VGSAX vs. ASFYX
VGSAX (Virtus Duff & Phelps Global Real Estate Securities Fund Class A) and ASFYX (Virtus AlphaSimplex Managed Futures Strategy Fund Class I) are both mutual funds - VGSAX is a REIT fund actively managed by Virtus, while ASFYX is a Systematic Trend fund actively managed by Virtus. Both are actively managed. Over the past 10 years, VGSAX returned 5.44%/yr vs 2.08%/yr for ASFYX. Their 0.11 correlation means their historical movements had little consistent relationship. VGSAX charges 1.24%/yr vs 1.45%/yr for ASFYX.
Performance
VGSAX vs. ASFYX - Performance Comparison
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Returns By Period
In the year-to-date period, VGSAX achieves a 15.10% return, which is significantly higher than ASFYX's 9.56% return. Over the past 10 years, VGSAX has outperformed ASFYX with an annualized return of 5.44%, while ASFYX has yielded a comparatively lower 2.08% annualized return.
VGSAX
- 1D
- -0.12%
- 1M
- 2.26%
- 6M
- 11.88%
- YTD
- 15.10%
- 1Y
- 19.73%
- 3Y*
- 10.89%
- 5Y*
- 2.33%
- 10Y*
- 5.44%
- ALL TIME*
- 11.59%
ASFYX
- 1D
- -0.35%
- 1M
- 1.07%
- 6M
- 5.34%
- YTD
- 9.56%
- 1Y
- 21.27%
- 3Y*
- -3.32%
- 5Y*
- 2.26%
- 10Y*
- 2.08%
- ALL TIME*
- 3.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VGSAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A | 15.10% | 9.19% | 3.36% | 9.89% | -27.03% | 31.24% | -1.21% | 29.47% | -4.94% | 12.77% |
ASFYX Virtus AlphaSimplex Managed Futures Strategy Fund Class I | 9.56% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Correlation
The correlation between VGSAX and ASFYX is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2010 | 0.11 |
The correlation between VGSAX and ASFYX shifts across timeframes, from -0.04 (5 years) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VGSAX vs. ASFYX — Risk / Return Rank
VGSAX
ASFYX
VGSAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) and Virtus AlphaSimplex Managed Futures Strategy Fund Class I (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGSAX | ASFYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.63 | -0.85 |
| Martin ratioReturn relative to average drawdown | 6.62 | 7.58 | -0.96 |
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Drawdowns
VGSAX vs. ASFYX - Drawdown Comparison
The maximum VGSAX drawdown since its inception was -41.63%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for VGSAX and ASFYX.
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Drawdown Indicators
| VGSAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.63% | -36.43% | -5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -7.42% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -30.32% | +12.82% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -36.43% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | -36.43% | -5.20% |
Current DrawdownCurrent decline from peak | -0.72% | -22.26% | +21.54% |
Average DrawdownAverage peak-to-trough decline | -8.07% | -13.26% | +5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.57% | +0.16% |
Volatility
VGSAX vs. ASFYX - Volatility Comparison
Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) has a higher volatility of 3.35% compared to Virtus AlphaSimplex Managed Futures Strategy Fund Class I (ASFYX) at 2.89%. This indicates that VGSAX'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
| VGSAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 2.89% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 9.77% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 12.62% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 13.79% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.74% | 12.74% | +5.00% |
VGSAX vs. ASFYX - Expense Ratio Comparison
VGSAX has a 1.24% expense ratio, which is lower than ASFYX's 1.45% expense ratio.
Dividends
VGSAX vs. ASFYX - Dividend Comparison
VGSAX's dividend yield for the trailing twelve months is around 1.99%, more than ASFYX's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASFYX Virtus AlphaSimplex Managed Futures Strategy Fund Class I | 1.39% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A | 1.99% | 2.29% | 2.22% | 1.72% | 0.62% | 2.72% | 0.00% | 6.12% | 1.60% | 2.04% | 2.39% | 2.81% |
Frequently Asked Questions
VGSAX and ASFYX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGSAX has higher volatility (3.35%) compared to ASFYX (2.89%). In terms of maximum drawdown, VGSAX dropped -41.63% vs ASFYX's -36.43%.
ASFYX currently has the higher Sharpe Ratio (1.55 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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