GURIX vs. ASFYX
Compare and contrast key facts about Guggenheim Risk Managed Real Estate Fund (GURIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
GURIX is managed by BlackRock. It was launched on Mar 28, 2014. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
GURIX vs. ASFYX - Performance Comparison
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GURIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GURIX Guggenheim Risk Managed Real Estate Fund | 1.81% | 2.04% | 4.96% | 13.01% | -23.81% | 42.07% | 1.76% | 25.54% | -3.97% | 10.22% |
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, GURIX achieves a 1.81% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, GURIX has outperformed ASFYX with an annualized return of 6.64%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
GURIX
- 1D
- 0.15%
- 1M
- -7.51%
- YTD
- 1.81%
- 6M
- -0.64%
- 1Y
- 2.68%
- 3Y*
- 6.28%
- 5Y*
- 4.08%
- 10Y*
- 6.64%
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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GURIX vs. ASFYX - Expense Ratio Comparison
GURIX has a 1.10% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
GURIX vs. ASFYX — Risk / Return Rank
GURIX
ASFYX
GURIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Risk Managed Real Estate Fund (GURIX) 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.
| GURIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.18 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.42 | 0.30 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.04 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 0.10 | +0.23 |
Martin ratioReturn relative to average drawdown | 1.33 | 0.16 | +1.17 |
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
| GURIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.18 | +0.06 |
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 | 0.37 | 0.15 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.31 | +0.06 |
Correlation
The correlation between GURIX and ASFYX is 0.08, 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
GURIX vs. ASFYX - Dividend Comparison
GURIX's dividend yield for the trailing twelve months is around 2.22%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GURIX Guggenheim Risk Managed Real Estate Fund | 2.22% | 2.40% | 5.18% | 3.07% | 6.79% | 5.60% | 7.81% | 6.25% | 3.05% | 5.37% | 4.52% | 16.81% |
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
GURIX vs. ASFYX - Drawdown Comparison
The maximum GURIX drawdown since its inception was -33.32%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for GURIX and ASFYX.
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Drawdown Indicators
| GURIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.32% | -36.43% | +3.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -13.51% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.30% | -36.43% | +6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.32% | -36.43% | +3.11% |
Current DrawdownCurrent decline from peak | -7.93% | -24.37% | +16.44% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -13.09% | +5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 8.72% | -5.94% |
Volatility
GURIX vs. ASFYX - Volatility Comparison
Guggenheim Risk Managed Real Estate Fund (GURIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) have volatilities of 3.88% and 3.86%, 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
| GURIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.86% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 10.01% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 13.02% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 13.68% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 12.68% | +5.29% |