BRGNX vs. NASDX
BRGNX (iShares Russell 1000 Large-Cap Index Fund) and NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) are both mutual funds - BRGNX is a Large Cap Blend Equities fund managed by BlackRock, while NASDX is a Large Cap Growth Equities fund tracking the NASDAQ-100 Index. Over the past 10 years, BRGNX returned 15.12%/yr vs 22.54%/yr for NASDX. Their correlation of 0.90 suggests significant overlap in exposure. BRGNX charges 0.12%/yr vs 0.63%/yr for NASDX.
Performance
BRGNX vs. NASDX - Performance Comparison
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Returns By Period
In the year-to-date period, BRGNX achieves a 10.54% return, which is significantly lower than NASDX's 21.03% return. Over the past 10 years, BRGNX has underperformed NASDX with an annualized return of 15.12%, while NASDX has yielded a comparatively higher 22.54% annualized return.
BRGNX
- 1D
- -0.73%
- 1M
- 4.09%
- YTD
- 10.54%
- 6M
- 10.33%
- 1Y
- 27.03%
- 3Y*
- 22.05%
- 5Y*
- 13.02%
- 10Y*
- 15.12%
NASDX
- 1D
- -0.29%
- 1M
- 9.16%
- YTD
- 21.03%
- 6M
- 19.66%
- 1Y
- 41.24%
- 3Y*
- 32.52%
- 5Y*
- 19.94%
- 10Y*
- 22.54%
BRGNX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 10.54% | 17.22% | 24.36% | 26.43% | -19.15% | 26.14% | 20.79% | 31.30% | -4.89% | 21.47% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 21.03% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Correlation
The correlation between BRGNX and NASDX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2011 | 0.90 |
The correlation between BRGNX and NASDX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
BRGNX vs. NASDX — Risk / Return Rank
BRGNX
NASDX
BRGNX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) 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.
| BRGNX | NASDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.44 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.52 | -0.45 |
| Martin ratioReturn relative to average drawdown | 14.17 | 13.66 | +0.50 |
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
| BRGNX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.60 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.87 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 1.00 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.33 | +0.46 |
Drawdowns
BRGNX vs. NASDX - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BRGNX and NASDX.
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Drawdown Indicators
| BRGNX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -83.16% | +48.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -11.90% | +3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -22.71% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -35.33% | +10.19% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -35.33% | +0.74% |
Current DrawdownCurrent decline from peak | -0.73% | -0.29% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -34.37% | +30.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.06% | -1.15% |
Volatility
BRGNX vs. NASDX - Volatility Comparison
The current volatility for iShares Russell 1000 Large-Cap Index Fund (BRGNX) is 2.95%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 4.52%. This indicates that BRGNX 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
| BRGNX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 4.52% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 12.19% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 16.10% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 23.05% | -5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 22.68% | -4.47% |
BRGNX vs. NASDX - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Dividends
BRGNX vs. NASDX - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 2.46%, less than NASDX's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.46% | 2.71% | 1.32% | 1.44% | 1.77% | 1.83% | 1.46% | 2.76% | 2.40% | 2.59% | 3.92% | 5.41% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 2.99% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Frequently Asked Questions
With a correlation of 0.94, BRGNX and NASDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NASDX has higher volatility (4.52%) compared to BRGNX (2.95%). In terms of maximum drawdown, BRGNX dropped -34.59% vs NASDX's -83.16%.
NASDX currently has the higher Sharpe Ratio (2.60 vs 2.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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