BFMCX vs. NASDX
Compare and contrast key facts about BlackRock Core Bond Portfolio (BFMCX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
BFMCX is managed by BlackRock. It was launched on Dec 9, 1992. 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
BFMCX vs. NASDX - Performance Comparison
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BFMCX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFMCX BlackRock Core Bond Portfolio | -0.83% | 7.43% | 0.66% | 5.32% | -14.35% | -1.52% | 8.32% | 9.85% | -0.28% | 3.16% |
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, BFMCX achieves a -0.83% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, BFMCX has underperformed NASDX with an annualized return of 1.54%, while NASDX has yielded a comparatively higher 19.08% annualized return.
BFMCX
- 1D
- 0.49%
- 1M
- -2.72%
- YTD
- -0.83%
- 6M
- 0.16%
- 1Y
- 3.70%
- 3Y*
- 2.90%
- 5Y*
- -0.33%
- 10Y*
- 1.54%
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%
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BFMCX vs. NASDX - Expense Ratio Comparison
BFMCX has a 0.44% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
BFMCX vs. NASDX — Risk / Return Rank
BFMCX
NASDX
BFMCX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Portfolio (BFMCX) 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.
| BFMCX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.88 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.40 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.31 | +0.19 |
Martin ratioReturn relative to average drawdown | 4.75 | 5.01 | -0.27 |
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
| BFMCX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.88 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.63 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.85 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.29 | +0.58 |
Correlation
The correlation between BFMCX and NASDX is -0.13. 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
BFMCX vs. NASDX - Dividend Comparison
BFMCX's dividend yield for the trailing twelve months is around 3.92%, which matches NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFMCX BlackRock Core Bond Portfolio | 3.92% | 4.10% | 3.86% | 3.21% | 1.86% | 2.11% | 5.78% | 2.86% | 3.02% | 2.69% | 2.41% | 2.57% |
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
BFMCX vs. NASDX - Drawdown Comparison
The maximum BFMCX drawdown since its inception was -19.49%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BFMCX and NASDX.
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Drawdown Indicators
| BFMCX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.49% | -83.16% | +63.67% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -12.70% | +9.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -35.33% | +16.01% |
Max Drawdown (10Y)Largest decline over 10 years | -19.49% | -35.33% | +15.84% |
Current DrawdownCurrent decline from peak | -4.73% | -11.90% | +7.17% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -34.59% | +31.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 3.32% | -2.31% |
Volatility
BFMCX vs. NASDX - Volatility Comparison
The current volatility for BlackRock Core Bond Portfolio (BFMCX) is 1.78%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that BFMCX 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
| BFMCX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 5.38% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 12.45% | -9.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 22.55% | -18.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 23.03% | -16.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 22.61% | -17.58% |