ATWYX vs. NASDX
Compare and contrast key facts about AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
ATWYX is managed by BlackRock. It was launched on Sep 1, 2003. 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
ATWYX vs. NASDX - Performance Comparison
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ATWYX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | -1.67% | 21.44% | 18.72% | 20.55% | -18.58% | 20.45% | 12.70% | 25.56% | -9.76% | 23.04% |
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, ATWYX achieves a -1.67% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, ATWYX has underperformed NASDX with an annualized return of 10.79%, while NASDX has yielded a comparatively higher 19.48% annualized return.
ATWYX
- 1D
- 3.18%
- 1M
- -5.98%
- YTD
- -1.67%
- 6M
- 0.82%
- 1Y
- 21.55%
- 3Y*
- 17.03%
- 5Y*
- 9.31%
- 10Y*
- 10.79%
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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ATWYX vs. NASDX - Expense Ratio Comparison
ATWYX has a 0.38% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
ATWYX vs. NASDX — Risk / Return Rank
ATWYX
NASDX
ATWYX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) 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.
| ATWYX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.04 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.63 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.87 | +0.04 |
Martin ratioReturn relative to average drawdown | 8.56 | 7.07 | +1.49 |
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
| ATWYX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.04 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.64 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.86 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.29 | +0.12 |
Correlation
The correlation between ATWYX and NASDX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ATWYX vs. NASDX - Dividend Comparison
ATWYX's dividend yield for the trailing twelve months is around 4.48%, more than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | 4.48% | 4.41% | 2.49% | 1.84% | 5.88% | 5.81% | 1.23% | 4.93% | 5.57% | 12.93% | 3.16% | 7.84% |
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
ATWYX vs. NASDX - Drawdown Comparison
The maximum ATWYX drawdown since its inception was -59.14%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for ATWYX and NASDX.
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Drawdown Indicators
| ATWYX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.14% | -83.16% | +24.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -12.70% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -35.33% | +9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | -35.33% | +1.00% |
Current DrawdownCurrent decline from peak | -6.88% | -8.91% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -34.59% | +24.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.37% | -0.77% |
Volatility
ATWYX vs. NASDX - Volatility Comparison
AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) have volatilities of 6.28% and 6.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATWYX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.54% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 12.89% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 22.75% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 23.07% | -7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 22.63% | -5.92% |