FIDAX vs. ASFYX
Compare and contrast key facts about John Hancock Financial Industries Fund (FIDAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FIDAX is managed by BlackRock. It was launched on Mar 14, 1996. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FIDAX vs. ASFYX - Performance Comparison
Loading graphics...
FIDAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDAX John Hancock Financial Industries Fund | -9.90% | 12.05% | 30.09% | 5.01% | -14.17% | 28.80% | 1.58% | 31.21% | -15.30% | 11.00% |
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, FIDAX achieves a -9.90% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FIDAX has outperformed ASFYX with an annualized return of 9.43%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FIDAX
- 1D
- 0.82%
- 1M
- -5.83%
- YTD
- -9.90%
- 6M
- -5.09%
- 1Y
- 1.17%
- 3Y*
- 14.70%
- 5Y*
- 6.00%
- 10Y*
- 9.43%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIDAX vs. ASFYX - Expense Ratio Comparison
FIDAX has a 1.24% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FIDAX vs. ASFYX — Risk / Return Rank
FIDAX
ASFYX
FIDAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Financial Industries Fund (FIDAX) 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.
| FIDAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 0.18 | -0.07 |
Sortino ratioReturn per unit of downside risk | 0.27 | 0.30 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 0.10 | -0.08 |
Martin ratioReturn relative to average drawdown | 0.07 | 0.16 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FIDAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.18 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.17 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.15 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.31 | -0.01 |
Correlation
The correlation between FIDAX 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
FIDAX vs. ASFYX - Dividend Comparison
FIDAX's dividend yield for the trailing twelve months is around 53.48%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDAX John Hancock Financial Industries Fund | 53.48% | 48.19% | 10.24% | 1.91% | 11.22% | 23.08% | 5.41% | 7.56% | 7.72% | 6.10% | 6.01% | 0.93% |
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
FIDAX vs. ASFYX - Drawdown Comparison
The maximum FIDAX drawdown since its inception was -70.42%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FIDAX and ASFYX.
Loading graphics...
Drawdown Indicators
| FIDAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.42% | -36.43% | -33.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -13.51% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -36.43% | +5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -36.43% | -5.66% |
Current DrawdownCurrent decline from peak | -12.97% | -24.37% | +11.40% |
Average DrawdownAverage peak-to-trough decline | -14.12% | -13.09% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 8.72% | -3.83% |
Volatility
FIDAX vs. ASFYX - Volatility Comparison
John Hancock Financial Industries Fund (FIDAX) has a higher volatility of 4.63% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FIDAX'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.
Loading graphics...
Volatility by Period
| FIDAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 3.86% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 10.01% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.58% | 13.02% | +7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.71% | 13.68% | +7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 12.68% | +9.32% |