MARFX vs. ASFYX
Compare and contrast key facts about BlackRock Mid-Cap Value Fund (MARFX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MARFX is managed by BlackRock. It was launched on Feb 1, 1995. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MARFX vs. ASFYX - Performance Comparison
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MARFX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MARFX BlackRock Mid-Cap Value Fund | -3.99% | 13.68% | 6.71% | 12.58% | -4.06% | 26.43% | 7.21% | 29.57% | -9.55% | 8.79% |
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, MARFX achieves a -3.99% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, MARFX has outperformed ASFYX with an annualized return of 9.89%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
MARFX
- 1D
- -0.14%
- 1M
- -8.82%
- YTD
- -3.99%
- 6M
- -1.58%
- 1Y
- 9.73%
- 3Y*
- 8.67%
- 5Y*
- 6.57%
- 10Y*
- 9.89%
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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MARFX vs. ASFYX - Expense Ratio Comparison
MARFX has a 0.74% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MARFX vs. ASFYX — Risk / Return Rank
MARFX
ASFYX
MARFX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Value Fund (MARFX) 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.
| MARFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.18 | +0.43 |
Sortino ratioReturn per unit of downside risk | 0.96 | 0.30 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.04 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.10 | +0.59 |
Martin ratioReturn relative to average drawdown | 2.94 | 0.16 | +2.78 |
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
| MARFX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.18 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.17 | +0.24 |
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 | 0.45 | 0.31 | +0.14 |
Correlation
The correlation between MARFX and ASFYX is 0.17, 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
MARFX vs. ASFYX - Dividend Comparison
MARFX's dividend yield for the trailing twelve months is around 11.80%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MARFX BlackRock Mid-Cap Value Fund | 11.80% | 11.33% | 7.46% | 3.70% | 4.50% | 11.16% | 2.13% | 3.95% | 8.41% | 22.19% | 5.43% | 15.72% |
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
MARFX vs. ASFYX - Drawdown Comparison
The maximum MARFX drawdown since its inception was -55.39%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MARFX and ASFYX.
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Drawdown Indicators
| MARFX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -36.43% | -18.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -13.51% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -20.07% | -36.43% | +16.36% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -36.43% | -5.66% |
Current DrawdownCurrent decline from peak | -9.50% | -24.37% | +14.87% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -13.09% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 8.72% | -5.71% |
Volatility
MARFX vs. ASFYX - Volatility Comparison
BlackRock Mid-Cap Value Fund (MARFX) has a higher volatility of 4.17% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that MARFX'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
| MARFX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 3.86% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 10.01% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 13.02% | +4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 13.68% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 12.68% | +6.32% |