EAEAX vs. ASFYX
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
EAEAX is managed by BlackRock. It was launched on Mar 3, 2002. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
EAEAX vs. ASFYX - Performance Comparison
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EAEAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | -6.63% | 12.06% | 17.99% | 20.69% | -18.19% | 21.24% | 15.47% | 27.44% | -5.86% | 19.16% |
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, EAEAX achieves a -6.63% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, EAEAX has outperformed ASFYX with an annualized return of 10.18%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
EAEAX
- 1D
- -0.25%
- 1M
- -8.13%
- YTD
- -6.63%
- 6M
- -4.39%
- 1Y
- 8.28%
- 3Y*
- 12.12%
- 5Y*
- 7.03%
- 10Y*
- 10.18%
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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EAEAX vs. ASFYX - Expense Ratio Comparison
EAEAX has a 1.25% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
EAEAX vs. ASFYX — Risk / Return Rank
EAEAX
ASFYX
EAEAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) 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.
| EAEAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.18 | +0.36 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.30 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.04 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.10 | +0.48 |
Martin ratioReturn relative to average drawdown | 2.62 | 0.16 | +2.46 |
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
| EAEAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.18 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.17 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.15 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.31 | +0.13 |
Correlation
The correlation between EAEAX and ASFYX is 0.22, 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
EAEAX vs. ASFYX - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 4.60%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | 4.60% | 4.29% | 0.80% | 0.53% | 0.79% | 2.58% | 0.57% | 1.87% | 2.12% | 3.13% | 1.10% | 6.32% |
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
EAEAX vs. ASFYX - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -53.71%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for EAEAX and ASFYX.
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Drawdown Indicators
| EAEAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.71% | -36.43% | -17.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -13.51% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -36.43% | +11.71% |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | -36.43% | +1.69% |
Current DrawdownCurrent decline from peak | -9.37% | -24.37% | +15.00% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -13.09% | +5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 8.72% | -6.12% |
Volatility
EAEAX vs. ASFYX - Volatility Comparison
Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) has a higher volatility of 4.15% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that EAEAX'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
| EAEAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.86% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 10.01% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 13.02% | +3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 13.68% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 12.68% | +4.12% |