SHYAX vs. ASFYX
Compare and contrast key facts about SEI Institutional Managed Trust High Yield Bond Fund (SHYAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SHYAX is managed by BlackRock. It was launched on Jan 11, 1995. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SHYAX vs. ASFYX - Performance Comparison
Loading graphics...
SHYAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHYAX SEI Institutional Managed Trust High Yield Bond Fund | -1.84% | 7.59% | 7.60% | 10.70% | -13.31% | 9.07% | 5.36% | 13.32% | -2.55% | 7.67% |
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, SHYAX achieves a -1.84% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, SHYAX has outperformed ASFYX with an annualized return of 5.54%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
SHYAX
- 1D
- 0.19%
- 1M
- -2.47%
- YTD
- -1.84%
- 6M
- -0.82%
- 1Y
- 4.87%
- 3Y*
- 6.85%
- 5Y*
- 2.92%
- 10Y*
- 5.54%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SHYAX vs. ASFYX - Expense Ratio Comparison
SHYAX has a 0.89% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SHYAX vs. ASFYX — Risk / Return Rank
SHYAX
ASFYX
SHYAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust High Yield Bond Fund (SHYAX) 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.
| SHYAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.18 | +1.13 |
Sortino ratioReturn per unit of downside risk | 1.85 | 0.30 | +1.55 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.04 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 0.10 | +1.39 |
Martin ratioReturn relative to average drawdown | 5.70 | 0.16 | +5.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SHYAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.18 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.17 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.15 | +0.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.31 | +0.93 |
Correlation
The correlation between SHYAX and ASFYX is 0.03, 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
SHYAX vs. ASFYX - Dividend Comparison
SHYAX's dividend yield for the trailing twelve months is around 8.10%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHYAX SEI Institutional Managed Trust High Yield Bond Fund | 8.10% | 8.69% | 7.48% | 10.58% | 12.96% | 5.19% | 7.50% | 6.05% | 7.51% | 6.90% | 7.06% | 7.34% |
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
SHYAX vs. ASFYX - Drawdown Comparison
The maximum SHYAX drawdown since its inception was -38.15%, roughly equal to the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SHYAX and ASFYX.
Loading graphics...
Drawdown Indicators
| SHYAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.15% | -36.43% | -1.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.20% | -13.51% | +10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -15.68% | -36.43% | +20.75% |
Max Drawdown (10Y)Largest decline over 10 years | -22.12% | -36.43% | +14.31% |
Current DrawdownCurrent decline from peak | -2.65% | -24.37% | +21.72% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -13.09% | +10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 8.72% | -7.88% |
Volatility
SHYAX vs. ASFYX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust High Yield Bond Fund (SHYAX) is 1.35%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that SHYAX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SHYAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 3.86% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | 10.01% | -7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.84% | 13.02% | -9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.74% | 13.68% | -8.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 12.68% | -7.34% |