NTKLX vs. ASFYX
Compare and contrast key facts about Voya Multi-Manager International Small Cap Fund (NTKLX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
NTKLX is managed by BlackRock. It was launched on Aug 30, 1994. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
NTKLX vs. ASFYX - Performance Comparison
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NTKLX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTKLX Voya Multi-Manager International Small Cap Fund | 2.35% | 38.63% | 5.55% | 13.93% | -18.71% | 15.50% | 15.38% | 24.29% | -22.21% | 34.93% |
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, NTKLX achieves a 2.35% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, NTKLX has outperformed ASFYX with an annualized return of 9.46%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
NTKLX
- 1D
- 3.30%
- 1M
- -8.69%
- YTD
- 2.35%
- 6M
- 6.64%
- 1Y
- 34.55%
- 3Y*
- 16.97%
- 5Y*
- 7.96%
- 10Y*
- 9.46%
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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NTKLX vs. ASFYX - Expense Ratio Comparison
NTKLX has a 1.53% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
NTKLX vs. ASFYX — Risk / Return Rank
NTKLX
ASFYX
NTKLX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Multi-Manager International Small Cap Fund (NTKLX) 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.
| NTKLX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 0.27 | +2.09 |
Sortino ratioReturn per unit of downside risk | 2.99 | 0.42 | +2.57 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.06 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 2.42 | 0.18 | +2.24 |
Martin ratioReturn relative to average drawdown | 9.55 | 0.29 | +9.26 |
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
| NTKLX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.27 | +2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.17 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.15 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.31 | +0.22 |
Correlation
The correlation between NTKLX and ASFYX is 0.21, 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
NTKLX vs. ASFYX - Dividend Comparison
NTKLX's dividend yield for the trailing twelve months is around 8.17%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTKLX Voya Multi-Manager International Small Cap Fund | 8.17% | 8.36% | 2.33% | 1.67% | 2.27% | 12.31% | 1.29% | 2.05% | 12.01% | 0.88% | 0.56% | 0.76% |
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
NTKLX vs. ASFYX - Drawdown Comparison
The maximum NTKLX drawdown since its inception was -68.61%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for NTKLX and ASFYX.
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Drawdown Indicators
| NTKLX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -36.43% | -32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -13.51% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -34.03% | -36.43% | +2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -44.56% | -36.43% | -8.13% |
Current DrawdownCurrent decline from peak | -9.90% | -24.28% | +14.38% |
Average DrawdownAverage peak-to-trough decline | -19.67% | -13.10% | -6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 8.26% | -4.94% |
Volatility
NTKLX vs. ASFYX - Volatility Comparison
Voya Multi-Manager International Small Cap Fund (NTKLX) has a higher volatility of 7.58% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that NTKLX'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
| NTKLX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 3.82% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 10.00% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.09% | 13.00% | +4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 13.67% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 12.68% | +4.18% |