LVAFX vs. ASFYX
Compare and contrast key facts about LSV Global Managed Volatility Fund (LVAFX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
LVAFX is managed by BlackRock. It was launched on Jun 24, 2014. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
LVAFX vs. ASFYX - Performance Comparison
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LVAFX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 4.47% | 22.33% | 16.10% | 9.81% | -4.04% | 17.36% | -5.16% | 17.54% | -6.47% | 18.68% |
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, LVAFX achieves a 4.47% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, LVAFX has outperformed ASFYX with an annualized return of 9.05%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
LVAFX
- 1D
- 1.48%
- 1M
- -3.23%
- YTD
- 4.47%
- 6M
- 8.98%
- 1Y
- 19.38%
- 3Y*
- 16.96%
- 5Y*
- 11.06%
- 10Y*
- 9.05%
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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LVAFX vs. ASFYX - Expense Ratio Comparison
LVAFX has a 1.00% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
LVAFX vs. ASFYX — Risk / Return Rank
LVAFX
ASFYX
LVAFX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Global Managed Volatility Fund (LVAFX) 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.
| LVAFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 0.27 | +1.47 |
Sortino ratioReturn per unit of downside risk | 2.35 | 0.42 | +1.93 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.06 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 0.18 | +1.90 |
Martin ratioReturn relative to average drawdown | 10.16 | 0.29 | +9.87 |
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
| LVAFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.27 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.17 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.15 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.31 | +0.30 |
Correlation
The correlation between LVAFX and ASFYX is 0.13, 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
LVAFX vs. ASFYX - Dividend Comparison
LVAFX's dividend yield for the trailing twelve months is around 9.74%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 9.74% | 10.17% | 18.36% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% |
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
LVAFX vs. ASFYX - Drawdown Comparison
The maximum LVAFX drawdown since its inception was -33.69%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for LVAFX and ASFYX.
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Drawdown Indicators
| LVAFX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -36.43% | +2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -13.51% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -18.34% | -36.43% | +18.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -36.43% | +2.74% |
Current DrawdownCurrent decline from peak | -3.87% | -24.28% | +20.41% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -13.10% | +8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 8.26% | -6.33% |
Volatility
LVAFX vs. ASFYX - Volatility Comparison
The current volatility for LSV Global Managed Volatility Fund (LVAFX) is 3.42%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that LVAFX 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
| LVAFX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.82% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | 10.00% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 13.00% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.73% | 13.67% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.33% | 12.68% | +0.65% |