MADVX vs. ASFYX
Compare and contrast key facts about BlackRock Equity Dividend Fund (MADVX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MADVX is managed by BlackRock. It was launched on Nov 29, 1988. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MADVX vs. ASFYX - Performance Comparison
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MADVX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | -1.25% | 21.70% | 6.98% | 12.71% | -3.97% | 20.13% | 4.03% | 27.58% | -7.15% | 16.31% |
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, MADVX achieves a -1.25% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, MADVX has outperformed ASFYX with an annualized return of 10.67%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
MADVX
- 1D
- 2.39%
- 1M
- -5.98%
- YTD
- -1.25%
- 6M
- 3.63%
- 1Y
- 15.09%
- 3Y*
- 12.71%
- 5Y*
- 8.28%
- 10Y*
- 10.67%
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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MADVX vs. ASFYX - Expense Ratio Comparison
MADVX has a 0.68% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MADVX vs. ASFYX — Risk / Return Rank
MADVX
ASFYX
MADVX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Equity Dividend Fund (MADVX) 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.
| MADVX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.27 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.42 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.06 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.18 | +1.17 |
Martin ratioReturn relative to average drawdown | 5.76 | 0.29 | +5.47 |
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
| MADVX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.27 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.17 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.15 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.31 | +0.34 |
Correlation
The correlation between MADVX and ASFYX is 0.18, 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
MADVX vs. ASFYX - Dividend Comparison
MADVX's dividend yield for the trailing twelve months is around 10.36%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | 10.36% | 10.23% | 8.58% | 7.08% | 13.50% | 12.15% | 6.35% | 13.15% | 14.04% | 14.38% | 7.98% | 18.44% |
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
MADVX vs. ASFYX - Drawdown Comparison
The maximum MADVX drawdown since its inception was -50.00%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MADVX and ASFYX.
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Drawdown Indicators
| MADVX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.00% | -36.43% | -13.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -13.51% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -36.43% | +18.38% |
Max Drawdown (10Y)Largest decline over 10 years | -35.94% | -36.43% | +0.49% |
Current DrawdownCurrent decline from peak | -6.84% | -24.28% | +17.44% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -13.10% | +7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 8.26% | -5.53% |
Volatility
MADVX vs. ASFYX - Volatility Comparison
BlackRock Equity Dividend Fund (MADVX) has a higher volatility of 4.89% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that MADVX'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
| MADVX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 3.82% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 10.00% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 13.00% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 13.67% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 12.68% | +3.61% |