SBFAX vs. ASFYX
Compare and contrast key facts about 1919 Financial Services Fund (SBFAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SBFAX is managed by BlackRock. It was launched on Nov 16, 1998. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SBFAX vs. ASFYX - Performance Comparison
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SBFAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBFAX 1919 Financial Services Fund | -6.51% | 4.29% | 24.86% | 1.50% | -13.99% | 30.74% | 0.14% | 29.11% | -14.94% | 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, SBFAX achieves a -6.51% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, SBFAX has outperformed ASFYX with an annualized return of 8.60%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
SBFAX
- 1D
- 1.64%
- 1M
- -3.96%
- YTD
- -6.51%
- 6M
- -5.56%
- 1Y
- -3.79%
- 3Y*
- 11.91%
- 5Y*
- 2.95%
- 10Y*
- 8.60%
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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SBFAX vs. ASFYX - Expense Ratio Comparison
SBFAX has a 1.36% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SBFAX vs. ASFYX — Risk / Return Rank
SBFAX
ASFYX
SBFAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 1919 Financial Services Fund (SBFAX) 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.
| SBFAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.22 | 0.27 | -0.49 |
Sortino ratioReturn per unit of downside risk | -0.18 | 0.42 | -0.60 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.06 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.18 | -0.44 |
Martin ratioReturn relative to average drawdown | -0.68 | 0.29 | -0.98 |
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
| SBFAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.22 | 0.27 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.17 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.15 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.09 |
Correlation
The correlation between SBFAX and ASFYX is 0.12, 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
SBFAX vs. ASFYX - Dividend Comparison
SBFAX's dividend yield for the trailing twelve months is around 15.52%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBFAX 1919 Financial Services Fund | 15.52% | 14.51% | 10.60% | 10.93% | 2.40% | 4.83% | 5.09% | 3.84% | 1.58% | 0.00% | 2.93% | 7.25% |
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
SBFAX vs. ASFYX - Drawdown Comparison
The maximum SBFAX drawdown since its inception was -49.33%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SBFAX and ASFYX.
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Drawdown Indicators
| SBFAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.33% | -36.43% | -12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.95% | -13.51% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -33.94% | -36.43% | +2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -43.58% | -36.43% | -7.15% |
Current DrawdownCurrent decline from peak | -9.34% | -24.28% | +14.94% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -13.10% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 8.26% | -3.69% |
Volatility
SBFAX vs. ASFYX - Volatility Comparison
1919 Financial Services Fund (SBFAX) has a higher volatility of 4.12% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that SBFAX'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
| SBFAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 3.82% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.00% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 13.00% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 13.67% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 12.68% | +10.17% |