VFAIX vs. ASFYX
Compare and contrast key facts about Vanguard Financials Index Fund Admiral Shares (VFAIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
VFAIX is managed by BlackRock. It was launched on Feb 4, 2004. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
VFAIX vs. ASFYX - Performance Comparison
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VFAIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | -11.11% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 20.05% |
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, VFAIX achieves a -11.11% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, VFAIX has outperformed ASFYX with an annualized return of 12.12%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
VFAIX
- 1D
- 1.06%
- 1M
- -5.57%
- YTD
- -11.11%
- 6M
- -9.20%
- 1Y
- 0.51%
- 3Y*
- 17.09%
- 5Y*
- 9.31%
- 10Y*
- 12.12%
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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VFAIX vs. ASFYX - Expense Ratio Comparison
VFAIX has a 0.10% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
VFAIX vs. ASFYX — Risk / Return Rank
VFAIX
ASFYX
VFAIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials Index Fund Admiral Shares (VFAIX) 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.
| VFAIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 0.18 | -0.09 |
Sortino ratioReturn per unit of downside risk | 0.25 | 0.30 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.10 | -0.12 |
Martin ratioReturn relative to average drawdown | -0.07 | 0.16 | -0.23 |
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
| VFAIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.18 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.17 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.15 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.31 | -0.09 |
Correlation
The correlation between VFAIX and ASFYX is 0.13, 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
VFAIX vs. ASFYX - Dividend Comparison
VFAIX's dividend yield for the trailing twelve months is around 1.64%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.64% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
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
VFAIX vs. ASFYX - Drawdown Comparison
The maximum VFAIX drawdown since its inception was -78.64%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for VFAIX and ASFYX.
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Drawdown Indicators
| VFAIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.64% | -36.43% | -42.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.72% | -13.51% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -36.43% | +10.72% |
Max Drawdown (10Y)Largest decline over 10 years | -44.37% | -36.43% | -7.94% |
Current DrawdownCurrent decline from peak | -13.82% | -24.37% | +10.55% |
Average DrawdownAverage peak-to-trough decline | -18.69% | -13.09% | -5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 8.72% | -3.86% |
Volatility
VFAIX vs. ASFYX - Volatility Comparison
Vanguard Financials Index Fund Admiral Shares (VFAIX) has a higher volatility of 4.20% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that VFAIX'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
| VFAIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.86% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 10.01% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 13.02% | +6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 13.68% | +5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.62% | 12.68% | +9.94% |