MAEGX vs. ASFYX
Compare and contrast key facts about BlackRock Unconstrained Equity Fund (MAEGX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MAEGX is managed by BlackRock. It was launched on Nov 3, 2005. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MAEGX vs. ASFYX - Performance Comparison
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MAEGX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAEGX BlackRock Unconstrained Equity Fund | -4.78% | 12.30% | 7.62% | 33.37% | -20.23% | 20.72% | 21.90% | 32.76% | -4.54% | 24.80% |
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, MAEGX achieves a -4.78% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, MAEGX has outperformed ASFYX with an annualized return of 10.96%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
MAEGX
- 1D
- 3.96%
- 1M
- -7.49%
- YTD
- -4.78%
- 6M
- -4.47%
- 1Y
- 13.95%
- 3Y*
- 9.49%
- 5Y*
- 7.01%
- 10Y*
- 10.96%
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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MAEGX vs. ASFYX - Expense Ratio Comparison
MAEGX has a 0.95% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MAEGX vs. ASFYX — Risk / Return Rank
MAEGX
ASFYX
MAEGX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Unconstrained Equity Fund (MAEGX) 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.
| MAEGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.27 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.42 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.06 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.18 | +0.96 |
Martin ratioReturn relative to average drawdown | 4.34 | 0.29 | +4.05 |
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
| MAEGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.27 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.17 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.15 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.31 | +0.17 |
Correlation
The correlation between MAEGX 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
MAEGX vs. ASFYX - Dividend Comparison
MAEGX has not paid dividends to shareholders, while ASFYX's dividend yield for the trailing twelve months is around 1.42%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEGX BlackRock Unconstrained Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 18.13% | 22.75% | 10.44% | 12.01% | 8.53% | 4.06% | 0.93% | 8.22% |
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
MAEGX vs. ASFYX - Drawdown Comparison
The maximum MAEGX drawdown since its inception was -48.71%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MAEGX and ASFYX.
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Drawdown Indicators
| MAEGX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.71% | -36.43% | -12.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -13.51% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.26% | -36.43% | +5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | -36.43% | +4.50% |
Current DrawdownCurrent decline from peak | -9.23% | -24.28% | +15.05% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -13.10% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 8.26% | -4.93% |
Volatility
MAEGX vs. ASFYX - Volatility Comparison
BlackRock Unconstrained Equity Fund (MAEGX) has a higher volatility of 8.18% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that MAEGX'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
| MAEGX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 3.82% | +4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 10.00% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.15% | 13.00% | +9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 13.67% | +6.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 12.68% | +6.16% |