RTSSX vs. ASFYX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
RTSSX is managed by BlackRock. It was launched on Nov 30, 1999. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
RTSSX vs. ASFYX - Performance Comparison
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RTSSX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | -1.59% | 5.24% | 7.21% | 16.62% | -19.12% | 19.88% | 15.34% | 23.91% | -8.63% | 14.71% |
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, RTSSX achieves a -1.59% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, RTSSX has outperformed ASFYX with an annualized return of 7.82%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
RTSSX
- 1D
- -0.97%
- 1M
- -8.41%
- YTD
- -1.59%
- 6M
- -0.08%
- 1Y
- 13.81%
- 3Y*
- 7.93%
- 5Y*
- 2.33%
- 10Y*
- 7.82%
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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RTSSX vs. ASFYX - Expense Ratio Comparison
RTSSX has a 1.20% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
RTSSX vs. ASFYX — Risk / Return Rank
RTSSX
ASFYX
RTSSX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) 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.
| RTSSX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.27 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.42 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.06 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.18 | +0.62 |
Martin ratioReturn relative to average drawdown | 3.24 | 0.29 | +2.95 |
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
| RTSSX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.27 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.17 | -0.05 |
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 | 0.29 | 0.31 | -0.02 |
Correlation
The correlation between RTSSX and ASFYX is 0.18, 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
RTSSX vs. ASFYX - Dividend Comparison
RTSSX's dividend yield for the trailing twelve months is around 0.47%, less than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | 0.47% | 0.47% | 0.72% | 0.11% | 0.25% | 0.10% | 0.36% | 0.31% | 0.00% | 0.55% | 0.00% | 0.51% |
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
RTSSX vs. ASFYX - Drawdown Comparison
The maximum RTSSX drawdown since its inception was -57.98%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for RTSSX and ASFYX.
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Drawdown Indicators
| RTSSX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -36.43% | -21.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -13.51% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -36.43% | +8.00% |
Max Drawdown (10Y)Largest decline over 10 years | -40.79% | -36.43% | -4.36% |
Current DrawdownCurrent decline from peak | -9.80% | -24.28% | +14.48% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -13.10% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 8.26% | -4.75% |
Volatility
RTSSX vs. ASFYX - Volatility Comparison
Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) has a higher volatility of 6.05% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that RTSSX'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
| RTSSX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 3.82% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 10.00% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 13.00% | +8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 13.67% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 12.68% | +8.56% |