PortfoliosLab logoPortfoliosLab logo
BDOIX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDOIX vs. NASDX - Performance Comparison

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

Loading graphics...

BDOIX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDOIX
iShares MSCI Total International Index Fund
-1.20%32.57%5.19%15.25%-16.39%7.59%10.72%21.19%-13.94%26.33%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
-9.12%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, BDOIX achieves a -1.20% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, BDOIX has underperformed NASDX with an annualized return of 8.21%, while NASDX has yielded a comparatively higher 19.08% annualized return.


BDOIX

1D
-0.16%
1M
-11.12%
YTD
-1.20%
6M
3.31%
1Y
23.32%
3Y*
14.05%
5Y*
6.64%
10Y*
8.21%

NASDX

1D
-0.79%
1M
-8.02%
YTD
-9.12%
6M
-6.79%
1Y
19.59%
3Y*
24.51%
5Y*
14.42%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BDOIX vs. NASDX - Expense Ratio Comparison

BDOIX has a 0.15% expense ratio, which is lower than NASDX's 0.63% expense ratio.


Return for Risk

BDOIX vs. NASDX — Risk / Return Rank

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

BDOIX
BDOIX Risk / Return Rank: 7777
Overall Rank
BDOIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BDOIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BDOIX Omega Ratio Rank: 7575
Omega Ratio Rank
BDOIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BDOIX Martin Ratio Rank: 7676
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 5151
Overall Rank
NASDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5050
Omega Ratio Rank
NASDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NASDX Martin Ratio Rank: 5252
Martin Ratio Rank
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.

BDOIX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) 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.


BDOIXNASDXDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.88

+0.52

Sortino ratio

Return per unit of downside risk

1.90

1.40

+0.49

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

1.84

1.31

+0.53

Martin ratio

Return relative to average drawdown

7.28

5.01

+2.26

BDOIX vs. NASDX - Sharpe Ratio Comparison

The current BDOIX Sharpe Ratio is 1.40, which is higher than the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BDOIX and NASDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BDOIXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.88

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.63

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.85

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.29

+0.02

Correlation

The correlation between BDOIX and NASDX is 0.71, 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

BDOIX vs. NASDX - Dividend Comparison

BDOIX's dividend yield for the trailing twelve months is around 2.40%, less than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
BDOIX
iShares MSCI Total International Index Fund
2.40%3.08%2.89%2.99%2.91%3.07%2.00%3.08%3.33%1.83%3.57%3.94%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
3.93%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%

Drawdowns

BDOIX vs. NASDX - Drawdown Comparison

The maximum BDOIX drawdown since its inception was -35.10%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BDOIX and NASDX.


Loading graphics...

Drawdown Indicators


BDOIXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-83.16%

+48.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-12.70%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-30.25%

-35.33%

+5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-35.33%

+0.23%

Current Drawdown

Current decline from peak

-11.37%

-11.90%

+0.53%

Average Drawdown

Average peak-to-trough decline

-8.57%

-34.59%

+26.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.32%

-0.44%

Volatility

BDOIX vs. NASDX - Volatility Comparison

iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 7.04% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that BDOIX'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.


Loading graphics...

Volatility by Period


BDOIXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

5.38%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

12.45%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

22.55%

-6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

23.03%

-7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

22.61%

-6.51%