CMIEX vs. ASFYX
Compare and contrast key facts about Multi-Manager International Equity Strategies Fund (CMIEX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
CMIEX is managed by BlackRock. It was launched on May 17, 2018. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
CMIEX vs. ASFYX - Performance Comparison
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CMIEX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CMIEX Multi-Manager International Equity Strategies Fund | -5.23% | 32.46% | 3.96% | 21.41% | -15.46% | 6.89% | 16.20% | 23.87% | -16.02% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -9.49% |
Returns By Period
In the year-to-date period, CMIEX achieves a -5.23% return, which is significantly lower than ASFYX's 6.59% return.
CMIEX
- 1D
- 0.08%
- 1M
- -12.72%
- YTD
- -5.23%
- 6M
- -0.61%
- 1Y
- 16.48%
- 3Y*
- 12.44%
- 5Y*
- 6.38%
- 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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CMIEX vs. ASFYX - Expense Ratio Comparison
CMIEX has a 0.99% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
CMIEX vs. ASFYX — Risk / Return Rank
CMIEX
ASFYX
CMIEX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager International Equity Strategies Fund (CMIEX) 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.
| CMIEX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.18 | +0.72 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.30 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 0.10 | +0.97 |
Martin ratioReturn relative to average drawdown | 4.23 | 0.16 | +4.07 |
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
| CMIEX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.18 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.17 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.09 |
Correlation
The correlation between CMIEX and ASFYX is 0.13, 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
CMIEX vs. ASFYX - Dividend Comparison
CMIEX's dividend yield for the trailing twelve months is around 9.42%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMIEX Multi-Manager International Equity Strategies Fund | 9.42% | 8.92% | 7.54% | 2.26% | 2.44% | 3.21% | 1.30% | 2.47% | 0.83% | 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
CMIEX vs. ASFYX - Drawdown Comparison
The maximum CMIEX drawdown since its inception was -35.35%, roughly equal to the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for CMIEX and ASFYX.
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Drawdown Indicators
| CMIEX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -36.43% | +1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -13.51% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -32.43% | -36.43% | +4.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -13.01% | -24.37% | +11.36% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -13.09% | +6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 8.72% | -5.42% |
Volatility
CMIEX vs. ASFYX - Volatility Comparison
Multi-Manager International Equity Strategies Fund (CMIEX) has a higher volatility of 7.18% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that CMIEX'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
| CMIEX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 3.86% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 10.01% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 13.02% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 13.68% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 12.68% | +5.61% |