LIRAX vs. ASFYX
Compare and contrast key facts about BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
LIRAX is managed by BlackRock. It was launched on May 31, 2011. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
LIRAX vs. ASFYX - Performance Comparison
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LIRAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIRAX BlackRock LifePath Index Retirement Fund Investor A Shares | 0.13% | 12.09% | 5.84% | 11.22% | -15.49% | 6.42% | 11.05% | 15.60% | -3.79% | 10.43% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -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, LIRAX achieves a 0.13% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, LIRAX has outperformed ASFYX with an annualized return of 5.29%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
LIRAX
- 1D
- 1.15%
- 1M
- -2.55%
- YTD
- 0.13%
- 6M
- 1.47%
- 1Y
- 10.32%
- 3Y*
- 8.12%
- 5Y*
- 3.29%
- 10Y*
- 5.29%
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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LIRAX vs. ASFYX - Expense Ratio Comparison
LIRAX has a 0.44% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
LIRAX vs. ASFYX — Risk / Return Rank
LIRAX
ASFYX
LIRAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) 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.
| LIRAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.27 | +1.22 |
Sortino ratioReturn per unit of downside risk | 2.14 | 0.42 | +1.72 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.06 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 0.18 | +1.88 |
Martin ratioReturn relative to average drawdown | 9.30 | 0.29 | +9.01 |
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
| LIRAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.27 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.17 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.15 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.31 | +0.40 |
Correlation
The correlation between LIRAX and ASFYX is 0.17, 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
LIRAX vs. ASFYX - Dividend Comparison
LIRAX's dividend yield for the trailing twelve months is around 3.53%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIRAX BlackRock LifePath Index Retirement Fund Investor A Shares | 3.53% | 3.53% | 1.82% | 2.37% | 2.42% | 2.42% | 1.70% | 2.22% | 2.18% | 1.99% | 2.23% | 2.67% |
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
LIRAX vs. ASFYX - Drawdown Comparison
The maximum LIRAX drawdown since its inception was -20.67%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for LIRAX and ASFYX.
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Drawdown Indicators
| LIRAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.67% | -36.43% | +15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -5.27% | -13.51% | +8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.67% | -36.43% | +15.76% |
Max Drawdown (10Y)Largest decline over 10 years | -20.67% | -36.43% | +15.76% |
Current DrawdownCurrent decline from peak | -2.93% | -24.28% | +21.35% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -13.10% | +10.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 8.26% | -7.09% |
Volatility
LIRAX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) is 2.79%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that LIRAX 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
| LIRAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.82% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 4.14% | 10.00% | -5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.14% | 13.00% | -5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 13.67% | -5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.47% | 12.68% | -5.21% |