LEKIX vs. ASFYX
Compare and contrast key facts about BlackRock LifePath ESG Index 2040 Fund (LEKIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
LEKIX is managed by BlackRock. It was launched on Aug 17, 2020. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
LEKIX vs. ASFYX - Performance Comparison
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LEKIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LEKIX BlackRock LifePath ESG Index 2040 Fund | -3.42% | 17.47% | 7.45% | 18.96% | -17.72% | 16.89% | 12.05% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 4.85% |
Returns By Period
In the year-to-date period, LEKIX achieves a -3.42% return, which is significantly lower than ASFYX's 6.59% return.
LEKIX
- 1D
- -0.07%
- 1M
- -7.28%
- YTD
- -3.42%
- 6M
- -1.03%
- 1Y
- 13.91%
- 3Y*
- 10.88%
- 5Y*
- 5.89%
- 10Y*
- —
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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LEKIX vs. ASFYX - Expense Ratio Comparison
LEKIX has a 0.06% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
LEKIX vs. ASFYX — Risk / Return Rank
LEKIX
ASFYX
LEKIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath ESG Index 2040 Fund (LEKIX) 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.
| LEKIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.18 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.60 | 0.30 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.10 | +1.26 |
Martin ratioReturn relative to average drawdown | 6.37 | 0.16 | +6.21 |
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
| LEKIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.18 | +0.91 |
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 | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.31 | +0.32 |
Correlation
The correlation between LEKIX and ASFYX is 0.21, 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
LEKIX vs. ASFYX - Dividend Comparison
LEKIX's dividend yield for the trailing twelve months is around 1.99%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEKIX BlackRock LifePath ESG Index 2040 Fund | 1.99% | 1.92% | 0.00% | 2.22% | 2.08% | 2.85% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
LEKIX vs. ASFYX - Drawdown Comparison
The maximum LEKIX drawdown since its inception was -25.28%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for LEKIX and ASFYX.
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Drawdown Indicators
| LEKIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.28% | -36.43% | +11.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.41% | -13.51% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | -36.43% | +11.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -7.64% | -24.37% | +16.73% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -13.09% | +7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 8.72% | -6.71% |
Volatility
LEKIX vs. ASFYX - Volatility Comparison
BlackRock LifePath ESG Index 2040 Fund (LEKIX) has a higher volatility of 4.16% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that LEKIX's price experiences larger fluctuations and is considered to be riskier 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
| LEKIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.86% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 10.01% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.06% | 13.02% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 13.68% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 12.68% | +0.57% |