FMRFX vs. ASFYX
Compare and contrast key facts about Fidelity Managed Retirement 2030 Fund Class K6 (FMRFX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FMRFX is managed by BlackRock. It was launched on Aug 16, 2019. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FMRFX vs. ASFYX - Performance Comparison
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FMRFX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FMRFX Fidelity Managed Retirement 2030 Fund Class K6 | -1.59% | 14.48% | 7.33% | 12.86% | -16.18% | 9.11% | 14.08% | 7.39% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | -6.38% |
Returns By Period
In the year-to-date period, FMRFX achieves a -1.59% return, which is significantly lower than ASFYX's 6.72% return.
FMRFX
- 1D
- 0.16%
- 1M
- -5.44%
- YTD
- -1.59%
- 6M
- 0.41%
- 1Y
- 10.98%
- 3Y*
- 9.01%
- 5Y*
- 4.15%
- 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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FMRFX vs. ASFYX - Expense Ratio Comparison
FMRFX has a 0.28% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FMRFX vs. ASFYX — Risk / Return Rank
FMRFX
ASFYX
FMRFX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement 2030 Fund Class K6 (FMRFX) 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.
| FMRFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.27 | +1.04 |
Sortino ratioReturn per unit of downside risk | 1.85 | 0.42 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.06 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.18 | +1.47 |
Martin ratioReturn relative to average drawdown | 7.13 | 0.29 | +6.84 |
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
| FMRFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.27 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.17 | +0.31 |
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 FMRFX and ASFYX is 0.10, 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
FMRFX vs. ASFYX - Dividend Comparison
FMRFX's dividend yield for the trailing twelve months is around 2.83%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMRFX Fidelity Managed Retirement 2030 Fund Class K6 | 2.83% | 2.69% | 2.72% | 2.60% | 4.20% | 4.94% | 3.14% | 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
FMRFX vs. ASFYX - Drawdown Comparison
The maximum FMRFX drawdown since its inception was -22.37%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FMRFX and ASFYX.
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Drawdown Indicators
| FMRFX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.37% | -36.43% | +14.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -13.51% | +7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -36.43% | +14.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -5.51% | -24.28% | +18.77% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -13.10% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 8.26% | -6.79% |
Volatility
FMRFX vs. ASFYX - Volatility Comparison
The current volatility for Fidelity Managed Retirement 2030 Fund Class K6 (FMRFX) is 3.31%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that FMRFX 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
| FMRFX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.82% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 5.11% | 10.00% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.53% | 13.00% | -4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.78% | 13.67% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.04% | 12.68% | -2.64% |