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BVDAX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BVDAX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock 60/40 Target Allocation ETF VI Fund (BVDAX) 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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BVDAX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BVDAX
BlackRock 60/40 Target Allocation ETF VI Fund
-3.84%15.69%11.32%15.88%-14.80%11.98%14.68%21.40%-6.69%13.51%
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%24.08%

Returns By Period

In the year-to-date period, BVDAX achieves a -3.84% return, which is significantly higher than NASDX's -9.12% return.


BVDAX

1D
-0.14%
1M
-6.60%
YTD
-3.84%
6M
-1.68%
1Y
11.66%
3Y*
10.93%
5Y*
6.00%
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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BVDAX vs. NASDX - Expense Ratio Comparison

BVDAX has a 0.19% expense ratio, which is lower than NASDX's 0.63% expense ratio.


Return for Risk

BVDAX vs. NASDX — Risk / Return Rank

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

BVDAX
BVDAX Risk / Return Rank: 6060
Overall Rank
BVDAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BVDAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
BVDAX Omega Ratio Rank: 5858
Omega Ratio Rank
BVDAX Calmar Ratio Rank: 6060
Calmar Ratio Rank
BVDAX Martin Ratio Rank: 6565
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.

BVDAX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation ETF VI Fund (BVDAX) 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.


BVDAXNASDXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.88

+0.17

Sortino ratio

Return per unit of downside risk

1.54

1.40

+0.14

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.39

1.31

+0.07

Martin ratio

Return relative to average drawdown

6.14

5.01

+1.13

BVDAX vs. NASDX - Sharpe Ratio Comparison

The current BVDAX Sharpe Ratio is 1.05, which is comparable to the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BVDAX 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


BVDAXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.88

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.63

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.29

+0.37

Correlation

The correlation between BVDAX and NASDX is 0.86, 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

BVDAX vs. NASDX - Dividend Comparison

BVDAX's dividend yield for the trailing twelve months is around 6.53%, more than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
BVDAX
BlackRock 60/40 Target Allocation ETF VI Fund
6.53%6.28%8.43%2.01%2.23%9.51%1.69%2.94%2.52%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

BVDAX vs. NASDX - Drawdown Comparison

The maximum BVDAX drawdown since its inception was -22.25%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BVDAX and NASDX.


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Drawdown Indicators


BVDAXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-83.16%

+60.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-12.70%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.57%

-35.33%

+14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

Current Drawdown

Current decline from peak

-7.03%

-11.90%

+4.87%

Average Drawdown

Average peak-to-trough decline

-3.94%

-34.59%

+30.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

3.32%

-1.54%

Volatility

BVDAX vs. NASDX - Volatility Comparison

The current volatility for BlackRock 60/40 Target Allocation ETF VI Fund (BVDAX) is 3.79%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that BVDAX 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


BVDAXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

5.38%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

12.45%

-5.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.53%

22.55%

-11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.16%

23.03%

-10.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

22.61%

-10.47%