BMCIX vs. NASDX
Compare and contrast key facts about BlackRock High Equity Income Fund (BMCIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
BMCIX is managed by BlackRock. It was launched on Apr 30, 1998. 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
BMCIX vs. NASDX - Performance Comparison
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BMCIX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMCIX BlackRock High Equity Income Fund | -5.16% | 17.11% | 7.80% | 10.05% | -2.62% | 22.41% | -1.56% | 22.00% | -6.25% | 16.31% |
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, BMCIX achieves a -5.16% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, BMCIX has underperformed NASDX with an annualized return of 8.45%, while NASDX has yielded a comparatively higher 19.08% annualized return.
BMCIX
- 1D
- -0.32%
- 1M
- -8.98%
- YTD
- -5.16%
- 6M
- -0.87%
- 1Y
- 8.17%
- 3Y*
- 9.10%
- 5Y*
- 7.09%
- 10Y*
- 8.45%
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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BMCIX vs. NASDX - Expense Ratio Comparison
BMCIX has a 0.85% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
BMCIX vs. NASDX — Risk / Return Rank
BMCIX
NASDX
BMCIX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock High Equity Income Fund (BMCIX) 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.
| BMCIX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.88 | -0.23 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.40 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.31 | -0.62 |
Martin ratioReturn relative to average drawdown | 2.82 | 5.01 | -2.19 |
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
| BMCIX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.88 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.63 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.85 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.29 | +0.27 |
Correlation
The correlation between BMCIX and NASDX is 0.75, 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
BMCIX vs. NASDX - Dividend Comparison
BMCIX's dividend yield for the trailing twelve months is around 7.72%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMCIX BlackRock High Equity Income Fund | 7.72% | 7.86% | 7.66% | 6.75% | 6.60% | 6.58% | 4.50% | 3.95% | 9.41% | 50.24% | 5.51% | 8.16% |
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
BMCIX vs. NASDX - Drawdown Comparison
The maximum BMCIX drawdown since its inception was -72.64%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BMCIX and NASDX.
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Drawdown Indicators
| BMCIX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.64% | -83.16% | +10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -12.70% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -35.33% | +16.70% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -35.33% | -2.91% |
Current DrawdownCurrent decline from peak | -9.51% | -11.90% | +2.39% |
Average DrawdownAverage peak-to-trough decline | -18.95% | -34.59% | +15.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.32% | -0.52% |
Volatility
BMCIX vs. NASDX - Volatility Comparison
The current volatility for BlackRock High Equity Income Fund (BMCIX) is 3.81%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that BMCIX 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
| BMCIX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 5.38% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 12.45% | -4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 22.55% | -8.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 23.03% | -9.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 22.61% | -6.90% |