CTRZX vs. NASDX
Compare and contrast key facts about Multi-Manager Total Return Bond Strategies Fund (CTRZX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
CTRZX is managed by BlackRock. It was launched on Jan 3, 2017. 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
CTRZX vs. NASDX - Performance Comparison
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CTRZX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTRZX Multi-Manager Total Return Bond Strategies Fund | -0.65% | 7.48% | 2.03% | 5.78% | -14.46% | -0.95% | 8.47% | 9.07% | -0.96% | 3.79% |
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, CTRZX achieves a -0.65% return, which is significantly higher than NASDX's -9.12% return.
CTRZX
- 1D
- 0.47%
- 1M
- -2.48%
- YTD
- -0.65%
- 6M
- 0.39%
- 1Y
- 3.89%
- 3Y*
- 3.71%
- 5Y*
- 0.21%
- 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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CTRZX vs. NASDX - Expense Ratio Comparison
CTRZX has a 0.49% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
CTRZX vs. NASDX — Risk / Return Rank
CTRZX
NASDX
CTRZX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Total Return Bond Strategies Fund (CTRZX) 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.
| CTRZX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.88 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.40 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.31 | +0.40 |
Martin ratioReturn relative to average drawdown | 4.93 | 5.01 | -0.08 |
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
| CTRZX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.88 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.63 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.29 | +0.08 |
Correlation
The correlation between CTRZX and NASDX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CTRZX vs. NASDX - Dividend Comparison
CTRZX's dividend yield for the trailing twelve months is around 4.08%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRZX Multi-Manager Total Return Bond Strategies Fund | 4.08% | 4.39% | 4.61% | 3.47% | 2.70% | 2.13% | 4.69% | 3.32% | 2.89% | 2.22% | 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
CTRZX vs. NASDX - Drawdown Comparison
The maximum CTRZX drawdown since its inception was -19.33%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for CTRZX and NASDX.
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Drawdown Indicators
| CTRZX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.33% | -83.16% | +63.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -12.70% | +9.77% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -35.33% | +16.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.33% | — |
Current DrawdownCurrent decline from peak | -2.59% | -11.90% | +9.31% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -34.59% | +29.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 3.32% | -2.30% |
Volatility
CTRZX vs. NASDX - Volatility Comparison
The current volatility for Multi-Manager Total Return Bond Strategies Fund (CTRZX) is 1.68%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that CTRZX 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
| CTRZX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.68% | 5.38% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 12.45% | -9.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 22.55% | -17.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.97% | 23.03% | -17.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.12% | 22.61% | -17.49% |