Correlation
The correlation between CAUSX and QQQ is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
CAUSX vs. QQQ
Compare and contrast key facts about Shelton Capital Management U.S. Government Securities Fund (CAUSX) and Invesco QQQ (QQQ).
CAUSX is managed by Shelton Capital Management. It was launched on Dec 3, 1985. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAUSX or QQQ.
Performance
CAUSX vs. QQQ - Performance Comparison
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Key characteristics
CAUSX:
0.65
QQQ:
0.57
CAUSX:
0.72
QQQ:
0.95
CAUSX:
1.08
QQQ:
1.13
CAUSX:
0.24
QQQ:
0.62
CAUSX:
0.98
QQQ:
2.03
CAUSX:
2.69%
QQQ:
7.02%
CAUSX:
5.53%
QQQ:
25.60%
CAUSX:
-15.08%
QQQ:
-82.98%
CAUSX:
-7.96%
QQQ:
-3.49%
Returns By Period
In the year-to-date period, CAUSX achieves a 1.26% return, which is significantly lower than QQQ's 1.85% return. Over the past 10 years, CAUSX has underperformed QQQ with an annualized return of 0.46%, while QQQ has yielded a comparatively higher 17.67% annualized return.
CAUSX
1.26%
-1.56%
-0.47%
3.53%
0.28%
-1.54%
0.46%
QQQ
1.85%
9.34%
3.21%
14.61%
19.74%
18.12%
17.67%
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CAUSX vs. QQQ - Expense Ratio Comparison
CAUSX has a 0.75% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
CAUSX vs. QQQ — Risk-Adjusted Performance Rank
CAUSX
QQQ
CAUSX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management U.S. Government Securities Fund (CAUSX) and Invesco QQQ (QQQ). 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.
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Dividends
CAUSX vs. QQQ - Dividend Comparison
CAUSX's dividend yield for the trailing twelve months is around 3.18%, more than QQQ's 0.57% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAUSX Shelton Capital Management U.S. Government Securities Fund | 3.18% | 3.16% | 2.31% | 1.36% | 1.13% | 1.15% | 1.42% | 1.46% | 1.41% | 1.72% | 1.38% | 1.65% |
QQQ Invesco QQQ | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
CAUSX vs. QQQ - Drawdown Comparison
The maximum CAUSX drawdown since its inception was -15.08%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CAUSX and QQQ.
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Volatility
CAUSX vs. QQQ - Volatility Comparison
The current volatility for Shelton Capital Management U.S. Government Securities Fund (CAUSX) is 1.58%, while Invesco QQQ (QQQ) has a volatility of 5.60%. This indicates that CAUSX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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