FFSIX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Financial Services Fund Class I (FFSIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FFSIX is managed by BlackRock. It was launched on Sep 3, 1996. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FFSIX vs. ASFYX - Performance Comparison
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FFSIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFSIX Fidelity Advisor Financial Services Fund Class I | -7.26% | 15.23% | 39.62% | 14.33% | -8.71% | 33.30% | 0.06% | 34.10% | -15.84% | 20.23% |
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, FFSIX achieves a -7.26% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, FFSIX has outperformed ASFYX with an annualized return of 13.28%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
FFSIX
- 1D
- 2.34%
- 1M
- -3.89%
- YTD
- -7.26%
- 6M
- -2.51%
- 1Y
- 7.10%
- 3Y*
- 21.92%
- 5Y*
- 11.63%
- 10Y*
- 13.28%
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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FFSIX vs. ASFYX - Expense Ratio Comparison
FFSIX has a 0.76% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FFSIX vs. ASFYX — Risk / Return Rank
FFSIX
ASFYX
FFSIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Financial Services Fund Class I (FFSIX) 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.
| FFSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.27 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.59 | 0.42 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.06 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 0.18 | +0.38 |
Martin ratioReturn relative to average drawdown | 1.73 | 0.29 | +1.44 |
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
| FFSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.27 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.17 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.15 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.31 | 0.00 |
Correlation
The correlation between FFSIX and ASFYX is 0.13, 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
FFSIX vs. ASFYX - Dividend Comparison
FFSIX's dividend yield for the trailing twelve months is around 7.48%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFSIX Fidelity Advisor Financial Services Fund Class I | 7.48% | 6.94% | 9.90% | 2.45% | 6.01% | 4.31% | 2.61% | 1.43% | 4.23% | 0.06% | 0.32% | 0.63% |
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
FFSIX vs. ASFYX - Drawdown Comparison
The maximum FFSIX drawdown since its inception was -75.57%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FFSIX and ASFYX.
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Drawdown Indicators
| FFSIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.57% | -36.43% | -39.14% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -13.51% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -36.43% | +11.51% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -36.43% | -9.55% |
Current DrawdownCurrent decline from peak | -10.06% | -24.28% | +14.22% |
Average DrawdownAverage peak-to-trough decline | -17.25% | -13.10% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 8.26% | -3.60% |
Volatility
FFSIX vs. ASFYX - Volatility Comparison
Fidelity Advisor Financial Services Fund Class I (FFSIX) has a higher volatility of 5.14% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that FFSIX'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
| FFSIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 3.82% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 10.00% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.22% | 13.00% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.17% | 13.67% | +7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.85% | 12.68% | +11.17% |