SIMYX vs. ASFYX
Compare and contrast key facts about SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SIMYX is managed by BlackRock. It was launched on Oct 16, 2016. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SIMYX vs. ASFYX - Performance Comparison
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SIMYX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
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% | 5.82% |
Returns By Period
In the year-to-date period, SIMYX achieves a 3.35% return, which is significantly lower than ASFYX's 6.59% return.
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
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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SIMYX vs. ASFYX - Expense Ratio Comparison
SIMYX has a 0.86% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SIMYX vs. ASFYX — Risk / Return Rank
SIMYX
ASFYX
SIMYX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) 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.
| SIMYX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.18 | +1.58 |
Sortino ratioReturn per unit of downside risk | 2.30 | 0.30 | +2.00 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.04 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 0.10 | +2.42 |
Martin ratioReturn relative to average drawdown | 9.65 | 0.16 | +9.49 |
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
| SIMYX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.18 | +1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.17 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.31 | +0.27 |
Correlation
The correlation between SIMYX and ASFYX is 0.10, 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
SIMYX vs. ASFYX - Dividend Comparison
SIMYX's dividend yield for the trailing twelve months is around 3.03%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
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
SIMYX vs. ASFYX - Drawdown Comparison
The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SIMYX and ASFYX.
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Drawdown Indicators
| SIMYX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.14% | -36.43% | +4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -13.51% | +4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -36.43% | +11.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -7.35% | -24.37% | +17.02% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -13.09% | +6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 8.72% | -6.49% |
Volatility
SIMYX vs. ASFYX - Volatility Comparison
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) has a higher volatility of 4.79% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that SIMYX'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
| SIMYX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 3.86% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 10.01% | -2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 13.02% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 13.68% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 12.68% | -0.44% |