EITEX vs. ASFYX
Compare and contrast key facts about Parametric Tax-Managed Emerging Markets Fund (EITEX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
EITEX is managed by BlackRock. It was launched on Jun 29, 1998. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
EITEX vs. ASFYX - Performance Comparison
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EITEX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EITEX Parametric Tax-Managed Emerging Markets Fund | 1.05% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 4.51% | 12.51% | -13.20% | 27.10% |
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, EITEX achieves a 1.05% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, EITEX has outperformed ASFYX with an annualized return of 6.47%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
EITEX
- 1D
- -0.37%
- 1M
- -9.31%
- YTD
- 1.05%
- 6M
- 5.36%
- 1Y
- 26.04%
- 3Y*
- 13.39%
- 5Y*
- 6.30%
- 10Y*
- 6.47%
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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EITEX vs. ASFYX - Expense Ratio Comparison
EITEX has a 0.96% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
EITEX vs. ASFYX — Risk / Return Rank
EITEX
ASFYX
EITEX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Tax-Managed Emerging Markets Fund (EITEX) 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.
| EITEX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 0.18 | +1.91 |
Sortino ratioReturn per unit of downside risk | 2.65 | 0.30 | +2.35 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.04 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 0.10 | +2.35 |
Martin ratioReturn relative to average drawdown | 9.50 | 0.16 | +9.33 |
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
| EITEX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 0.18 | +1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.17 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.15 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.31 | +0.20 |
Correlation
The correlation between EITEX and ASFYX is 0.20, 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
EITEX vs. ASFYX - Dividend Comparison
EITEX's dividend yield for the trailing twelve months is around 4.72%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.72% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
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
EITEX vs. ASFYX - Drawdown Comparison
The maximum EITEX drawdown since its inception was -61.70%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for EITEX and ASFYX.
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Drawdown Indicators
| EITEX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.70% | -36.43% | -25.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.88% | -13.51% | +3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.99% | -36.43% | +10.44% |
Max Drawdown (10Y)Largest decline over 10 years | -43.10% | -36.43% | -6.67% |
Current DrawdownCurrent decline from peak | -9.88% | -24.37% | +14.49% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -13.09% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 8.72% | -6.17% |
Volatility
EITEX vs. ASFYX - Volatility Comparison
Parametric Tax-Managed Emerging Markets Fund (EITEX) has a higher volatility of 5.60% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that EITEX'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
| EITEX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 3.86% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 10.01% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 13.02% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.05% | 13.68% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.68% | 12.68% | +1.00% |