RYFIX vs. ASFYX
Compare and contrast key facts about Rydex Financial Services Fund (RYFIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
RYFIX is managed by BlackRock. It was launched on Apr 2, 1998. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
RYFIX vs. ASFYX - Performance Comparison
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RYFIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYFIX Rydex Financial Services Fund | -10.06% | 11.21% | 22.86% | 14.54% | -18.03% | 35.83% | 0.27% | 28.32% | -12.05% | 15.74% |
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, RYFIX achieves a -10.06% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, RYFIX has outperformed ASFYX with an annualized return of 9.27%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
RYFIX
- 1D
- 0.87%
- 1M
- -7.07%
- YTD
- -10.06%
- 6M
- -10.03%
- 1Y
- -0.27%
- 3Y*
- 13.63%
- 5Y*
- 6.76%
- 10Y*
- 9.27%
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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RYFIX vs. ASFYX - Expense Ratio Comparison
RYFIX has a 1.36% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
RYFIX vs. ASFYX — Risk / Return Rank
RYFIX
ASFYX
RYFIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Financial Services Fund (RYFIX) 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.
| RYFIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | 0.18 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.17 | 0.30 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.04 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.10 | -0.18 |
Martin ratioReturn relative to average drawdown | -0.26 | 0.16 | -0.42 |
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
| RYFIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.18 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.17 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.15 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.31 | -0.14 |
Correlation
The correlation between RYFIX and ASFYX is 0.14, 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
RYFIX vs. ASFYX - Dividend Comparison
RYFIX's dividend yield for the trailing twelve months is around 1.34%, less than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYFIX Rydex Financial Services Fund | 1.34% | 1.21% | 0.76% | 0.00% | 25.45% | 0.83% | 0.00% | 0.41% | 5.14% | 0.51% | 0.71% | 1.65% |
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
RYFIX vs. ASFYX - Drawdown Comparison
The maximum RYFIX drawdown since its inception was -77.63%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for RYFIX and ASFYX.
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Drawdown Indicators
| RYFIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.63% | -36.43% | -41.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -13.51% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.08% | -36.43% | +9.35% |
Max Drawdown (10Y)Largest decline over 10 years | -44.01% | -36.43% | -7.58% |
Current DrawdownCurrent decline from peak | -12.76% | -24.37% | +11.61% |
Average DrawdownAverage peak-to-trough decline | -18.48% | -13.09% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 8.72% | -4.42% |
Volatility
RYFIX vs. ASFYX - Volatility Comparison
Rydex Financial Services Fund (RYFIX) has a higher volatility of 4.32% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that RYFIX'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
| RYFIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 3.86% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.70% | 10.01% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 13.02% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 13.68% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 12.68% | +8.30% |