EAEAX vs. NASDX
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
EAEAX is managed by BlackRock. It was launched on Mar 3, 2002. 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
EAEAX vs. NASDX - Performance Comparison
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EAEAX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | -6.63% | 12.06% | 17.99% | 20.69% | -18.19% | 21.24% | 15.47% | 27.44% | -5.86% | 19.16% |
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% | 31.27% |
Returns By Period
In the year-to-date period, EAEAX achieves a -6.63% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, EAEAX has underperformed NASDX with an annualized return of 10.18%, while NASDX has yielded a comparatively higher 19.08% annualized return.
EAEAX
- 1D
- -0.25%
- 1M
- -8.13%
- YTD
- -6.63%
- 6M
- -4.39%
- 1Y
- 8.28%
- 3Y*
- 12.12%
- 5Y*
- 7.03%
- 10Y*
- 10.18%
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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EAEAX vs. NASDX - Expense Ratio Comparison
EAEAX has a 1.25% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
EAEAX vs. NASDX — Risk / Return Rank
EAEAX
NASDX
EAEAX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) 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.
| EAEAX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.88 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.40 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.31 | -0.73 |
Martin ratioReturn relative to average drawdown | 2.62 | 5.01 | -2.39 |
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
| EAEAX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.88 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.63 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.85 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.29 | +0.15 |
Correlation
The correlation between EAEAX 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
EAEAX vs. NASDX - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 4.60%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | 4.60% | 4.29% | 0.80% | 0.53% | 0.79% | 2.58% | 0.57% | 1.87% | 2.12% | 3.13% | 1.10% | 6.32% |
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
EAEAX vs. NASDX - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -53.71%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for EAEAX and NASDX.
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Drawdown Indicators
| EAEAX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.71% | -83.16% | +29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -12.70% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -35.33% | +10.61% |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | -35.33% | +0.59% |
Current DrawdownCurrent decline from peak | -9.37% | -11.90% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -34.59% | +26.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.32% | -0.72% |
Volatility
EAEAX vs. NASDX - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) is 4.15%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that EAEAX 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
| EAEAX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.38% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 12.45% | -4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 22.55% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 23.03% | -7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 22.61% | -5.81% |