MALRX vs. ASFYX
Compare and contrast key facts about BlackRock Advantage Large Cap Core Fund (MALRX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MALRX is managed by BlackRock. It was launched on Dec 22, 1999. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MALRX vs. ASFYX - Performance Comparison
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MALRX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MALRX BlackRock Advantage Large Cap Core Fund | -6.23% | 20.30% | 25.65% | 25.62% | -20.10% | 28.00% | 19.96% | 29.16% | -5.39% | 20.30% |
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, MALRX achieves a -6.23% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, MALRX has outperformed ASFYX with an annualized return of 13.50%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
MALRX
- 1D
- -0.53%
- 1M
- -7.65%
- YTD
- -6.23%
- 6M
- -2.39%
- 1Y
- 19.37%
- 3Y*
- 18.38%
- 5Y*
- 11.32%
- 10Y*
- 13.50%
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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MALRX vs. ASFYX - Expense Ratio Comparison
MALRX has a 0.48% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MALRX vs. ASFYX — Risk / Return Rank
MALRX
ASFYX
MALRX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Core Fund (MALRX) 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.
| MALRX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.18 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.68 | 0.30 | +1.38 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.04 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.10 | +1.36 |
Martin ratioReturn relative to average drawdown | 7.50 | 0.16 | +7.34 |
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
| MALRX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.18 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.17 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.15 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.31 | +0.12 |
Correlation
The correlation between MALRX 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
MALRX vs. ASFYX - Dividend Comparison
MALRX's dividend yield for the trailing twelve months is around 9.18%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALRX BlackRock Advantage Large Cap Core Fund | 9.18% | 8.61% | 14.11% | 0.97% | 6.51% | 19.52% | 4.76% | 4.06% | 10.11% | 36.43% | 6.02% | 3.09% |
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
MALRX vs. ASFYX - Drawdown Comparison
The maximum MALRX drawdown since its inception was -54.29%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MALRX and ASFYX.
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Drawdown Indicators
| MALRX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.29% | -36.43% | -17.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -13.51% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -36.43% | +10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -34.30% | -36.43% | +2.13% |
Current DrawdownCurrent decline from peak | -8.61% | -24.37% | +15.76% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -13.09% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 8.72% | -6.38% |
Volatility
MALRX vs. ASFYX - Volatility Comparison
BlackRock Advantage Large Cap Core Fund (MALRX) has a higher volatility of 4.54% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that MALRX'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
| MALRX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.86% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 10.01% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 13.02% | +5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 13.68% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 12.68% | +5.67% |