EATVX vs. ASFYX
Compare and contrast key facts about Eaton Vance Tax Managed Value Fund (EATVX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
EATVX is managed by BlackRock. It was launched on Dec 27, 1999. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
EATVX vs. ASFYX - Performance Comparison
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EATVX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EATVX Eaton Vance Tax Managed Value Fund | 1.24% | 12.86% | 14.37% | 9.44% | -9.77% | 25.92% | 4.39% | 29.73% | -5.98% | 17.65% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -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, EATVX achieves a 1.24% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, EATVX has outperformed ASFYX with an annualized return of 10.32%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
EATVX
- 1D
- 2.25%
- 1M
- -5.56%
- YTD
- 1.24%
- 6M
- 4.73%
- 1Y
- 14.94%
- 3Y*
- 12.79%
- 5Y*
- 8.16%
- 10Y*
- 10.32%
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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EATVX vs. ASFYX - Expense Ratio Comparison
EATVX has a 1.15% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
EATVX vs. ASFYX — Risk / Return Rank
EATVX
ASFYX
EATVX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Value Fund (EATVX) 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.
| EATVX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.27 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.33 | 0.42 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.06 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.18 | +1.08 |
Martin ratioReturn relative to average drawdown | 5.51 | 0.29 | +5.22 |
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
| EATVX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.27 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.17 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.15 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.31 | +0.13 |
Correlation
The correlation between EATVX and ASFYX is 0.19, 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
EATVX vs. ASFYX - Dividend Comparison
EATVX's dividend yield for the trailing twelve months is around 4.11%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EATVX Eaton Vance Tax Managed Value Fund | 4.11% | 4.16% | 3.75% | 3.24% | 2.17% | 4.50% | 1.29% | 1.13% | 1.57% | 0.95% | 1.10% | 8.71% |
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
EATVX vs. ASFYX - Drawdown Comparison
The maximum EATVX drawdown since its inception was -53.01%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for EATVX and ASFYX.
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Drawdown Indicators
| EATVX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.01% | -36.43% | -16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -13.51% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.70% | -36.43% | +15.73% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -36.43% | -2.20% |
Current DrawdownCurrent decline from peak | -5.97% | -24.28% | +18.31% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -13.10% | +4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 8.26% | -5.37% |
Volatility
EATVX vs. ASFYX - Volatility Comparison
Eaton Vance Tax Managed Value Fund (EATVX) has a higher volatility of 4.71% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that EATVX'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
| EATVX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.82% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 10.00% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 13.00% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 13.67% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 12.68% | +4.84% |