^RTSI vs. NASDX

Last updated Jun 4, 2026

^RTSI (RTS Index) is an index, while NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index. Over the past 10 years, ^RTSI returned 2.17%/yr vs 22.58%/yr for NASDX. At a 0.20 correlation, their price movements are largely independent.

Performance

^RTSI vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RTS Index (^RTSI) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^RTSI achieves a 0.37% return, which is significantly lower than NASDX's 21.38% return. Over the past 10 years, ^RTSI has underperformed NASDX with an annualized return of 2.17%, while NASDX has yielded a comparatively higher 22.58% annualized return.

^RTSI

• 1D: -1.70%
• 1M: 2.18%
• YTD: 0.37%
• 6M: 4.36%
• 1Y: -1.23%
• 3Y*: 2.07%
• 5Y*: -7.45%
• 10Y*: 2.17%

NASDX

• 1D: 0.47%
• 1M: 10.94%
• YTD: 21.38%
• 6M: 19.90%
• 1Y: 42.08%
• 3Y*: 32.65%
• 5Y*: 20.44%
• 10Y*: 22.58%

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

^RTSI vs. NASDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^RTSI RTS Index	0.37%	24.73%	-17.56%	11.63%	-39.18%	15.01%	-10.42%	44.93%	-7.42%	0.18%
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares	21.38%	21.00%	36.91%	54.69%	-32.57%	27.32%	48.59%	38.22%	-1.21%	31.27%

Correlation

The correlation between ^RTSI and NASDX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jan 19, 2000	0.20

The correlation between ^RTSI and NASDX shifts across timeframes, from -0.01 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Return for Risk

^RTSI vs. NASDX — Risk / Return Rank

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

^RTSI

^RTSI Risk / Return Rank: 10
^RTSI Sharpe Ratio Rank: 10
^RTSI Sortino Ratio Rank: 10
^RTSI Omega Ratio Rank: 10
^RTSI Calmar Ratio Rank: 11
^RTSI Martin Ratio Rank: 11

NASDX

NASDX Risk / Return Rank: 75
NASDX Sharpe Ratio Rank: 84
NASDX Sortino Ratio Rank: 71
NASDX Omega Ratio Rank: 67
NASDX Calmar Ratio Rank: 80
NASDX Martin Ratio Rank: 75

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.

^RTSI vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RTS Index (^RTSI) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.

	^RTSI	NASDX	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	2.70	-2.75
Sortino ratio: Return per unit of downside risk	0.07	3.51	-3.44
Omega ratio: Gain probability vs. loss probability	1.01	1.46	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.07	3.65	-3.71
Martin ratio: Return relative to average drawdown	-0.15	14.16	-14.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^RTSI vs. NASDX - Sharpe Ratio Comparison

The current ^RTSI Sharpe Ratio is -0.06, which is lower than the NASDX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of ^RTSI and NASDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^RTSI	NASDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	2.70	-2.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.89	-1.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	1.00	-0.93
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.33	-0.11

Drawdowns

^RTSI vs. NASDX - Drawdown Comparison

The maximum ^RTSI drawdown since its inception was -93.26%, which is greater than NASDX's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for ^RTSI and NASDX.

Drawdown Indicators

	^RTSI	NASDX	Difference
Max Drawdown Largest peak-to-trough decline	-93.26%	-83.16%	-10.10%
Max Drawdown (1Y) Largest decline over 1 year	-17.79%	-11.90%	-5.89%
Max Drawdown (3Y) Largest decline over 3 years	-40.03%	-22.71%	-17.32%
Max Drawdown (5Y) Largest decline over 5 years	-62.14%	-35.33%	-26.81%
Max Drawdown (10Y) Largest decline over 10 years	-62.14%	-35.33%	-26.81%
Current Drawdown Current decline from peak	-55.05%	0.00%	-55.05%
Average Drawdown Average peak-to-trough decline	-43.30%	-34.37%	-8.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.17%	3.06%	+5.11%

Volatility

^RTSI vs. NASDX - Volatility Comparison

RTS Index (^RTSI) has a higher volatility of 5.98% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 4.51%. This indicates that ^RTSI's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^RTSI	NASDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.98%	4.51%	+1.47%
Volatility (6M) Calculated over the trailing 6-month period	12.81%	12.19%	+0.62%
Volatility (1Y) Calculated over the trailing 1-year period	21.07%	16.10%	+4.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.06%	23.06%	+13.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.01%	22.68%	+8.33%

Frequently Asked Questions

Can I hold both ^RTSI and NASDX in my portfolio?

^RTSI and NASDX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^RTSI or NASDX?

^RTSI has higher volatility (5.98%) compared to NASDX (4.51%). In terms of maximum drawdown, ^RTSI dropped -93.26% vs NASDX's -83.16%.

Which has better risk-adjusted returns?

NASDX currently has the higher Sharpe Ratio (2.70 vs -0.06), 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.