LPHIX vs. ASFYX
Compare and contrast key facts about BlackRock LifePath Dynamic 2045 Fund (LPHIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
LPHIX is managed by BlackRock. It was launched on Jun 29, 2010. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
LPHIX vs. ASFYX - Performance Comparison
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LPHIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPHIX BlackRock LifePath Dynamic 2045 Fund | -3.39% | 18.46% | 6.12% | 21.28% | -17.70% | 17.37% | 13.99% | 26.39% | -8.12% | 21.70% |
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, LPHIX achieves a -3.39% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, LPHIX has outperformed ASFYX with an annualized return of 9.43%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
LPHIX
- 1D
- -0.21%
- 1M
- -8.09%
- YTD
- -3.39%
- 6M
- -1.30%
- 1Y
- 15.35%
- 3Y*
- 11.21%
- 5Y*
- 6.23%
- 10Y*
- 9.43%
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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LPHIX vs. ASFYX - Expense Ratio Comparison
LPHIX has a 0.47% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
LPHIX vs. ASFYX — Risk / Return Rank
LPHIX
ASFYX
LPHIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Dynamic 2045 Fund (LPHIX) 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.
| LPHIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.18 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.45 | 0.30 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.10 | +1.15 |
Martin ratioReturn relative to average drawdown | 6.02 | 0.16 | +5.86 |
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
| LPHIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.18 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.17 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.15 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.31 | +0.29 |
Correlation
The correlation between LPHIX 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
LPHIX vs. ASFYX - Dividend Comparison
LPHIX's dividend yield for the trailing twelve months is around 5.99%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LPHIX BlackRock LifePath Dynamic 2045 Fund | 5.99% | 5.78% | 1.10% | 3.13% | 2.54% | 12.37% | 1.92% | 5.15% | 11.30% | 9.47% | 2.01% | 4.78% |
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
LPHIX vs. ASFYX - Drawdown Comparison
The maximum LPHIX drawdown since its inception was -34.35%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for LPHIX and ASFYX.
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Drawdown Indicators
| LPHIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -36.43% | +2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -13.51% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -36.43% | +10.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -36.43% | +2.08% |
Current DrawdownCurrent decline from peak | -8.53% | -24.37% | +15.84% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -13.09% | +8.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 8.72% | -6.44% |
Volatility
LPHIX vs. ASFYX - Volatility Comparison
BlackRock LifePath Dynamic 2045 Fund (LPHIX) has a higher volatility of 5.19% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that LPHIX'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
| LPHIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 3.86% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 10.01% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 13.02% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 13.68% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 12.68% | +3.04% |