STLEX vs. ASFYX
Compare and contrast key facts about BlackRock LifePath Dynamic 2040 Fund (STLEX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
STLEX is managed by BlackRock. It was launched on Feb 28, 1994. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
STLEX vs. ASFYX - Performance Comparison
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STLEX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STLEX BlackRock LifePath Dynamic 2040 Fund | -2.77% | 16.87% | 4.80% | 19.45% | -17.10% | 16.01% | 14.01% | 25.74% | -7.40% | 20.00% |
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, STLEX achieves a -2.77% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, STLEX has outperformed ASFYX with an annualized return of 8.89%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
STLEX
- 1D
- -0.11%
- 1M
- -7.21%
- YTD
- -2.77%
- 6M
- -0.85%
- 1Y
- 13.97%
- 3Y*
- 10.07%
- 5Y*
- 5.54%
- 10Y*
- 8.89%
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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STLEX vs. ASFYX - Expense Ratio Comparison
STLEX has a 0.47% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
STLEX vs. ASFYX — Risk / Return Rank
STLEX
ASFYX
STLEX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Dynamic 2040 Fund (STLEX) 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.
| STLEX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.18 | +0.83 |
Sortino ratioReturn per unit of downside risk | 1.48 | 0.30 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.10 | +1.17 |
Martin ratioReturn relative to average drawdown | 6.16 | 0.16 | +6.00 |
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
| STLEX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.18 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.17 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.15 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.31 | +0.15 |
Correlation
The correlation between STLEX and ASFYX is 0.21, 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
STLEX vs. ASFYX - Dividend Comparison
STLEX's dividend yield for the trailing twelve months is around 6.31%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLEX BlackRock LifePath Dynamic 2040 Fund | 6.31% | 6.14% | 2.31% | 4.81% | 2.21% | 20.42% | 4.25% | 6.64% | 14.47% | 14.38% | 1.84% | 10.65% |
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
STLEX vs. ASFYX - Drawdown Comparison
The maximum STLEX drawdown since its inception was -54.19%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for STLEX and ASFYX.
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Drawdown Indicators
| STLEX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.19% | -36.43% | -17.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -13.51% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -36.43% | +11.50% |
Max Drawdown (10Y)Largest decline over 10 years | -33.13% | -36.43% | +3.30% |
Current DrawdownCurrent decline from peak | -7.59% | -24.37% | +16.78% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -13.09% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 8.72% | -6.67% |
Volatility
STLEX vs. ASFYX - Volatility Comparison
BlackRock LifePath Dynamic 2040 Fund (STLEX) has a higher volatility of 4.69% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that STLEX'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
| STLEX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 3.86% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 10.01% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 13.02% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 13.68% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 12.68% | +1.96% |