BIMBX vs. NASDX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Class I (BIMBX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
BIMBX is managed by BlackRock. It was launched on May 19, 2015. 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
BIMBX vs. NASDX - Performance Comparison
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BIMBX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 0.96% | 5.00% | 6.83% | 6.43% | -2.95% | 6.18% | 3.57% | 8.43% | 1.83% | 9.89% |
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, BIMBX achieves a 0.96% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, BIMBX has underperformed NASDX with an annualized return of 4.70%, while NASDX has yielded a comparatively higher 19.08% annualized return.
BIMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.96%
- 6M
- 2.76%
- 1Y
- 3.06%
- 3Y*
- 6.50%
- 5Y*
- 4.19%
- 10Y*
- 4.70%
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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BIMBX vs. NASDX - Expense Ratio Comparison
BIMBX has a 0.98% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
BIMBX vs. NASDX — Risk / Return Rank
BIMBX
NASDX
BIMBX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) 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.
| BIMBX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.88 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.40 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.31 | -0.33 |
Martin ratioReturn relative to average drawdown | 3.57 | 5.01 | -1.44 |
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
| BIMBX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.88 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.63 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.34 | 0.85 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 0.29 | +1.15 |
Correlation
The correlation between BIMBX and NASDX is 0.11, 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
BIMBX vs. NASDX - Dividend Comparison
BIMBX's dividend yield for the trailing twelve months is around 2.25%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 2.25% | 2.27% | 4.07% | 4.48% | 4.99% | 2.62% | 1.31% | 3.90% | 8.93% | 4.08% | 5.00% | 0.00% |
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
BIMBX vs. NASDX - Drawdown Comparison
The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BIMBX and NASDX.
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Drawdown Indicators
| BIMBX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -83.16% | +74.43% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -12.70% | +9.09% |
Max Drawdown (5Y)Largest decline over 5 years | -6.50% | -35.33% | +28.83% |
Max Drawdown (10Y)Largest decline over 10 years | -8.73% | -35.33% | +26.60% |
Current DrawdownCurrent decline from peak | -3.15% | -11.90% | +8.75% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -34.59% | +33.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 3.32% | -2.33% |
Volatility
BIMBX vs. NASDX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Class I (BIMBX) is 1.54%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that BIMBX 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
| BIMBX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 5.38% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 12.45% | -9.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 22.55% | -18.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.53% | 23.03% | -19.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 22.61% | -19.09% |