BROAX vs. NASDX
Compare and contrast key facts about BlackRock Advantage International Fund Class A (BROAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
BROAX is managed by BlackRock. 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
BROAX vs. NASDX - Performance Comparison
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BROAX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROAX BlackRock Advantage International Fund Class A | 1.37% | 32.13% | 6.52% | 19.11% | -13.70% | 12.82% | 7.04% | 21.37% | -15.30% | 23.76% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 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, BROAX achieves a 1.37% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, BROAX has underperformed NASDX with an annualized return of 9.15%, while NASDX has yielded a comparatively higher 19.48% annualized return.
BROAX
- 1D
- 3.15%
- 1M
- -5.83%
- YTD
- 1.37%
- 6M
- 4.80%
- 1Y
- 22.18%
- 3Y*
- 16.07%
- 5Y*
- 9.45%
- 10Y*
- 9.15%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
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BROAX vs. NASDX - Expense Ratio Comparison
BROAX has a 0.75% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
BROAX vs. NASDX — Risk / Return Rank
BROAX
NASDX
BROAX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund Class A (BROAX) 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.
| BROAX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.04 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.63 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.87 | +0.01 |
Martin ratioReturn relative to average drawdown | 7.25 | 7.07 | +0.18 |
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
| BROAX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.04 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.64 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.29 | +0.04 |
Correlation
The correlation between BROAX and NASDX is 0.76, 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
BROAX vs. NASDX - Dividend Comparison
BROAX's dividend yield for the trailing twelve months is around 6.91%, more than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROAX BlackRock Advantage International Fund Class A | 6.91% | 7.00% | 3.33% | 2.50% | 3.14% | 8.30% | 1.51% | 2.49% | 2.48% | 0.58% | 1.83% | 0.49% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
BROAX vs. NASDX - Drawdown Comparison
The maximum BROAX drawdown since its inception was -54.78%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BROAX and NASDX.
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Drawdown Indicators
| BROAX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -83.16% | +28.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -12.70% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -35.33% | +6.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -35.33% | -1.27% |
Current DrawdownCurrent decline from peak | -7.65% | -8.91% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -34.59% | +24.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.37% | -0.44% |
Volatility
BROAX vs. NASDX - Volatility Comparison
BlackRock Advantage International Fund Class A (BROAX) has a higher volatility of 7.87% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 6.54%. This indicates that BROAX's price experiences larger fluctuations and is considered to be riskier 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
| BROAX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 6.54% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 12.89% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 22.75% | -5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 23.07% | -7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 22.63% | -6.32% |