MAEFX vs. ASFYX
Compare and contrast key facts about BlackRock EuroFund Fund (MAEFX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MAEFX is managed by BlackRock. It was launched on Oct 25, 1988. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MAEFX vs. ASFYX - Performance Comparison
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MAEFX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | -10.68% | 20.07% | 7.21% | 20.70% | -23.85% | 19.53% | 19.34% | 25.17% | -19.83% | 22.42% |
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, MAEFX achieves a -10.68% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, MAEFX has outperformed ASFYX with an annualized return of 5.87%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
MAEFX
- 1D
- -0.25%
- 1M
- -13.84%
- YTD
- -10.68%
- 6M
- -11.11%
- 1Y
- 3.71%
- 3Y*
- 6.43%
- 5Y*
- 4.30%
- 10Y*
- 5.87%
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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MAEFX vs. ASFYX - Expense Ratio Comparison
MAEFX has a 1.10% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MAEFX vs. ASFYX — Risk / Return Rank
MAEFX
ASFYX
MAEFX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock EuroFund Fund (MAEFX) 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.
| MAEFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 0.18 | -0.06 |
Sortino ratioReturn per unit of downside risk | 0.31 | 0.30 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.10 | -0.02 |
Martin ratioReturn relative to average drawdown | 0.28 | 0.16 | +0.12 |
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
| MAEFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 0.18 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.17 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.15 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.31 | +0.04 |
Correlation
The correlation between MAEFX 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
MAEFX vs. ASFYX - Dividend Comparison
MAEFX's dividend yield for the trailing twelve months is around 12.97%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | 12.97% | 11.58% | 1.29% | 1.24% | 0.76% | 0.00% | 0.00% | 0.45% | 2.81% | 1.19% | 2.32% | 1.64% |
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
MAEFX vs. ASFYX - Drawdown Comparison
The maximum MAEFX drawdown since its inception was -62.58%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MAEFX and ASFYX.
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Drawdown Indicators
| MAEFX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.58% | -36.43% | -26.15% |
Max Drawdown (1Y)Largest decline over 1 year | -17.14% | -13.51% | -3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -40.47% | -36.43% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -36.43% | -4.08% |
Current DrawdownCurrent decline from peak | -17.14% | -24.37% | +7.23% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -13.09% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 8.72% | -3.92% |
Volatility
MAEFX vs. ASFYX - Volatility Comparison
BlackRock EuroFund Fund (MAEFX) has a higher volatility of 9.58% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that MAEFX'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
| MAEFX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 3.86% | +5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 10.01% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 13.02% | +8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 13.68% | +8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.34% | 12.68% | +8.66% |