SABPX vs. ASFYX
Compare and contrast key facts about Principal Strategic Asset Management Balanced Portfolio (SABPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SABPX is managed by BlackRock. It was launched on Jul 24, 1996. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SABPX vs. ASFYX - Performance Comparison
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SABPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | -1.15% | 13.62% | 18.04% | 15.64% | -16.48% | 13.14% | 10.83% | 19.57% | -5.44% | 14.65% |
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, SABPX achieves a -1.15% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, SABPX has outperformed ASFYX with an annualized return of 8.14%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
SABPX
- 1D
- 1.75%
- 1M
- -4.39%
- YTD
- -1.15%
- 6M
- 0.40%
- 1Y
- 12.17%
- 3Y*
- 13.68%
- 5Y*
- 6.78%
- 10Y*
- 8.14%
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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SABPX vs. ASFYX - Expense Ratio Comparison
SABPX has a 0.60% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SABPX vs. ASFYX — Risk / Return Rank
SABPX
ASFYX
SABPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Balanced Portfolio (SABPX) 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.
| SABPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.27 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.72 | 0.42 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.06 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.18 | +1.46 |
Martin ratioReturn relative to average drawdown | 7.30 | 0.29 | +7.01 |
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
| SABPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.27 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.17 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.15 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.31 | +0.29 |
Correlation
The correlation between SABPX and ASFYX is 0.22, 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
SABPX vs. ASFYX - Dividend Comparison
SABPX's dividend yield for the trailing twelve months is around 10.65%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | 10.65% | 10.71% | 11.81% | 1.64% | 8.16% | 9.60% | 3.13% | 4.05% | 9.79% | 6.97% | 3.58% | 8.20% |
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
SABPX vs. ASFYX - Drawdown Comparison
The maximum SABPX drawdown since its inception was -40.58%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SABPX and ASFYX.
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Drawdown Indicators
| SABPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -36.43% | -4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -13.51% | +5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -22.41% | -36.43% | +14.02% |
Max Drawdown (10Y)Largest decline over 10 years | -25.29% | -36.43% | +11.14% |
Current DrawdownCurrent decline from peak | -5.01% | -24.28% | +19.27% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -13.10% | +8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 8.26% | -6.51% |
Volatility
SABPX vs. ASFYX - Volatility Comparison
Principal Strategic Asset Management Balanced Portfolio (SABPX) has a higher volatility of 4.16% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that SABPX'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
| SABPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.82% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 10.00% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 13.00% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 13.67% | -2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 12.68% | -1.97% |