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STLFX vs. ASFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STLFX vs. ASFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Dynamic 2050 Fund (STLFX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). The values are adjusted to include any dividend payments, if applicable.

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STLFX vs. ASFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STLFX
BlackRock LifePath Dynamic 2050 Fund
-3.93%20.03%5.73%22.31%-18.73%18.12%14.82%26.48%-8.22%21.73%
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, STLFX achieves a -3.93% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, STLFX has outperformed ASFYX with an annualized return of 9.68%, while ASFYX has yielded a comparatively lower 1.87% annualized return.


STLFX

1D
-0.24%
1M
-8.91%
YTD
-3.93%
6M
-1.66%
1Y
16.40%
3Y*
11.63%
5Y*
6.33%
10Y*
9.68%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STLFX vs. ASFYX - Expense Ratio Comparison

STLFX has a 0.49% expense ratio, which is lower than ASFYX's 1.47% expense ratio.


Return for Risk

STLFX vs. ASFYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STLFX
STLFX Risk / Return Rank: 5252
Overall Rank
STLFX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
STLFX Sortino Ratio Rank: 5050
Sortino Ratio Rank
STLFX Omega Ratio Rank: 5151
Omega Ratio Rank
STLFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
STLFX Martin Ratio Rank: 6060
Martin Ratio Rank

ASFYX
ASFYX Risk / Return Rank: 88
Overall Rank
ASFYX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ASFYX Sortino Ratio Rank: 88
Sortino Ratio Rank
ASFYX Omega Ratio Rank: 88
Omega Ratio Rank
ASFYX Calmar Ratio Rank: 88
Calmar Ratio Rank
ASFYX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STLFX vs. ASFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Dynamic 2050 Fund (STLFX) 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.


STLFXASFYXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.18

+0.76

Sortino ratio

Return per unit of downside risk

1.41

0.30

+1.11

Omega ratio

Gain probability vs. loss probability

1.21

1.04

+0.16

Calmar ratio

Return relative to maximum drawdown

1.22

0.10

+1.12

Martin ratio

Return relative to average drawdown

5.79

0.16

+5.63

STLFX vs. ASFYX - Sharpe Ratio Comparison

The current STLFX Sharpe Ratio is 0.94, which is higher than the ASFYX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of STLFX and ASFYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


STLFXASFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.18

+0.76

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

0.59

0.15

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.31

+0.06

Correlation

The correlation between STLFX and ASFYX is 0.22, 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

STLFX vs. ASFYX - Dividend Comparison

STLFX's dividend yield for the trailing twelve months is around 6.45%, more than ASFYX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
STLFX
BlackRock LifePath Dynamic 2050 Fund
6.45%6.20%1.86%2.91%2.51%16.88%2.27%6.09%15.73%5.87%2.00%9.21%
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

STLFX vs. ASFYX - Drawdown Comparison

The maximum STLFX drawdown since its inception was -50.35%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for STLFX and ASFYX.


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Drawdown Indicators


STLFXASFYXDifference

Max Drawdown

Largest peak-to-trough decline

-50.35%

-36.43%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-13.51%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-36.43%

+9.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

-36.43%

+1.95%

Current Drawdown

Current decline from peak

-9.45%

-24.37%

+14.92%

Average Drawdown

Average peak-to-trough decline

-6.83%

-13.09%

+6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

8.72%

-6.20%

Volatility

STLFX vs. ASFYX - Volatility Comparison

BlackRock LifePath Dynamic 2050 Fund (STLFX) has a higher volatility of 5.81% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that STLFX'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


STLFXASFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

3.86%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

10.01%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

13.02%

+4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

13.68%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

12.68%

+3.65%