MAIIX vs. ASFYX
Compare and contrast key facts about iShares MSCI EAFE International Index Fund (MAIIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MAIIX is managed by BlackRock. It was launched on Apr 9, 1997. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MAIIX vs. ASFYX - Performance Comparison
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MAIIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAIIX iShares MSCI EAFE International Index Fund | -1.86% | 31.62% | 3.65% | 18.35% | -14.15% | 11.25% | 8.03% | 21.82% | -13.43% | 25.24% |
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, MAIIX achieves a -1.86% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, MAIIX has outperformed ASFYX with an annualized return of 8.55%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
MAIIX
- 1D
- 0.37%
- 1M
- -10.85%
- YTD
- -1.86%
- 6M
- 2.38%
- 1Y
- 19.60%
- 3Y*
- 13.40%
- 5Y*
- 7.90%
- 10Y*
- 8.55%
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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MAIIX vs. ASFYX - Expense Ratio Comparison
MAIIX has a 0.09% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MAIIX vs. ASFYX — Risk / Return Rank
MAIIX
ASFYX
MAIIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) 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.
| MAIIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.18 | +0.92 |
Sortino ratioReturn per unit of downside risk | 1.53 | 0.30 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.10 | +1.44 |
Martin ratioReturn relative to average drawdown | 5.87 | 0.16 | +5.71 |
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
| MAIIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.18 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.17 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.15 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.31 | -0.02 |
Correlation
The correlation between MAIIX and ASFYX is 0.20, 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
MAIIX vs. ASFYX - Dividend Comparison
MAIIX's dividend yield for the trailing twelve months is around 3.78%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAIIX iShares MSCI EAFE International Index Fund | 3.78% | 3.71% | 3.38% | 3.16% | 2.76% | 3.00% | 1.94% | 3.29% | 4.53% | 2.42% | 2.81% | 2.40% |
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
MAIIX vs. ASFYX - Drawdown Comparison
The maximum MAIIX drawdown since its inception was -61.05%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MAIIX and ASFYX.
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Drawdown Indicators
| MAIIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.05% | -36.43% | -24.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -13.51% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -36.43% | +7.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -36.43% | +2.42% |
Current DrawdownCurrent decline from peak | -10.85% | -24.37% | +13.52% |
Average DrawdownAverage peak-to-trough decline | -15.42% | -13.09% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 8.72% | -5.76% |
Volatility
MAIIX vs. ASFYX - Volatility Comparison
iShares MSCI EAFE International Index Fund (MAIIX) has a higher volatility of 7.08% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that MAIIX'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
| MAIIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 3.86% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 10.01% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 13.02% | +3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 13.68% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 12.68% | +3.88% |