SAGPX vs. ASFYX
Compare and contrast key facts about Principal Strategic Asset Management Conservative Growth Portfolio (SAGPX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SAGPX is managed by BlackRock. It was launched on Jul 24, 1996. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SAGPX vs. ASFYX - Performance Comparison
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SAGPX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAGPX Principal Strategic Asset Management Conservative Growth Portfolio | -3.51% | 15.24% | 21.99% | 18.93% | -18.09% | 17.13% | 12.53% | 23.55% | -7.12% | 19.33% |
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, SAGPX achieves a -3.51% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, SAGPX has outperformed ASFYX with an annualized return of 9.71%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
SAGPX
- 1D
- -0.27%
- 1M
- -7.65%
- YTD
- -3.51%
- 6M
- -1.52%
- 1Y
- 12.25%
- 3Y*
- 15.39%
- 5Y*
- 8.11%
- 10Y*
- 9.71%
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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SAGPX vs. ASFYX - Expense Ratio Comparison
SAGPX has a 0.60% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SAGPX vs. ASFYX — Risk / Return Rank
SAGPX
ASFYX
SAGPX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Conservative Growth Portfolio (SAGPX) 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.
| SAGPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.18 | +0.77 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.30 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 0.10 | +1.02 |
Martin ratioReturn relative to average drawdown | 5.24 | 0.16 | +5.08 |
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
| SAGPX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.18 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.17 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.15 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.31 | +0.17 |
Correlation
The correlation between SAGPX and ASFYX is 0.23, 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
SAGPX vs. ASFYX - Dividend Comparison
SAGPX's dividend yield for the trailing twelve months is around 13.94%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAGPX Principal Strategic Asset Management Conservative Growth Portfolio | 13.94% | 13.45% | 13.19% | 1.22% | 11.82% | 8.20% | 3.37% | 3.93% | 14.06% | 8.42% | 3.33% | 11.07% |
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
SAGPX vs. ASFYX - Drawdown Comparison
The maximum SAGPX drawdown since its inception was -49.37%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SAGPX and ASFYX.
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Drawdown Indicators
| SAGPX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.37% | -36.43% | -12.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -13.51% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.89% | -36.43% | +11.54% |
Max Drawdown (10Y)Largest decline over 10 years | -30.48% | -36.43% | +5.95% |
Current DrawdownCurrent decline from peak | -7.92% | -24.37% | +16.45% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -13.09% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 8.72% | -6.62% |
Volatility
SAGPX vs. ASFYX - Volatility Comparison
Principal Strategic Asset Management Conservative Growth Portfolio (SAGPX) has a higher volatility of 4.31% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that SAGPX'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
| SAGPX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.86% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 10.01% | -2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 13.02% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 13.68% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 12.68% | +1.02% |