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EQTIX vs. BMCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQTIX vs. BMCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton Equity Income Fund (EQTIX) and BlackRock High Equity Income Fund (BMCIX). The values are adjusted to include any dividend payments, if applicable.

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EQTIX vs. BMCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQTIX
Shelton Equity Income Fund
-5.55%8.84%17.18%17.17%-10.28%23.76%6.87%17.66%-10.00%13.57%
BMCIX
BlackRock High Equity Income Fund
-5.16%17.11%7.80%10.05%-2.62%22.41%-1.56%22.00%-6.25%16.31%

Returns By Period

In the year-to-date period, EQTIX achieves a -5.55% return, which is significantly lower than BMCIX's -5.16% return. Both investments have delivered pretty close results over the past 10 years, with EQTIX having a 8.25% annualized return and BMCIX not far ahead at 8.45%.


EQTIX

1D
-0.18%
1M
-5.87%
YTD
-5.55%
6M
-3.69%
1Y
7.87%
3Y*
10.58%
5Y*
7.62%
10Y*
8.25%

BMCIX

1D
-0.32%
1M
-8.98%
YTD
-5.16%
6M
-0.87%
1Y
8.17%
3Y*
9.10%
5Y*
7.09%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQTIX vs. BMCIX - Expense Ratio Comparison

EQTIX has a 0.72% expense ratio, which is lower than BMCIX's 0.85% expense ratio.


Return for Risk

EQTIX vs. BMCIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQTIX
EQTIX Risk / Return Rank: 1919
Overall Rank
EQTIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EQTIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
EQTIX Omega Ratio Rank: 2020
Omega Ratio Rank
EQTIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
EQTIX Martin Ratio Rank: 2323
Martin Ratio Rank

BMCIX
BMCIX Risk / Return Rank: 2626
Overall Rank
BMCIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BMCIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
BMCIX Omega Ratio Rank: 2626
Omega Ratio Rank
BMCIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
BMCIX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQTIX vs. BMCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shelton Equity Income Fund (EQTIX) and BlackRock High Equity Income Fund (BMCIX). 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.


EQTIXBMCIXDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.65

-0.18

Sortino ratio

Return per unit of downside risk

0.77

0.98

-0.22

Omega ratio

Gain probability vs. loss probability

1.11

1.14

-0.03

Calmar ratio

Return relative to maximum drawdown

0.50

0.69

-0.19

Martin ratio

Return relative to average drawdown

2.43

2.82

-0.40

EQTIX vs. BMCIX - Sharpe Ratio Comparison

The current EQTIX Sharpe Ratio is 0.47, which is comparable to the BMCIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of EQTIX and BMCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EQTIXBMCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.65

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.54

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.54

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.56

-0.11

Correlation

The correlation between EQTIX and BMCIX is 0.84, 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

EQTIX vs. BMCIX - Dividend Comparison

EQTIX's dividend yield for the trailing twelve months is around 7.23%, less than BMCIX's 7.72% yield.


TTM20252024202320222021202020192018201720162015
EQTIX
Shelton Equity Income Fund
7.23%7.62%9.51%9.25%9.83%11.98%24.62%4.89%23.96%14.65%16.02%3.33%
BMCIX
BlackRock High Equity Income Fund
7.72%7.86%7.66%6.75%6.60%6.58%4.50%3.95%9.41%50.24%5.51%8.16%

Drawdowns

EQTIX vs. BMCIX - Drawdown Comparison

The maximum EQTIX drawdown since its inception was -53.77%, smaller than the maximum BMCIX drawdown of -72.64%. Use the drawdown chart below to compare losses from any high point for EQTIX and BMCIX.


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Drawdown Indicators


EQTIXBMCIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-72.64%

+18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-11.53%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.03%

-18.63%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-29.85%

-38.24%

+8.39%

Current Drawdown

Current decline from peak

-7.10%

-9.51%

+2.41%

Average Drawdown

Average peak-to-trough decline

-7.21%

-18.95%

+11.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.80%

-0.66%

Volatility

EQTIX vs. BMCIX - Volatility Comparison

The current volatility for Shelton Equity Income Fund (EQTIX) is 3.45%, while BlackRock High Equity Income Fund (BMCIX) has a volatility of 3.81%. This indicates that EQTIX experiences smaller price fluctuations and is considered to be less risky than BMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQTIXBMCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.81%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

7.79%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

14.44%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

13.30%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.31%

15.71%

-1.40%