SPMIX vs. ASFYX
Compare and contrast key facts about Shelton Capital Management S&P Midcap Index Fund (SPMIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SPMIX is managed by BlackRock. It was launched on Apr 20, 1992. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SPMIX vs. ASFYX - Performance Comparison
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SPMIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPMIX Shelton Capital Management S&P Midcap Index Fund | -0.51% | 6.72% | 24.42% | 15.96% | -13.18% | 23.73% | 12.97% | 34.63% | -11.34% | 15.74% |
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, SPMIX achieves a -0.51% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, SPMIX has outperformed ASFYX with an annualized return of 11.55%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
SPMIX
- 1D
- -0.81%
- 1M
- -8.08%
- YTD
- -0.51%
- 6M
- 1.13%
- 1Y
- 13.50%
- 3Y*
- 13.91%
- 5Y*
- 7.77%
- 10Y*
- 11.55%
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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SPMIX vs. ASFYX - Expense Ratio Comparison
SPMIX has a 0.62% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SPMIX vs. ASFYX — Risk / Return Rank
SPMIX
ASFYX
SPMIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P Midcap Index Fund (SPMIX) 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.
| SPMIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.18 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.30 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.04 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.10 | +0.71 |
Martin ratioReturn relative to average drawdown | 3.52 | 0.16 | +3.36 |
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
| SPMIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.18 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.17 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.15 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.31 | +0.14 |
Correlation
The correlation between SPMIX and ASFYX is 0.18, 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
SPMIX vs. ASFYX - Dividend Comparison
SPMIX's dividend yield for the trailing twelve months is around 5.51%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPMIX Shelton Capital Management S&P Midcap Index Fund | 5.51% | 5.55% | 20.56% | 6.35% | 9.15% | 9.87% | 8.65% | 13.64% | 13.74% | 6.83% | 16.77% | 19.89% |
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
SPMIX vs. ASFYX - Drawdown Comparison
The maximum SPMIX drawdown since its inception was -55.44%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SPMIX and ASFYX.
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Drawdown Indicators
| SPMIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.44% | -36.43% | -19.01% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -13.51% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.00% | -36.43% | +12.43% |
Max Drawdown (10Y)Largest decline over 10 years | -41.91% | -36.43% | -5.48% |
Current DrawdownCurrent decline from peak | -8.89% | -24.37% | +15.48% |
Average DrawdownAverage peak-to-trough decline | -7.29% | -13.09% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 8.72% | -5.48% |
Volatility
SPMIX vs. ASFYX - Volatility Comparison
Shelton Capital Management S&P Midcap Index Fund (SPMIX) has a higher volatility of 5.72% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that SPMIX'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
| SPMIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 3.86% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 10.01% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.75% | 13.02% | +7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.09% | 13.68% | +6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 12.68% | +8.59% |