MACPX vs. ASFYX
Compare and contrast key facts about BlackRock Sustainable Balanced Fund (MACPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MACPX is managed by BlackRock. It was launched on Nov 7, 1973. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MACPX vs. ASFYX - Performance Comparison
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MACPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MACPX BlackRock Sustainable Balanced Fund | -1.97% | 15.58% | 12.77% | 16.88% | -15.50% | 16.76% | 15.37% | 21.86% | -3.18% | 14.61% |
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, MACPX achieves a -1.97% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, MACPX has outperformed ASFYX with an annualized return of 9.48%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
MACPX
- 1D
- 0.00%
- 1M
- -5.98%
- YTD
- -1.97%
- 6M
- 0.11%
- 1Y
- 12.95%
- 3Y*
- 12.01%
- 5Y*
- 7.49%
- 10Y*
- 9.48%
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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MACPX vs. ASFYX - Expense Ratio Comparison
MACPX has a 0.50% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MACPX vs. ASFYX — Risk / Return Rank
MACPX
ASFYX
MACPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Balanced Fund (MACPX) 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.
| MACPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.18 | +1.09 |
Sortino ratioReturn per unit of downside risk | 1.77 | 0.30 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.04 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.10 | +1.32 |
Martin ratioReturn relative to average drawdown | 6.77 | 0.16 | +6.61 |
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
| MACPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.18 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.17 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.15 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.31 | +0.34 |
Correlation
The correlation between MACPX 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
MACPX vs. ASFYX - Dividend Comparison
MACPX's dividend yield for the trailing twelve months is around 8.97%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MACPX BlackRock Sustainable Balanced Fund | 8.97% | 8.79% | 7.66% | 3.00% | 3.91% | 12.46% | 4.22% | 5.49% | 8.12% | 19.65% | 4.94% | 5.32% |
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
MACPX vs. ASFYX - Drawdown Comparison
The maximum MACPX drawdown since its inception was -41.75%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MACPX and ASFYX.
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Drawdown Indicators
| MACPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.75% | -36.43% | -5.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -13.51% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -36.43% | +14.59% |
Max Drawdown (10Y)Largest decline over 10 years | -24.59% | -36.43% | +11.84% |
Current DrawdownCurrent decline from peak | -6.18% | -24.37% | +18.19% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -13.09% | +7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 8.72% | -6.98% |
Volatility
MACPX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Sustainable Balanced Fund (MACPX) is 3.52%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that MACPX 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
| MACPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.86% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.06% | 10.01% | -3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 13.02% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 13.68% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.41% | 12.68% | -1.27% |