MAWIX vs. ASFYX
Compare and contrast key facts about BlackRock Strategic Global Bond Fund (MAWIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MAWIX is managed by BlackRock. It was launched on Sep 28, 1988. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MAWIX vs. ASFYX - Performance Comparison
Loading graphics...
MAWIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAWIX BlackRock Strategic Global Bond Fund | -2.25% | 8.49% | 0.43% | 6.58% | -15.37% | -1.07% | 9.05% | 8.35% | -0.81% | 7.31% |
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, MAWIX achieves a -2.25% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, MAWIX has underperformed ASFYX with an annualized return of 1.76%, while ASFYX has yielded a comparatively higher 1.87% annualized return.
MAWIX
- 1D
- 0.00%
- 1M
- -4.39%
- YTD
- -2.25%
- 6M
- -1.69%
- 1Y
- 4.18%
- 3Y*
- 3.66%
- 5Y*
- -0.71%
- 10Y*
- 1.76%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MAWIX vs. ASFYX - Expense Ratio Comparison
MAWIX has a 0.57% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MAWIX vs. ASFYX — Risk / Return Rank
MAWIX
ASFYX
MAWIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Global Bond Fund (MAWIX) 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.
| MAWIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.18 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.38 | 0.30 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.04 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.10 | +0.98 |
Martin ratioReturn relative to average drawdown | 4.52 | 0.16 | +4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MAWIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.18 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.17 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.15 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.31 | +0.31 |
Correlation
The correlation between MAWIX and ASFYX is 0.03, 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
MAWIX vs. ASFYX - Dividend Comparison
MAWIX's dividend yield for the trailing twelve months is around 4.21%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAWIX BlackRock Strategic Global Bond Fund | 4.21% | 4.32% | 2.93% | 2.65% | 2.38% | 1.81% | 4.68% | 2.62% | 2.61% | 3.13% | 2.73% | 5.77% |
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
MAWIX vs. ASFYX - Drawdown Comparison
The maximum MAWIX drawdown since its inception was -32.07%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MAWIX and ASFYX.
Loading graphics...
Drawdown Indicators
| MAWIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.07% | -36.43% | +4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -4.39% | -13.51% | +9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -36.43% | +15.64% |
Max Drawdown (10Y)Largest decline over 10 years | -20.79% | -36.43% | +15.64% |
Current DrawdownCurrent decline from peak | -5.34% | -24.37% | +19.03% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -13.09% | +7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 8.72% | -7.67% |
Volatility
MAWIX vs. ASFYX - Volatility Comparison
The current volatility for BlackRock Strategic Global Bond Fund (MAWIX) is 1.85%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that MAWIX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MAWIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 3.86% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 10.01% | -7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.49% | 13.02% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.29% | 13.68% | -8.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.81% | 12.68% | -7.87% |