | -20.75% | -13.10% | -7.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 8.26% | -5.12% |
Volatility
CHILX vs. ASFYX - Volatility Comparison
BlackRock China A Opportunities Fund (CHILX) has a higher volatility of 5.77% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that CHILX'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
| CHILX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 3.82% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 10.00% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.24% | 13.00% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 13.67% | +6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 12.68% | +9.19% |