VFPIX vs. ASFYX
Compare and contrast key facts about Private Capital Management Value Fund (VFPIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
VFPIX is managed by BlackRock. It was launched on May 28, 2010. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
VFPIX vs. ASFYX - Performance Comparison
Loading graphics...
VFPIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFPIX Private Capital Management Value Fund | -7.41% | -0.05% | 31.32% | 7.12% | -1.18% | 36.37% | 14.00% | 16.86% | -9.40% | 15.51% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -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, VFPIX achieves a -7.41% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, VFPIX has outperformed ASFYX with an annualized return of 10.47%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
VFPIX
- 1D
- 1.96%
- 1M
- -4.94%
- YTD
- -7.41%
- 6M
- -7.69%
- 1Y
- 1.86%
- 3Y*
- 6.29%
- 5Y*
- 8.18%
- 10Y*
- 10.47%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFPIX vs. ASFYX - Expense Ratio Comparison
VFPIX has a 1.20% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
VFPIX vs. ASFYX — Risk / Return Rank
VFPIX
ASFYX
VFPIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Private Capital Management Value Fund (VFPIX) 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.
| VFPIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 0.27 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.28 | 0.42 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.06 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 0.18 | +0.03 |
Martin ratioReturn relative to average drawdown | 0.54 | 0.29 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VFPIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.27 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.17 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.15 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.31 | +0.18 |
Correlation
The correlation between VFPIX and ASFYX is 0.15, 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
VFPIX vs. ASFYX - Dividend Comparison
VFPIX's dividend yield for the trailing twelve months is around 2.31%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFPIX Private Capital Management Value Fund | 2.31% | 2.14% | 8.91% | 0.64% | 3.39% | 13.37% | 12.63% | 20.74% | 20.32% | 1.30% | 1.42% | 6.95% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
VFPIX vs. ASFYX - Drawdown Comparison
The maximum VFPIX drawdown since its inception was -52.37%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for VFPIX and ASFYX.
Loading graphics...
Drawdown Indicators
| VFPIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.37% | -36.43% | -15.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.74% | -13.51% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -36.43% | +13.68% |
Max Drawdown (10Y)Largest decline over 10 years | -52.37% | -36.43% | -15.94% |
Current DrawdownCurrent decline from peak | -10.89% | -24.28% | +13.39% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -13.10% | +5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 8.26% | -2.48% |
Volatility
VFPIX vs. ASFYX - Volatility Comparison
Private Capital Management Value Fund (VFPIX) has a higher volatility of 6.19% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that VFPIX'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.
Loading graphics...
Volatility by Period
| VFPIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 3.82% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 10.00% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 13.00% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 13.67% | +7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 12.68% | +10.42% |