GFIRX vs. ASFYX
Compare and contrast key facts about Goldman Sachs Managed Futures Strategy Fund (GFIRX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
GFIRX vs. ASFYX - Performance Comparison
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GFIRX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.43% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
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, GFIRX achieves a 0.43% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, GFIRX has outperformed ASFYX with an annualized return of 2.35%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
GFIRX
- 1D
- -0.54%
- 1M
- -3.94%
- YTD
- 0.43%
- 6M
- 4.04%
- 1Y
- 7.92%
- 3Y*
- -0.21%
- 5Y*
- 2.49%
- 10Y*
- 2.35%
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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GFIRX vs. ASFYX - Expense Ratio Comparison
GFIRX has a 1.33% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
GFIRX vs. ASFYX — Risk / Return Rank
GFIRX
ASFYX
GFIRX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Managed Futures Strategy Fund (GFIRX) 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.
| GFIRX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.18 | +0.72 |
Sortino ratioReturn per unit of downside risk | 1.26 | 0.30 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.04 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.10 | +1.28 |
Martin ratioReturn relative to average drawdown | 4.28 | 0.16 | +4.12 |
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
| GFIRX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.18 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.17 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.15 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.31 | -0.08 |
Correlation
The correlation between GFIRX and ASFYX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GFIRX vs. ASFYX - Dividend Comparison
GFIRX has not paid dividends to shareholders, while ASFYX's dividend yield for the trailing twelve months is around 1.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 20.11% | 7.35% | 1.21% | 7.06% | 0.16% | 0.49% | 0.00% | 3.98% |
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
GFIRX vs. ASFYX - Drawdown Comparison
The maximum GFIRX drawdown since its inception was -23.09%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for GFIRX and ASFYX.
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Drawdown Indicators
| GFIRX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -36.43% | +13.34% |
Max Drawdown (1Y)Largest decline over 1 year | -5.37% | -13.51% | +8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -36.43% | +13.34% |
Max Drawdown (10Y)Largest decline over 10 years | -23.09% | -36.43% | +13.34% |
Current DrawdownCurrent decline from peak | -12.09% | -24.37% | +12.28% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -13.09% | +6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 8.72% | -6.84% |
Volatility
GFIRX vs. ASFYX - Volatility Comparison
The current volatility for Goldman Sachs Managed Futures Strategy Fund (GFIRX) is 3.28%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that GFIRX 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
| GFIRX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.86% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 10.01% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 13.02% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 13.68% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 12.68% | -3.64% |