CMGIX vs. NASDX
Compare and contrast key facts about BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
CMGIX is managed by BlackRock. It was launched on Dec 27, 1996. 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
CMGIX vs. NASDX - Performance Comparison
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CMGIX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | -4.58% | 0.49% | 12.44% | 28.24% | -37.36% | 14.51% | 46.13% | 36.19% | 2.88% | 34.59% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 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, CMGIX achieves a -4.58% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, CMGIX has underperformed NASDX with an annualized return of 11.40%, while NASDX has yielded a comparatively higher 19.48% annualized return.
CMGIX
- 1D
- 4.24%
- 1M
- -8.56%
- YTD
- -4.58%
- 6M
- -9.13%
- 1Y
- 9.65%
- 3Y*
- 7.48%
- 5Y*
- -0.50%
- 10Y*
- 11.40%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
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CMGIX vs. NASDX - Expense Ratio Comparison
CMGIX has a 0.80% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
CMGIX vs. NASDX — Risk / Return Rank
CMGIX
NASDX
CMGIX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) 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.
| CMGIX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 1.04 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.63 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.87 | -1.33 |
Martin ratioReturn relative to average drawdown | 1.69 | 7.07 | -5.37 |
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
| CMGIX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.04 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.64 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.86 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.29 | +0.10 |
Correlation
The correlation between CMGIX 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
CMGIX vs. NASDX - Dividend Comparison
CMGIX's dividend yield for the trailing twelve months is around 22.22%, more than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 22.22% | 21.20% | 0.00% | 0.00% | 0.00% | 4.94% | 0.00% | 0.39% | 4.72% | 3.31% | 0.00% | 2.57% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
CMGIX vs. NASDX - Drawdown Comparison
The maximum CMGIX drawdown since its inception was -73.85%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for CMGIX and NASDX.
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Drawdown Indicators
| CMGIX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.85% | -83.16% | +9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.90% | -12.70% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -45.96% | -35.33% | -10.63% |
Max Drawdown (10Y)Largest decline over 10 years | -45.96% | -35.33% | -10.63% |
Current DrawdownCurrent decline from peak | -19.08% | -8.91% | -10.17% |
Average DrawdownAverage peak-to-trough decline | -28.76% | -34.59% | +5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 3.37% | +1.40% |
Volatility
CMGIX vs. NASDX - Volatility Comparison
BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) has a higher volatility of 9.67% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 6.54%. This indicates that CMGIX'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
| CMGIX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.67% | 6.54% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 12.89% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.09% | 22.75% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.00% | 23.07% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 22.63% | +0.70% |