EITGX vs. ASFYX
Compare and contrast key facts about Eaton Vance Tax Managed Growth 1.2 Fund (EITGX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
EITGX is managed by BlackRock. It was launched on Feb 28, 2001. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
EITGX vs. ASFYX - Performance Comparison
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EITGX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EITGX Eaton Vance Tax Managed Growth 1.2 Fund | -5.59% | 16.79% | 25.27% | 28.37% | -20.01% | 24.78% | 23.13% | 29.50% | -5.19% | 22.44% |
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, EITGX achieves a -5.59% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, EITGX has outperformed ASFYX with an annualized return of 13.56%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
EITGX
- 1D
- 3.16%
- 1M
- -5.07%
- YTD
- -5.59%
- 6M
- -3.37%
- 1Y
- 14.39%
- 3Y*
- 17.88%
- 5Y*
- 10.68%
- 10Y*
- 13.56%
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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EITGX vs. ASFYX - Expense Ratio Comparison
EITGX has a 0.63% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
EITGX vs. ASFYX — Risk / Return Rank
EITGX
ASFYX
EITGX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Growth 1.2 Fund (EITGX) 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.
| EITGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.27 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.42 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.06 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.18 | +1.14 |
Martin ratioReturn relative to average drawdown | 5.60 | 0.29 | +5.31 |
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
| EITGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.27 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.17 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.15 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.31 | +0.14 |
Correlation
The correlation between EITGX 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
EITGX vs. ASFYX - Dividend Comparison
EITGX's dividend yield for the trailing twelve months is around 2.49%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EITGX Eaton Vance Tax Managed Growth 1.2 Fund | 2.49% | 2.35% | 1.74% | 0.67% | 0.74% | 0.39% | 0.69% | 0.92% | 1.04% | 0.97% | 1.14% | 1.18% |
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
EITGX vs. ASFYX - Drawdown Comparison
The maximum EITGX drawdown since its inception was -51.96%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for EITGX and ASFYX.
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Drawdown Indicators
| EITGX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.96% | -36.43% | -15.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -13.51% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -25.96% | -36.43% | +10.47% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -36.43% | +3.46% |
Current DrawdownCurrent decline from peak | -7.71% | -24.28% | +16.57% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -13.10% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 8.26% | -5.50% |
Volatility
EITGX vs. ASFYX - Volatility Comparison
Eaton Vance Tax Managed Growth 1.2 Fund (EITGX) has a higher volatility of 5.71% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that EITGX'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
| EITGX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 3.82% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 10.00% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 13.00% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 13.67% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 12.68% | +5.63% |