CMEUX vs. NASDX
Compare and contrast key facts about Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
CMEUX is managed by BlackRock. It was launched on Apr 10, 2019. 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
CMEUX vs. NASDX - Performance Comparison
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CMEUX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | -7.87% | 18.38% | 24.94% | 29.09% | -20.29% | 26.65% | 29.12% | 12.13% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 13.94% |
Returns By Period
In the year-to-date period, CMEUX achieves a -7.87% return, which is significantly higher than NASDX's -9.12% return.
CMEUX
- 1D
- -0.45%
- 1M
- -7.26%
- YTD
- -7.87%
- 6M
- -4.82%
- 1Y
- 15.59%
- 3Y*
- 17.52%
- 5Y*
- 11.14%
- 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%
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CMEUX vs. NASDX - Expense Ratio Comparison
CMEUX has a 0.07% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
CMEUX vs. NASDX — Risk / Return Rank
CMEUX
NASDX
CMEUX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) 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.
| CMEUX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.88 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.40 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.31 | -0.27 |
Martin ratioReturn relative to average drawdown | 4.77 | 5.01 | -0.24 |
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
| CMEUX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.88 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.63 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.29 | +0.44 |
Correlation
The correlation between CMEUX and NASDX is 0.93, 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
CMEUX vs. NASDX - Dividend Comparison
CMEUX's dividend yield for the trailing twelve months is around 1.10%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | 1.10% | 1.01% | 1.02% | 1.16% | 1.52% | 4.12% | 3.33% | 1.72% | 0.00% | 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
CMEUX vs. NASDX - Drawdown Comparison
The maximum CMEUX drawdown since its inception was -28.39%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for CMEUX and NASDX.
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Drawdown Indicators
| CMEUX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.39% | -83.16% | +54.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -12.70% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -35.33% | +9.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.33% | — |
Current DrawdownCurrent decline from peak | -9.51% | -11.90% | +2.39% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -34.59% | +29.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.32% | -0.57% |
Volatility
CMEUX vs. NASDX - Volatility Comparison
The current volatility for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) is 4.27%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that CMEUX 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
| CMEUX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 5.38% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 12.45% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 22.55% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 23.03% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 22.61% | -2.51% |