WFBIX vs. ASFYX

Last updated Apr 1, 2026

Compare and contrast key facts about iShares U.S. Aggregate Bond Index Fund (WFBIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).

WFBIX is managed by BlackRock. It was launched on Jul 2, 1993. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.

Performance

WFBIX vs. ASFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aggregate Bond Index Fund (WFBIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). The values are adjusted to include any dividend payments, if applicable.

WFBIX vs. ASFYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WFBIX iShares U.S. Aggregate Bond Index Fund	-0.46%	7.16%	1.43%	9.65%	-13.03%	-1.79%	7.40%	8.72%	-0.08%	3.39%
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, WFBIX achieves a -0.46% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, WFBIX has outperformed ASFYX with an annualized return of 1.98%, while ASFYX has yielded a comparatively lower 1.87% annualized return.

WFBIX

• 1D: 0.44%
• 1M: -2.37%
• YTD: -0.46%
• 6M: 0.51%
• 1Y: 3.81%
• 3Y*: 4.74%
• 5Y*: 0.97%
• 10Y*: 1.98%

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)

WFBIX vs. ASFYX - Expense Ratio Comparison

WFBIX has a 0.05% expense ratio, which is lower than ASFYX's 1.47% expense ratio.

ASFYX

AlphaSimplex Managed Futures Strategy Fund Class Y

WFBIX

iShares U.S. Aggregate Bond Index Fund

Return for Risk

WFBIX vs. ASFYX — Risk / Return Rank

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

WFBIX

WFBIX Risk / Return Rank: 53
WFBIX Sharpe Ratio Rank: 52
WFBIX Sortino Ratio Rank: 50
WFBIX Omega Ratio Rank: 38
WFBIX Calmar Ratio Rank: 75
WFBIX Martin Ratio Rank: 50

ASFYX

ASFYX Risk / Return Rank: 8
ASFYX Sharpe Ratio Rank: 9
ASFYX Sortino Ratio Rank: 8
ASFYX Omega Ratio Rank: 8
ASFYX Calmar Ratio Rank: 8
ASFYX Martin Ratio Rank: 7

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.

WFBIX vs. ASFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) 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.

	WFBIX	ASFYX	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.18	+0.79
Sortino ratio Return per unit of downside risk	1.38	0.30	+1.08
Omega ratio Gain probability vs. loss probability	1.17	1.04	+0.13
Calmar ratio Return relative to maximum drawdown	1.73	0.10	+1.63
Martin ratio Return relative to average drawdown	4.89	0.16	+4.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WFBIX vs. ASFYX - Sharpe Ratio Comparison

The current WFBIX Sharpe Ratio is 0.97, which is higher than the ASFYX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of WFBIX 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.

Sharpe Ratios by Period

	WFBIX	ASFYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.18	+0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.17	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.15	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.31	+0.63

Correlation

The correlation between WFBIX and ASFYX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

WFBIX vs. ASFYX - Dividend Comparison

WFBIX's dividend yield for the trailing twelve months is around 3.54%, more than ASFYX's 1.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WFBIX iShares U.S. Aggregate Bond Index Fund	3.54%	3.78%	3.68%	6.82%	2.60%	2.04%	2.43%	2.88%	2.71%	2.24%	2.25%	2.20%
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

WFBIX vs. ASFYX - Drawdown Comparison

The maximum WFBIX drawdown since its inception was -18.68%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for WFBIX and ASFYX.

Drawdown Indicators

	WFBIX	ASFYX	Difference
Max Drawdown Largest peak-to-trough decline	-18.68%	-36.43%	+17.75%
Max Drawdown (1Y) Largest decline over 1 year	-2.80%	-13.51%	+10.71%
Max Drawdown (5Y) Largest decline over 5 years	-17.84%	-36.43%	+18.59%
Max Drawdown (10Y) Largest decline over 10 years	-18.68%	-36.43%	+17.75%
Current Drawdown Current decline from peak	-2.37%	-24.37%	+22.00%
Average Drawdown Average peak-to-trough decline	-2.27%	-13.09%	+10.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.99%	8.72%	-7.73%

Volatility

WFBIX vs. ASFYX - Volatility Comparison

The current volatility for iShares U.S. Aggregate Bond Index Fund (WFBIX) is 1.58%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that WFBIX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFBIX	ASFYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.58%	3.86%	-2.28%
Volatility (6M) Calculated over the trailing 6-month period	2.59%	10.01%	-7.42%
Volatility (1Y) Calculated over the trailing 1-year period	4.42%	13.02%	-8.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.37%	13.68%	-7.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.15%	12.68%	-7.53%