FMRAX vs. ASFYX
Compare and contrast key facts about Fidelity Managed Retirement 2030 (FMRAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FMRAX is managed by BlackRock. It was launched on Aug 16, 2019. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FMRAX vs. ASFYX - Performance Comparison
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FMRAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FMRAX Fidelity Managed Retirement 2030 | -0.17% | 14.35% | 7.19% | 12.51% | -16.27% | 8.90% | 13.83% | 7.61% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | -6.02% |
Returns By Period
In the year-to-date period, FMRAX achieves a -0.17% return, which is significantly lower than ASFYX's 6.72% return.
FMRAX
- 1D
- 1.55%
- 1M
- -3.55%
- YTD
- -0.17%
- 6M
- 1.54%
- 1Y
- 12.10%
- 3Y*
- 9.38%
- 5Y*
- 4.09%
- 10Y*
- —
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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FMRAX vs. ASFYX - Expense Ratio Comparison
FMRAX has a 0.48% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FMRAX vs. ASFYX — Risk / Return Rank
FMRAX
ASFYX
FMRAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement 2030 (FMRAX) 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.
| FMRAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.27 | +1.19 |
Sortino ratioReturn per unit of downside risk | 2.07 | 0.42 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.06 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.18 | +1.82 |
Martin ratioReturn relative to average drawdown | 8.49 | 0.29 | +8.19 |
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
| FMRAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 0.27 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.17 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.31 | +0.36 |
Correlation
The correlation between FMRAX and ASFYX is 0.11, 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
FMRAX vs. ASFYX - Dividend Comparison
FMRAX's dividend yield for the trailing twelve months is around 2.60%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMRAX Fidelity Managed Retirement 2030 | 2.60% | 2.57% | 2.50% | 2.39% | 4.02% | 4.74% | 3.01% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% |
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
FMRAX vs. ASFYX - Drawdown Comparison
The maximum FMRAX drawdown since its inception was -22.45%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FMRAX and ASFYX.
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Drawdown Indicators
| FMRAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.45% | -36.43% | +13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -13.51% | +7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -22.45% | -36.43% | +13.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -4.07% | -24.28% | +20.21% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -13.10% | +7.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 8.26% | -6.78% |
Volatility
FMRAX vs. ASFYX - Volatility Comparison
Fidelity Managed Retirement 2030 (FMRAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) have volatilities of 3.69% and 3.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMRAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.82% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 10.00% | -4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.58% | 13.00% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.80% | 13.67% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.05% | 12.68% | -2.63% |