NMTRX vs. ASFYX
Compare and contrast key facts about Nuveen Municipal Total Return Managed Accounts (NMTRX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
NMTRX is managed by BlackRock. It was launched on May 30, 2007. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
NMTRX vs. ASFYX - Performance Comparison
Loading graphics...
NMTRX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMTRX Nuveen Municipal Total Return Managed Accounts | -0.12% | 3.90% | 1.99% | 6.21% | -11.98% | 2.69% | 5.25% | 9.26% | 1.06% | 7.41% |
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, NMTRX achieves a -0.12% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, NMTRX has outperformed ASFYX with an annualized return of 2.27%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
NMTRX
- 1D
- 0.20%
- 1M
- -1.97%
- YTD
- -0.12%
- 6M
- 1.65%
- 1Y
- 3.78%
- 3Y*
- 3.22%
- 5Y*
- 0.38%
- 10Y*
- 2.27%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NMTRX vs. ASFYX - Expense Ratio Comparison
NMTRX has a 0.05% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
NMTRX vs. ASFYX — Risk / Return Rank
NMTRX
ASFYX
NMTRX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Total Return Managed Accounts (NMTRX) 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.
| NMTRX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.27 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.42 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.18 | +0.81 |
Martin ratioReturn relative to average drawdown | 2.89 | 0.29 | +2.60 |
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
| NMTRX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.27 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.17 | -0.07 |
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 | 0.97 | 0.31 | +0.66 |
Correlation
The correlation between NMTRX and ASFYX is 0.01, 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
NMTRX vs. ASFYX - Dividend Comparison
NMTRX's dividend yield for the trailing twelve months is around 4.19%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMTRX Nuveen Municipal Total Return Managed Accounts | 4.19% | 4.46% | 3.55% | 3.67% | 3.28% | 2.73% | 2.92% | 3.20% | 3.47% | 3.28% | 3.71% | 3.91% |
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
NMTRX vs. ASFYX - Drawdown Comparison
The maximum NMTRX drawdown since its inception was -16.36%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for NMTRX and ASFYX.
Loading graphics...
Drawdown Indicators
| NMTRX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.36% | -36.43% | +20.07% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -13.51% | +8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -16.36% | -36.43% | +20.07% |
Max Drawdown (10Y)Largest decline over 10 years | -16.36% | -36.43% | +20.07% |
Current DrawdownCurrent decline from peak | -2.25% | -24.28% | +22.03% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -13.10% | +10.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 8.26% | -6.64% |
Volatility
NMTRX vs. ASFYX - Volatility Comparison
The current volatility for Nuveen Municipal Total Return Managed Accounts (NMTRX) is 1.07%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that NMTRX 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
| NMTRX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 3.82% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 1.82% | 10.00% | -8.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.93% | 13.00% | -8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.97% | 13.67% | -9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 12.68% | -8.30% |