LIWPX vs. ASFYX
Compare and contrast key facts about BlackRock LifePath Index 2065 Fund (LIWPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
LIWPX is managed by BlackRock. It was launched on Oct 29, 2019. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
LIWPX vs. ASFYX - Performance Comparison
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LIWPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LIWPX BlackRock LifePath Index 2065 Fund | -1.44% | 21.32% | 14.17% | 21.22% | -18.52% | 18.51% | 15.12% | 5.67% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | -0.09% |
Returns By Period
In the year-to-date period, LIWPX achieves a -1.44% return, which is significantly lower than ASFYX's 6.72% return.
LIWPX
- 1D
- 3.12%
- 1M
- -5.56%
- YTD
- -1.44%
- 6M
- 1.03%
- 1Y
- 20.70%
- 3Y*
- 15.72%
- 5Y*
- 8.43%
- 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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LIWPX vs. ASFYX - Expense Ratio Comparison
LIWPX has a 0.35% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
LIWPX vs. ASFYX — Risk / Return Rank
LIWPX
ASFYX
LIWPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2065 Fund (LIWPX) 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.
| LIWPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.27 | +0.96 |
Sortino ratioReturn per unit of downside risk | 1.82 | 0.42 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.06 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 0.18 | +1.61 |
Martin ratioReturn relative to average drawdown | 8.32 | 0.29 | +8.03 |
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
| LIWPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.27 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.17 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.31 | +0.28 |
Correlation
The correlation between LIWPX and ASFYX is 0.19, 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
LIWPX vs. ASFYX - Dividend Comparison
LIWPX's dividend yield for the trailing twelve months is around 1.59%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIWPX BlackRock LifePath Index 2065 Fund | 1.59% | 1.57% | 0.00% | 1.76% | 1.50% | 1.58% | 1.13% | 0.83% | 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
LIWPX vs. ASFYX - Drawdown Comparison
The maximum LIWPX drawdown since its inception was -33.12%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for LIWPX and ASFYX.
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Drawdown Indicators
| LIWPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -36.43% | +3.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -13.51% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -26.57% | -36.43% | +9.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -6.74% | -24.28% | +17.54% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -13.10% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 8.26% | -5.71% |
Volatility
LIWPX vs. ASFYX - Volatility Comparison
BlackRock LifePath Index 2065 Fund (LIWPX) has a higher volatility of 6.34% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that LIWPX'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
| LIWPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 3.82% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.00% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 13.00% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 13.67% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 12.68% | +5.98% |