SHSAX vs. ASFYX
Compare and contrast key facts about BlackRock Health Sciences Opportunities Portfolio (SHSAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SHSAX is managed by BlackRock. It was launched on Dec 20, 1999. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SHSAX vs. ASFYX - Performance Comparison
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SHSAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHSAX BlackRock Health Sciences Opportunities Portfolio | -6.94% | 15.85% | 3.73% | 3.59% | -5.94% | 11.88% | 19.44% | 25.27% | 7.93% | 24.74% |
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, SHSAX achieves a -6.94% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, SHSAX has outperformed ASFYX with an annualized return of 9.71%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
SHSAX
- 1D
- 0.28%
- 1M
- -9.11%
- YTD
- -6.94%
- 6M
- 3.97%
- 1Y
- 4.06%
- 3Y*
- 5.89%
- 5Y*
- 4.02%
- 10Y*
- 9.71%
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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SHSAX vs. ASFYX - Expense Ratio Comparison
SHSAX has a 1.09% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SHSAX vs. ASFYX — Risk / Return Rank
SHSAX
ASFYX
SHSAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) 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.
| SHSAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 0.27 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.50 | 0.42 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.06 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.18 | +0.22 |
Martin ratioReturn relative to average drawdown | 0.94 | 0.29 | +0.65 |
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
| SHSAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.27 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.17 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.15 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.31 | +0.41 |
Correlation
The correlation between SHSAX and ASFYX is 0.16, 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
SHSAX vs. ASFYX - Dividend Comparison
SHSAX's dividend yield for the trailing twelve months is around 11.43%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHSAX BlackRock Health Sciences Opportunities Portfolio | 11.43% | 10.63% | 9.18% | 3.84% | 7.44% | 9.20% | 4.34% | 3.89% | 8.56% | 3.53% | 2.43% | 12.58% |
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
SHSAX vs. ASFYX - Drawdown Comparison
The maximum SHSAX drawdown since its inception was -35.49%, roughly equal to the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SHSAX and ASFYX.
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Drawdown Indicators
| SHSAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -36.43% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -13.51% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -36.43% | +18.44% |
Max Drawdown (10Y)Largest decline over 10 years | -28.36% | -36.43% | +8.07% |
Current DrawdownCurrent decline from peak | -9.62% | -24.28% | +14.66% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -13.10% | +6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 8.26% | -4.06% |
Volatility
SHSAX vs. ASFYX - Volatility Comparison
BlackRock Health Sciences Opportunities Portfolio (SHSAX) has a higher volatility of 4.60% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that SHSAX'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
| SHSAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 3.82% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 10.00% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 13.00% | +3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 13.67% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 12.68% | +3.85% |