LBETX vs. NASDX
Compare and contrast key facts about LGM Risk Managed Total Return Fund (LBETX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
LBETX is managed by BlackRock. It was launched on Jun 11, 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
LBETX vs. NASDX - Performance Comparison
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LBETX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBETX LGM Risk Managed Total Return Fund | -3.92% | 2.15% | 10.79% | 9.45% | -1.48% | 3.85% | -11.03% | 7.96% | 5.83% | 1.67% |
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% | 11.90% |
Returns By Period
In the year-to-date period, LBETX achieves a -3.92% return, which is significantly higher than NASDX's -9.12% return.
LBETX
- 1D
- 0.00%
- 1M
- -3.58%
- YTD
- -3.92%
- 6M
- -2.37%
- 1Y
- -0.70%
- 3Y*
- 5.71%
- 5Y*
- 4.00%
- 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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LBETX vs. NASDX - Expense Ratio Comparison
LBETX has a 2.32% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
LBETX vs. NASDX — Risk / Return Rank
LBETX
NASDX
LBETX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LGM Risk Managed Total Return Fund (LBETX) 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.
| LBETX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 0.88 | -0.97 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.40 | -1.48 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.31 | -1.54 |
Martin ratioReturn relative to average drawdown | -0.96 | 5.01 | -5.97 |
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
| LBETX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.88 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.63 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.29 | +0.15 |
Correlation
The correlation between LBETX and NASDX is 0.63, 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
LBETX vs. NASDX - Dividend Comparison
LBETX's dividend yield for the trailing twelve months is around 0.39%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBETX LGM Risk Managed Total Return Fund | 0.39% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 6.15% | 3.88% | 5.51% | 1.64% | 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
LBETX vs. NASDX - Drawdown Comparison
The maximum LBETX drawdown since its inception was -18.47%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for LBETX and NASDX.
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Drawdown Indicators
| LBETX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -83.16% | +64.69% |
Max Drawdown (1Y)Largest decline over 1 year | -4.91% | -12.70% | +7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -6.93% | -35.33% | +28.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.33% | — |
Current DrawdownCurrent decline from peak | -4.91% | -11.90% | +6.99% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -34.59% | +29.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 3.32% | -2.12% |
Volatility
LBETX vs. NASDX - Volatility Comparison
The current volatility for LGM Risk Managed Total Return Fund (LBETX) is 1.77%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that LBETX 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
| LBETX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 5.38% | -3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 12.45% | -9.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.17% | 22.55% | -17.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.99% | 23.03% | -18.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.05% | 22.61% | -16.56% |