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BIRIX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIRIX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

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BIRIX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
-6.57%18.97%21.83%25.55%-19.73%28.16%22.41%31.19%-5.94%20.95%
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, BIRIX achieves a -6.57% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, BIRIX has underperformed NASDX with an annualized return of 13.60%, while NASDX has yielded a comparatively higher 19.08% annualized return.


BIRIX

1D
-0.54%
1M
-7.31%
YTD
-6.57%
6M
-3.46%
1Y
17.06%
3Y*
16.57%
5Y*
10.33%
10Y*
13.60%

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)

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BIRIX vs. NASDX - Expense Ratio Comparison

BIRIX has a 0.48% expense ratio, which is lower than NASDX's 0.63% expense ratio.


Return for Risk

BIRIX vs. NASDX — Risk / Return Rank

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

BIRIX
BIRIX Risk / Return Rank: 5656
Overall Rank
BIRIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BIRIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BIRIX Omega Ratio Rank: 5757
Omega Ratio Rank
BIRIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
BIRIX Martin Ratio Rank: 6666
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.

BIRIX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) 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.


BIRIXNASDXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.88

+0.08

Sortino ratio

Return per unit of downside risk

1.47

1.40

+0.07

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.24

1.31

-0.07

Martin ratio

Return relative to average drawdown

6.24

5.01

+1.22

BIRIX vs. NASDX - Sharpe Ratio Comparison

The current BIRIX Sharpe Ratio is 0.97, which is comparable to the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BIRIX 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.


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Sharpe Ratios by Period


BIRIXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.88

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.63

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.85

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.29

+0.43

Correlation

The correlation between BIRIX and NASDX is 0.90, 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

BIRIX vs. NASDX - Dividend Comparison

BIRIX's dividend yield for the trailing twelve months is around 6.97%, more than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
6.97%6.51%15.58%1.01%1.22%5.79%3.69%2.95%8.26%4.89%2.78%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

BIRIX vs. NASDX - Drawdown Comparison

The maximum BIRIX drawdown since its inception was -34.67%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BIRIX and NASDX.


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Drawdown Indicators


BIRIXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-34.67%

-83.16%

+48.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-12.70%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-35.33%

+9.45%

Max Drawdown (10Y)

Largest decline over 10 years

-34.67%

-35.33%

+0.66%

Current Drawdown

Current decline from peak

-8.46%

-11.90%

+3.44%

Average Drawdown

Average peak-to-trough decline

-5.02%

-34.59%

+29.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

3.32%

-0.88%

Volatility

BIRIX vs. NASDX - Volatility Comparison

The current volatility for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) is 4.37%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that BIRIX 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


BIRIXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

5.38%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

12.45%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

22.55%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

23.03%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

22.61%

-3.60%