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BSIVX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSIVX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Small Cap Index V.I. Fund (BSIVX) 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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BSIVX vs. NASDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSIVX
BlackRock Small Cap Index V.I. Fund
-2.51%12.68%9.71%18.42%-20.48%14.28%19.81%25.35%-12.05%
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%-5.01%

Returns By Period

In the year-to-date period, BSIVX achieves a -2.51% return, which is significantly higher than NASDX's -9.12% return.


BSIVX

1D
-1.43%
1M
-8.20%
YTD
-2.51%
6M
-0.39%
1Y
21.39%
3Y*
11.60%
5Y*
2.87%
10Y*

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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BSIVX vs. NASDX - Expense Ratio Comparison

BSIVX has a 0.21% expense ratio, which is lower than NASDX's 0.63% expense ratio.


Return for Risk

BSIVX vs. NASDX — Risk / Return Rank

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

BSIVX
BSIVX Risk / Return Rank: 4646
Overall Rank
BSIVX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BSIVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BSIVX Omega Ratio Rank: 3636
Omega Ratio Rank
BSIVX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BSIVX Martin Ratio Rank: 5050
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.

BSIVX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Small Cap Index V.I. Fund (BSIVX) 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.


BSIVXNASDXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.88

+0.03

Sortino ratio

Return per unit of downside risk

1.40

1.40

-0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.31

1.31

0.00

Martin ratio

Return relative to average drawdown

4.96

5.01

-0.05

BSIVX vs. NASDX - Sharpe Ratio Comparison

The current BSIVX Sharpe Ratio is 0.91, which is comparable to the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BSIVX 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


BSIVXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.88

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.63

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.29

+0.01

Correlation

The correlation between BSIVX and NASDX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSIVX vs. NASDX - Dividend Comparison

BSIVX's dividend yield for the trailing twelve months is around 4.19%, more than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
BSIVX
BlackRock Small Cap Index V.I. Fund
4.19%4.09%7.44%3.69%3.33%13.30%4.19%6.04%33.10%0.00%0.00%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

BSIVX vs. NASDX - Drawdown Comparison

The maximum BSIVX drawdown since its inception was -41.76%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BSIVX and NASDX.


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Drawdown Indicators


BSIVXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-41.76%

-83.16%

+41.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-12.70%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.10%

-35.33%

+3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

Current Drawdown

Current decline from peak

-11.02%

-11.90%

+0.88%

Average Drawdown

Average peak-to-trough decline

-11.72%

-34.59%

+22.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.32%

+0.37%

Volatility

BSIVX vs. NASDX - Volatility Comparison

BlackRock Small Cap Index V.I. Fund (BSIVX) has a higher volatility of 6.61% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that BSIVX'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


BSIVXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

5.38%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

12.45%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

22.55%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.59%

23.03%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.33%

22.61%

+3.72%