LIVKX vs. NASDX

Last updated Jun 4, 2026

LIVKX (BlackRock LifePath Index 2055 Class K) and NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) are both mutual funds - LIVKX is a Target Retirement Date fund tracking the BlackRock LifePath Index 2055 Custom Benchmark, while NASDX is a Large Cap Growth Equities fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, LIVKX returned 12.09%/yr vs 22.58%/yr for NASDX. Their correlation of 0.86 suggests significant overlap in exposure. LIVKX charges 0.09%/yr vs 0.63%/yr for NASDX.

Performance

LIVKX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index 2055 Class K (LIVKX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIVKX achieves a 13.13% return, which is significantly lower than NASDX's 21.38% return. Over the past 10 years, LIVKX has underperformed NASDX with an annualized return of 12.09%, while NASDX has yielded a comparatively higher 22.58% annualized return.

LIVKX

• 1D: 0.47%
• 1M: 5.62%
• YTD: 13.13%
• 6M: 14.00%
• 1Y: 30.03%
• 3Y*: 19.98%
• 5Y*: 10.56%
• 10Y*: 12.09%

NASDX

• 1D: 0.47%
• 1M: 10.94%
• YTD: 21.38%
• 6M: 19.90%
• 1Y: 42.08%
• 3Y*: 32.65%
• 5Y*: 20.44%
• 10Y*: 22.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LIVKX vs. NASDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LIVKX BlackRock LifePath Index 2055 Class K	13.13%	21.57%	13.65%	21.61%	-18.33%	18.87%	14.98%	26.90%	-7.84%	21.51%
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares	21.38%	21.00%	36.91%	54.69%	-32.57%	27.32%	48.59%	38.22%	-1.21%	31.27%

Correlation

The correlation between LIVKX and NASDX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jun 2, 2011	0.86

The correlation between LIVKX and NASDX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

Return for Risk

LIVKX vs. NASDX — Risk / Return Rank

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

LIVKX

LIVKX Risk / Return Rank: 68
LIVKX Sharpe Ratio Rank: 68
LIVKX Sortino Ratio Rank: 64
LIVKX Omega Ratio Rank: 62
LIVKX Calmar Ratio Rank: 70
LIVKX Martin Ratio Rank: 76

NASDX

NASDX Risk / Return Rank: 75
NASDX Sharpe Ratio Rank: 84
NASDX Sortino Ratio Rank: 71
NASDX Omega Ratio Rank: 67
NASDX Calmar Ratio Rank: 80
NASDX Martin Ratio Rank: 75

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.

LIVKX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2055 Class K (LIVKX) 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.

	LIVKX	NASDX	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.70	-0.27
Sortino ratio: Return per unit of downside risk	3.36	3.51	-0.14
Omega ratio: Gain probability vs. loss probability	1.44	1.46	-0.02
Calmar ratio: Return relative to maximum drawdown	3.23	3.65	-0.42
Martin ratio: Return relative to average drawdown	14.31	14.16	+0.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIVKX vs. NASDX - Sharpe Ratio Comparison

The current LIVKX Sharpe Ratio is 2.43, which is comparable to the NASDX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of LIVKX and NASDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LIVKX	NASDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	2.70	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.89	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	1.00	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.33	+0.32

Drawdowns

LIVKX vs. NASDX - Drawdown Comparison

The maximum LIVKX drawdown since its inception was -34.39%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for LIVKX and NASDX.

Drawdown Indicators

	LIVKX	NASDX	Difference
Max Drawdown Largest peak-to-trough decline	-34.39%	-83.16%	+48.77%
Max Drawdown (1Y) Largest decline over 1 year	-9.44%	-11.90%	+2.46%
Max Drawdown (3Y) Largest decline over 3 years	-17.46%	-22.71%	+5.25%
Max Drawdown (5Y) Largest decline over 5 years	-26.44%	-35.33%	+8.89%
Max Drawdown (10Y) Largest decline over 10 years	-34.39%	-35.33%	+0.94%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.51%	-34.37%	+29.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	3.06%	-0.93%

Volatility

LIVKX vs. NASDX - Volatility Comparison

The current volatility for BlackRock LifePath Index 2055 Class K (LIVKX) is 3.86%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 4.51%. This indicates that LIVKX 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.

Volatility by Period

	LIVKX	NASDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	4.51%	-0.65%
Volatility (6M) Calculated over the trailing 6-month period	10.06%	12.19%	-2.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.56%	16.10%	-3.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.85%	23.06%	-7.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.72%	22.68%	-5.96%

LIVKX vs. NASDX - Expense Ratio Comparison

LIVKX has a 0.09% expense ratio, which is lower than NASDX's 0.63% expense ratio.

Dividends

LIVKX vs. NASDX - Dividend Comparison

LIVKX's dividend yield for the trailing twelve months is around 2.24%, less than NASDX's 2.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LIVKX BlackRock LifePath Index 2055 Class K	2.24%	2.53%	0.01%	2.08%	2.02%	2.08%	1.61%	3.00%	2.40%	2.31%	1.57%	2.93%
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares	2.98%	3.76%	16.95%	7.61%	3.75%	2.59%	1.28%	7.09%	2.47%	1.65%	0.75%	0.85%

Frequently Asked Questions

Can I hold both LIVKX and NASDX in my portfolio?

LIVKX and NASDX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LIVKX or NASDX?

NASDX has higher volatility (4.51%) compared to LIVKX (3.86%). In terms of maximum drawdown, LIVKX dropped -34.39% vs NASDX's -83.16%.

Which has better risk-adjusted returns?

NASDX currently has the higher Sharpe Ratio (2.70 vs 2.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.