ASFYX vs. NASDX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
ASFYX is managed by BlackRock. It was launched on Jul 30, 2010. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
ASFYX vs. NASDX - Performance Comparison
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ASFYX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, ASFYX achieves a 6.72% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, ASFYX has underperformed NASDX with an annualized return of 1.88%, while NASDX has yielded a comparatively higher 19.48% annualized return.
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%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
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ASFYX vs. NASDX - Expense Ratio Comparison
ASFYX has a 1.47% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
ASFYX vs. NASDX — Risk / Return Rank
ASFYX
NASDX
ASFYX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) 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.
| ASFYX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 1.04 | -0.77 |
Sortino ratioReturn per unit of downside risk | 0.42 | 1.63 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.23 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.87 | -1.70 |
Martin ratioReturn relative to average drawdown | 0.29 | 7.07 | -6.78 |
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
| ASFYX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 1.04 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.64 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.86 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.29 | +0.02 |
Correlation
The correlation between ASFYX and NASDX is 0.20, 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
ASFYX vs. NASDX - Dividend Comparison
ASFYX's dividend yield for the trailing twelve months is around 1.42%, less than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
ASFYX vs. NASDX - Drawdown Comparison
The maximum ASFYX drawdown since its inception was -36.43%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for ASFYX and NASDX.
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Drawdown Indicators
| ASFYX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.43% | -83.16% | +46.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -12.70% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -36.43% | -35.33% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -36.43% | -35.33% | -1.10% |
Current DrawdownCurrent decline from peak | -24.28% | -8.91% | -15.37% |
Average DrawdownAverage peak-to-trough decline | -13.10% | -34.59% | +21.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.26% | 3.37% | +4.89% |
Volatility
ASFYX vs. NASDX - Volatility Comparison
The current volatility for AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) is 3.82%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 6.54%. This indicates that ASFYX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASFYX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 6.54% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 12.89% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 22.75% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 23.07% | -9.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.68% | 22.63% | -9.95% |