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MHD vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHD vs. NASDX - Performance Comparison

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

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MHD vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHD
BlackRock MuniHoldings Fund
-2.46%7.04%3.38%2.06%-23.70%8.09%0.24%20.68%-5.47%8.08%
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, MHD achieves a -2.46% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, MHD has underperformed NASDX with an annualized return of 0.44%, while NASDX has yielded a comparatively higher 19.08% annualized return.


MHD

1D
0.98%
1M
-4.89%
YTD
-2.46%
6M
-1.05%
1Y
2.22%
3Y*
3.20%
5Y*
-2.16%
10Y*
0.44%

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

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MHD vs. NASDX - Expense Ratio Comparison

MHD has a 2.14% expense ratio, which is higher than NASDX's 0.63% expense ratio.


Return for Risk

MHD vs. NASDX — Risk / Return Rank

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

MHD
MHD Risk / Return Rank: 99
Overall Rank
MHD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MHD Sortino Ratio Rank: 77
Sortino Ratio Rank
MHD Omega Ratio Rank: 88
Omega Ratio Rank
MHD Calmar Ratio Rank: 1212
Calmar Ratio Rank
MHD Martin Ratio Rank: 1111
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 5151
Overall Rank
NASDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5050
Omega Ratio Rank
NASDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NASDX Martin Ratio Rank: 5252
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.

MHD vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock MuniHoldings Fund (MHD) 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.


MHDNASDXDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.88

-0.66

Sortino ratio

Return per unit of downside risk

0.34

1.40

-1.06

Omega ratio

Gain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratio

Return relative to maximum drawdown

0.31

1.31

-1.00

Martin ratio

Return relative to average drawdown

0.89

5.01

-4.12

MHD vs. NASDX - Sharpe Ratio Comparison

The current MHD Sharpe Ratio is 0.22, which is lower than the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of MHD and NASDX, 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


MHDNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.88

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.63

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.85

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.29

+0.03

Correlation

The correlation between MHD and NASDX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MHD vs. NASDX - Dividend Comparison

MHD's dividend yield for the trailing twelve months is around 6.33%, more than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
MHD
BlackRock MuniHoldings Fund
6.33%6.08%5.58%3.82%5.63%4.34%4.49%4.62%6.11%5.86%6.16%6.25%
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

MHD vs. NASDX - Drawdown Comparison

The maximum MHD drawdown since its inception was -45.95%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for MHD and NASDX.


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Drawdown Indicators


MHDNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-45.95%

-83.16%

+37.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-12.70%

+4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-36.68%

-35.33%

-1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-35.33%

-1.35%

Current Drawdown

Current decline from peak

-17.63%

-11.90%

-5.73%

Average Drawdown

Average peak-to-trough decline

-9.85%

-34.59%

+24.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.32%

-0.53%

Volatility

MHD vs. NASDX - Volatility Comparison

The current volatility for BlackRock MuniHoldings Fund (MHD) is 2.56%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that MHD 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


MHDNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

5.38%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

5.08%

12.45%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

10.32%

22.55%

-12.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.58%

23.03%

-11.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.00%

22.61%

-8.61%