BROIX vs. NASDX
Compare and contrast key facts about BlackRock Advantage International Fund (BROIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
BROIX is managed by BlackRock. It was launched on Jan 31, 2006. 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
BROIX vs. NASDX - Performance Comparison
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BROIX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | -1.66% | 32.45% | 6.76% | 19.44% | -13.48% | 13.07% | 7.34% | 21.61% | -15.07% | 24.20% |
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, BROIX achieves a -1.66% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, BROIX has underperformed NASDX with an annualized return of 9.09%, while NASDX has yielded a comparatively higher 19.08% annualized return.
BROIX
- 1D
- 0.36%
- 1M
- -10.44%
- YTD
- -1.66%
- 6M
- 2.16%
- 1Y
- 18.95%
- 3Y*
- 15.18%
- 5Y*
- 9.30%
- 10Y*
- 9.09%
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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BROIX vs. NASDX - Expense Ratio Comparison
BROIX has a 0.50% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
BROIX vs. NASDX — Risk / Return Rank
BROIX
NASDX
BROIX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) 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.
| BROIX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.88 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.40 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.31 | +0.13 |
Martin ratioReturn relative to average drawdown | 5.75 | 5.01 | +0.74 |
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
| BROIX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.88 | +0.15 |
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 | 0.56 | 0.85 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.29 | +0.06 |
Correlation
The correlation between BROIX 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
BROIX vs. NASDX - Dividend Comparison
BROIX's dividend yield for the trailing twelve months is around 7.25%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 7.25% | 7.13% | 3.55% | 2.71% | 3.37% | 8.52% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.78% |
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
BROIX vs. NASDX - Drawdown Comparison
The maximum BROIX drawdown since its inception was -54.49%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BROIX and NASDX.
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Drawdown Indicators
| BROIX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.49% | -83.16% | +28.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -12.70% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.24% | -35.33% | +7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | -35.33% | -0.91% |
Current DrawdownCurrent decline from peak | -10.44% | -11.90% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -34.59% | +24.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.32% | -0.39% |
Volatility
BROIX vs. NASDX - Volatility Comparison
BlackRock Advantage International Fund (BROIX) has a higher volatility of 7.24% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that BROIX'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
| BROIX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 5.38% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 12.45% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 22.55% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 23.03% | -7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 22.61% | -6.32% |