MASKX vs. ASFYX
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MASKX is managed by BlackRock. It was launched on Apr 9, 1997. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MASKX vs. ASFYX - Performance Comparison
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MASKX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | -2.51% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
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, MASKX achieves a -2.51% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, MASKX has outperformed ASFYX with an annualized return of 9.43%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
MASKX
- 1D
- -1.48%
- 1M
- -8.19%
- YTD
- -2.51%
- 6M
- -0.38%
- 1Y
- 21.43%
- 3Y*
- 11.69%
- 5Y*
- 3.00%
- 10Y*
- 9.43%
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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MASKX vs. ASFYX - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MASKX vs. ASFYX — Risk / Return Rank
MASKX
ASFYX
MASKX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) 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.
| MASKX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.18 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.30 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.10 | +1.22 |
Martin ratioReturn relative to average drawdown | 5.00 | 0.16 | +4.83 |
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
| MASKX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.18 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.17 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.15 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.31 | +0.03 |
Correlation
The correlation between MASKX and ASFYX is 0.18, 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
MASKX vs. ASFYX - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 3.22%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 3.22% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
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
MASKX vs. ASFYX - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MASKX and ASFYX.
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Drawdown Indicators
| MASKX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -36.43% | -22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.89% | -13.51% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -36.43% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -36.43% | -5.25% |
Current DrawdownCurrent decline from peak | -11.01% | -24.37% | +13.36% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -13.09% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 8.72% | -5.04% |
Volatility
MASKX vs. ASFYX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 6.63% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that MASKX'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
| MASKX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 3.86% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 10.01% | +4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.10% | 13.02% | +10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.14% | 13.68% | +9.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 12.68% | +10.95% |