ETTGX vs. ASFYX
Compare and contrast key facts about Eaton Vance Tax Managed Growth 1.1 Fund (ETTGX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
ETTGX is managed by BlackRock. It was launched on Mar 28, 1996. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
ETTGX vs. ASFYX - Performance Comparison
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ETTGX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETTGX Eaton Vance Tax Managed Growth 1.1 Fund | -5.61% | 16.69% | 25.16% | 28.24% | -20.11% | 24.69% | 23.05% | 29.32% | -5.28% | 22.35% |
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, ETTGX achieves a -5.61% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, ETTGX has outperformed ASFYX with an annualized return of 13.45%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
ETTGX
- 1D
- 3.17%
- 1M
- -5.07%
- YTD
- -5.61%
- 6M
- -3.40%
- 1Y
- 14.28%
- 3Y*
- 17.76%
- 5Y*
- 10.56%
- 10Y*
- 13.45%
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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ETTGX vs. ASFYX - Expense Ratio Comparison
ETTGX has a 0.73% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
ETTGX vs. ASFYX — Risk / Return Rank
ETTGX
ASFYX
ETTGX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Growth 1.1 Fund (ETTGX) 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.
| ETTGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.27 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.27 | 0.42 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.06 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.18 | +1.13 |
Martin ratioReturn relative to average drawdown | 5.56 | 0.29 | +5.27 |
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
| ETTGX | 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 | 0.61 | 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 | 0.53 | 0.31 | +0.22 |
Correlation
The correlation between ETTGX 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
ETTGX vs. ASFYX - Dividend Comparison
ETTGX's dividend yield for the trailing twelve months is around 3.16%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETTGX Eaton Vance Tax Managed Growth 1.1 Fund | 3.16% | 2.98% | 2.11% | 0.58% | 0.64% | 0.35% | 0.62% | 0.83% | 0.93% | 0.88% | 1.06% | 1.06% |
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
ETTGX vs. ASFYX - Drawdown Comparison
The maximum ETTGX drawdown since its inception was -52.02%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for ETTGX and ASFYX.
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Drawdown Indicators
| ETTGX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.02% | -36.43% | -15.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -13.51% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.03% | -36.43% | +10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -32.98% | -36.43% | +3.45% |
Current DrawdownCurrent decline from peak | -7.71% | -24.28% | +16.57% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -13.10% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 8.26% | -5.50% |
Volatility
ETTGX vs. ASFYX - Volatility Comparison
Eaton Vance Tax Managed Growth 1.1 Fund (ETTGX) has a higher volatility of 5.71% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that ETTGX'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
| ETTGX | 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 | 18.46% | 13.00% | +5.46% |
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% |