DSU vs. ASFYX
Compare and contrast key facts about BlackRock Debt Strategies Fund, Inc. (DSU) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
DSU is managed by BlackRock. It was launched on Nov 6, 1998. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
DSU vs. ASFYX - Performance Comparison
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DSU vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSU BlackRock Debt Strategies Fund, Inc. | -2.96% | 5.97% | 11.13% | 30.34% | -15.51% | 19.36% | 1.60% | 23.84% | -10.04% | 10.68% |
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, DSU achieves a -2.96% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, DSU has outperformed ASFYX with an annualized return of 8.10%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
DSU
- 1D
- 1.91%
- 1M
- -2.04%
- YTD
- -2.96%
- 6M
- -4.26%
- 1Y
- 3.08%
- 3Y*
- 12.06%
- 5Y*
- 7.09%
- 10Y*
- 8.10%
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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DSU vs. ASFYX - Expense Ratio Comparison
DSU has a 2.47% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
DSU vs. ASFYX — Risk / Return Rank
DSU
ASFYX
DSU vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Debt Strategies Fund, Inc. (DSU) 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.
| DSU | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.18 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.39 | 0.30 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.04 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.10 | +0.08 |
Martin ratioReturn relative to average drawdown | 1.01 | 0.16 | +0.84 |
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
| DSU | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.18 | +0.06 |
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 | 0.51 | 0.15 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.31 | -0.08 |
Correlation
The correlation between DSU and ASFYX is 0.05, 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
DSU vs. ASFYX - Dividend Comparison
DSU's dividend yield for the trailing twelve months is around 12.35%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSU BlackRock Debt Strategies Fund, Inc. | 12.35% | 11.64% | 11.01% | 9.70% | 7.56% | 6.21% | 7.96% | 7.43% | 8.41% | 6.98% | 6.60% | 8.07% |
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
DSU vs. ASFYX - Drawdown Comparison
The maximum DSU drawdown since its inception was -72.03%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for DSU and ASFYX.
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Drawdown Indicators
| DSU | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.03% | -36.43% | -35.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -13.51% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.23% | -36.43% | +12.20% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -36.43% | -8.93% |
Current DrawdownCurrent decline from peak | -4.83% | -24.37% | +19.54% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -13.09% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 8.72% | -6.44% |
Volatility
DSU vs. ASFYX - Volatility Comparison
BlackRock Debt Strategies Fund, Inc. (DSU) has a higher volatility of 4.16% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that DSU'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
| DSU | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.86% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 10.01% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.36% | 13.02% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.74% | 13.68% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 12.68% | +3.22% |