CMIEX vs. NASDX
Compare and contrast key facts about Multi-Manager International Equity Strategies Fund (CMIEX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
CMIEX is managed by BlackRock. It was launched on May 17, 2018. 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
CMIEX vs. NASDX - Performance Comparison
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CMIEX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CMIEX Multi-Manager International Equity Strategies Fund | -5.23% | 32.46% | 3.96% | 21.41% | -15.46% | 6.89% | 16.20% | 23.87% | -16.02% |
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% | -7.62% |
Returns By Period
In the year-to-date period, CMIEX achieves a -5.23% return, which is significantly higher than NASDX's -9.12% return.
CMIEX
- 1D
- 0.08%
- 1M
- -12.72%
- YTD
- -5.23%
- 6M
- -0.61%
- 1Y
- 16.48%
- 3Y*
- 12.44%
- 5Y*
- 6.38%
- 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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CMIEX vs. NASDX - Expense Ratio Comparison
CMIEX has a 0.99% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
CMIEX vs. NASDX — Risk / Return Rank
CMIEX
NASDX
CMIEX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager International Equity Strategies Fund (CMIEX) 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.
| CMIEX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.88 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.40 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.31 | -0.24 |
Martin ratioReturn relative to average drawdown | 4.23 | 5.01 | -0.78 |
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
| CMIEX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.88 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.63 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.29 | +0.11 |
Correlation
The correlation between CMIEX and NASDX is 0.70, 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
CMIEX vs. NASDX - Dividend Comparison
CMIEX's dividend yield for the trailing twelve months is around 9.42%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMIEX Multi-Manager International Equity Strategies Fund | 9.42% | 8.92% | 7.54% | 2.26% | 2.44% | 3.21% | 1.30% | 2.47% | 0.83% | 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
CMIEX vs. NASDX - Drawdown Comparison
The maximum CMIEX drawdown since its inception was -35.35%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for CMIEX and NASDX.
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Drawdown Indicators
| CMIEX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -83.16% | +47.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -12.70% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.43% | -35.33% | +2.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.33% | — |
Current DrawdownCurrent decline from peak | -13.01% | -11.90% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -34.59% | +27.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.32% | -0.02% |
Volatility
CMIEX vs. NASDX - Volatility Comparison
Multi-Manager International Equity Strategies Fund (CMIEX) has a higher volatility of 7.18% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that CMIEX'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
| CMIEX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.38% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 12.45% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 22.55% | -5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 23.03% | -6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 22.61% | -4.32% |