PRISX vs. ASFYX
Compare and contrast key facts about T. Rowe Price Financial Services Fund (PRISX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
PRISX is managed by BlackRock. It was launched on Sep 30, 1996. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
PRISX vs. ASFYX - Performance Comparison
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PRISX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | -10.22% | 26.17% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
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, PRISX achieves a -10.22% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, PRISX has outperformed ASFYX with an annualized return of 14.72%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
PRISX
- 1D
- 1.02%
- 1M
- -5.38%
- YTD
- -10.22%
- 6M
- -0.45%
- 1Y
- 12.15%
- 3Y*
- 22.49%
- 5Y*
- 11.76%
- 10Y*
- 14.72%
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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PRISX vs. ASFYX - Expense Ratio Comparison
PRISX has a 0.88% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
PRISX vs. ASFYX — Risk / Return Rank
PRISX
ASFYX
PRISX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) 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.
| PRISX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.18 | +0.44 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.30 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.04 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.10 | +0.70 |
Martin ratioReturn relative to average drawdown | 2.33 | 0.16 | +2.17 |
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
| PRISX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.18 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.17 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.15 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.31 | +0.11 |
Correlation
The correlation between PRISX and ASFYX is 0.13, 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
PRISX vs. ASFYX - Dividend Comparison
PRISX's dividend yield for the trailing twelve months is around 14.20%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 14.20% | 12.75% | 8.74% | 2.00% | 2.08% | 3.00% | 10.22% | 6.14% | 11.97% | 4.68% | 1.00% | 3.86% |
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
PRISX vs. ASFYX - Drawdown Comparison
The maximum PRISX drawdown since its inception was -67.34%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for PRISX and ASFYX.
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Drawdown Indicators
| PRISX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.34% | -36.43% | -30.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -13.51% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.95% | -36.43% | +9.48% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -36.43% | -6.43% |
Current DrawdownCurrent decline from peak | -13.04% | -24.37% | +11.33% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -13.09% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 8.72% | -3.96% |
Volatility
PRISX vs. ASFYX - Volatility Comparison
T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 4.61% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that PRISX'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
| PRISX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 3.86% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 10.01% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.53% | 13.02% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 13.68% | +6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 12.68% | +9.28% |