CMEUX vs. ASFYX
Compare and contrast key facts about Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
CMEUX is managed by BlackRock. It was launched on Apr 10, 2019. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
CMEUX vs. ASFYX - Performance Comparison
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CMEUX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | -7.87% | 18.38% | 24.94% | 29.09% | -20.29% | 26.65% | 29.12% | 12.13% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 6.15% |
Returns By Period
In the year-to-date period, CMEUX achieves a -7.87% return, which is significantly lower than ASFYX's 6.59% return.
CMEUX
- 1D
- -0.45%
- 1M
- -7.26%
- YTD
- -7.87%
- 6M
- -4.82%
- 1Y
- 15.59%
- 3Y*
- 17.52%
- 5Y*
- 11.14%
- 10Y*
- —
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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CMEUX vs. ASFYX - Expense Ratio Comparison
CMEUX has a 0.07% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
CMEUX vs. ASFYX — Risk / Return Rank
CMEUX
ASFYX
CMEUX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) 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.
| CMEUX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.18 | +0.69 |
Sortino ratioReturn per unit of downside risk | 1.35 | 0.30 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.04 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.10 | +0.94 |
Martin ratioReturn relative to average drawdown | 4.77 | 0.16 | +4.61 |
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
| CMEUX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.18 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.17 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.31 | +0.42 |
Correlation
The correlation between CMEUX 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
CMEUX vs. ASFYX - Dividend Comparison
CMEUX's dividend yield for the trailing twelve months is around 1.10%, less than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | 1.10% | 1.01% | 1.02% | 1.16% | 1.52% | 4.12% | 3.33% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% |
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
CMEUX vs. ASFYX - Drawdown Comparison
The maximum CMEUX drawdown since its inception was -28.39%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for CMEUX and ASFYX.
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Drawdown Indicators
| CMEUX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.39% | -36.43% | +8.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -13.51% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -36.43% | +10.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -9.51% | -24.37% | +14.86% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -13.09% | +7.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 8.72% | -5.97% |
Volatility
CMEUX vs. ASFYX - Volatility Comparison
Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) has a higher volatility of 4.27% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that CMEUX'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
| CMEUX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 3.86% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 10.01% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 13.02% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 13.68% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 12.68% | +7.42% |