MAIPX vs. NASDX
Compare and contrast key facts about MAI Managed Volatility Fund (MAIPX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
MAIPX is managed by BlackRock. It was launched on Sep 22, 2010. 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
MAIPX vs. NASDX - Performance Comparison
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MAIPX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAIPX MAI Managed Volatility Fund | -2.75% | 10.28% | 8.64% | 10.58% | -3.59% | 12.81% | 4.39% | 16.13% | -2.76% | 8.66% |
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, MAIPX achieves a -2.75% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, MAIPX has underperformed NASDX with an annualized return of 6.51%, while NASDX has yielded a comparatively higher 19.08% annualized return.
MAIPX
- 1D
- 0.06%
- 1M
- -2.51%
- YTD
- -2.75%
- 6M
- -1.14%
- 1Y
- 8.04%
- 3Y*
- 7.73%
- 5Y*
- 6.19%
- 10Y*
- 6.51%
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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MAIPX vs. NASDX - Expense Ratio Comparison
MAIPX has a 0.99% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
MAIPX vs. NASDX — Risk / Return Rank
MAIPX
NASDX
MAIPX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MAI Managed Volatility Fund (MAIPX) 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.
| MAIPX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.88 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.40 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.31 | -0.55 |
Martin ratioReturn relative to average drawdown | 5.07 | 5.01 | +0.06 |
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
| MAIPX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.88 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.63 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.85 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.29 | +0.34 |
Correlation
The correlation between MAIPX and NASDX is 0.81, 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
MAIPX vs. NASDX - Dividend Comparison
MAIPX's dividend yield for the trailing twelve months is around 1.24%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAIPX MAI Managed Volatility Fund | 1.24% | 1.33% | 2.20% | 4.59% | 2.26% | 0.00% | 0.32% | 1.74% | 2.89% | 2.12% | 0.80% | 4.17% |
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
MAIPX vs. NASDX - Drawdown Comparison
The maximum MAIPX drawdown since its inception was -25.69%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for MAIPX and NASDX.
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Drawdown Indicators
| MAIPX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.69% | -83.16% | +57.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -12.70% | +3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -11.77% | -35.33% | +23.56% |
Max Drawdown (10Y)Largest decline over 10 years | -25.69% | -35.33% | +9.64% |
Current DrawdownCurrent decline from peak | -3.04% | -11.90% | +8.86% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -34.59% | +33.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 3.32% | -1.89% |
Volatility
MAIPX vs. NASDX - Volatility Comparison
The current volatility for MAI Managed Volatility Fund (MAIPX) is 2.42%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that MAIPX 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
| MAIPX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 5.38% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.37% | 12.45% | -9.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 22.55% | -10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.80% | 23.03% | -14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 22.61% | -11.66% |