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BITSX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BITSX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total U.S. Stock Market Index Fund (BITSX) 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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BITSX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BITSX
iShares Total U.S. Stock Market Index Fund
-6.70%17.10%23.79%25.97%-19.10%25.50%20.76%31.06%-5.42%20.99%
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, BITSX achieves a -6.70% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, BITSX has underperformed NASDX with an annualized return of 13.26%, while NASDX has yielded a comparatively higher 19.08% annualized return.


BITSX

1D
-0.45%
1M
-7.71%
YTD
-6.70%
6M
-4.49%
1Y
14.68%
3Y*
16.71%
5Y*
10.22%
10Y*
13.26%

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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BITSX vs. NASDX - Expense Ratio Comparison

BITSX has a 0.08% expense ratio, which is lower than NASDX's 0.63% expense ratio.


Return for Risk

BITSX vs. NASDX — Risk / Return Rank

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

BITSX
BITSX Risk / Return Rank: 4444
Overall Rank
BITSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BITSX Sortino Ratio Rank: 4343
Sortino Ratio Rank
BITSX Omega Ratio Rank: 4646
Omega Ratio Rank
BITSX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BITSX Martin Ratio Rank: 5252
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.

BITSX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) 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.


BITSXNASDXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.88

-0.05

Sortino ratio

Return per unit of downside risk

1.29

1.40

-0.11

Omega ratio

Gain probability vs. loss probability

1.19

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.04

1.31

-0.27

Martin ratio

Return relative to average drawdown

5.07

5.01

+0.06

BITSX vs. NASDX - Sharpe Ratio Comparison

The current BITSX Sharpe Ratio is 0.83, which is comparable to the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BITSX 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


BITSXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.88

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.63

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.85

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.29

+0.44

Correlation

The correlation between BITSX 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

BITSX vs. NASDX - Dividend Comparison

BITSX's dividend yield for the trailing twelve months is around 1.18%, less than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
BITSX
iShares Total U.S. Stock Market Index Fund
1.18%1.10%1.24%1.42%1.59%1.53%1.47%2.11%2.44%2.14%1.51%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

BITSX vs. NASDX - Drawdown Comparison

The maximum BITSX drawdown since its inception was -34.97%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BITSX and NASDX.


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Drawdown Indicators


BITSXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-83.16%

+48.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-12.70%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-35.33%

+10.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-35.33%

+0.36%

Current Drawdown

Current decline from peak

-8.87%

-11.90%

+3.03%

Average Drawdown

Average peak-to-trough decline

-4.60%

-34.59%

+29.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.32%

-0.77%

Volatility

BITSX vs. NASDX - Volatility Comparison

The current volatility for iShares Total U.S. Stock Market Index Fund (BITSX) is 4.37%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that BITSX 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


BITSXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

5.38%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

12.45%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

22.55%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

23.03%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

22.61%

-4.23%