FIRFX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Managed Retirement 2025 Fund Class I (FIRFX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FIRFX is managed by BlackRock. It was launched on Dec 31, 2007. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FIRFX vs. ASFYX - Performance Comparison
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FIRFX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIRFX Fidelity Advisor Managed Retirement 2025 Fund Class I | -1.37% | 13.43% | 6.55% | 11.83% | -15.66% | 8.02% | 13.09% | 17.53% | -5.07% | 14.27% |
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, FIRFX achieves a -1.37% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FIRFX has outperformed ASFYX with an annualized return of 6.45%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FIRFX
- 1D
- 0.17%
- 1M
- -4.93%
- YTD
- -1.37%
- 6M
- 0.41%
- 1Y
- 10.02%
- 3Y*
- 8.27%
- 5Y*
- 3.65%
- 10Y*
- 6.45%
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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FIRFX vs. ASFYX - Expense Ratio Comparison
FIRFX has a 0.48% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FIRFX vs. ASFYX — Risk / Return Rank
FIRFX
ASFYX
FIRFX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2025 Fund Class I (FIRFX) 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.
| FIRFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.18 | +1.16 |
Sortino ratioReturn per unit of downside risk | 1.88 | 0.30 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.04 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.10 | +1.62 |
Martin ratioReturn relative to average drawdown | 7.34 | 0.16 | +7.18 |
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
| FIRFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.18 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.17 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.15 | +0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.31 | +0.18 |
Correlation
The correlation between FIRFX 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
FIRFX vs. ASFYX - Dividend Comparison
FIRFX's dividend yield for the trailing twelve months is around 2.72%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIRFX Fidelity Advisor Managed Retirement 2025 Fund Class I | 2.72% | 2.66% | 2.56% | 2.43% | 4.63% | 5.08% | 3.57% | 3.80% | 7.10% | 24.68% | 2.44% | 4.49% |
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
FIRFX vs. ASFYX - Drawdown Comparison
The maximum FIRFX drawdown since its inception was -41.29%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FIRFX and ASFYX.
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Drawdown Indicators
| FIRFX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.29% | -36.43% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.65% | -13.51% | +7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.56% | -36.43% | +14.87% |
Max Drawdown (10Y)Largest decline over 10 years | -21.56% | -36.43% | +14.87% |
Current DrawdownCurrent decline from peak | -4.95% | -24.37% | +19.42% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -13.09% | +7.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 8.72% | -7.40% |
Volatility
FIRFX vs. ASFYX - Volatility Comparison
The current volatility for Fidelity Advisor Managed Retirement 2025 Fund Class I (FIRFX) is 2.93%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that FIRFX experiences smaller price fluctuations and is considered to be less risky 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
| FIRFX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 3.86% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 10.01% | -5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.58% | 13.02% | -5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.12% | 13.68% | -5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.33% | 12.68% | -4.35% |