MNWIX vs. ASFYX
Compare and contrast key facts about MFS Managed Wealth Fund (MNWIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
MNWIX is managed by BlackRock. It was launched on Jun 26, 2014. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
MNWIX vs. ASFYX - Performance Comparison
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MNWIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNWIX MFS Managed Wealth Fund | -4.50% | 7.71% | 6.42% | 5.41% | -2.15% | 1.35% | 3.11% | 8.70% | 2.10% | 6.70% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -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, MNWIX achieves a -4.50% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, MNWIX has outperformed ASFYX with an annualized return of 3.33%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
MNWIX
- 1D
- 0.08%
- 1M
- -4.29%
- YTD
- -4.50%
- 6M
- -3.93%
- 1Y
- 0.68%
- 3Y*
- 4.67%
- 5Y*
- 3.04%
- 10Y*
- 3.33%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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MNWIX vs. ASFYX - Expense Ratio Comparison
MNWIX has a 0.67% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
MNWIX vs. ASFYX — Risk / Return Rank
MNWIX
ASFYX
MNWIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Managed Wealth Fund (MNWIX) 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.
| MNWIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.27 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.20 | 0.42 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.06 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.18 | -0.10 |
Martin ratioReturn relative to average drawdown | 0.33 | 0.29 | +0.04 |
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
| MNWIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.27 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.17 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.15 | +0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.31 | +0.45 |
Correlation
The correlation between MNWIX and ASFYX is 0.11, 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
MNWIX vs. ASFYX - Dividend Comparison
MNWIX's dividend yield for the trailing twelve months is around 0.79%, less than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNWIX MFS Managed Wealth Fund | 0.79% | 0.76% | 1.13% | 0.78% | 0.70% | 0.13% | 0.24% | 0.54% | 0.42% | 0.94% | 2.65% | 1.19% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
MNWIX vs. ASFYX - Drawdown Comparison
The maximum MNWIX drawdown since its inception was -5.57%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for MNWIX and ASFYX.
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Drawdown Indicators
| MNWIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.57% | -36.43% | +30.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.57% | -13.51% | +7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -5.57% | -36.43% | +30.86% |
Max Drawdown (10Y)Largest decline over 10 years | -5.57% | -36.43% | +30.86% |
Current DrawdownCurrent decline from peak | -5.50% | -24.28% | +18.78% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -13.10% | +11.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 8.26% | -6.94% |
Volatility
MNWIX vs. ASFYX - Volatility Comparison
The current volatility for MFS Managed Wealth Fund (MNWIX) is 1.95%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that MNWIX 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.
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Volatility by Period
| MNWIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 3.82% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 4.10% | 10.00% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 13.00% | -7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.79% | 13.67% | -9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.74% | 12.68% | -8.94% |