MQY vs. NASDX
Compare and contrast key facts about BlackRock MuniYield Quality Fund (MQY) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
MQY is an actively managed fund by BlackRock. It was launched on Jul 21, 1992. 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
MQY vs. NASDX - Performance Comparison
Loading graphics...
MQY vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MQY BlackRock MuniYield Quality Fund | -1.36% | 4.28% | -0.06% | 10.20% | -24.23% | 2.67% | 14.65% | 20.89% | -10.12% | 8.98% |
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, MQY achieves a -1.36% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, MQY has underperformed NASDX with an annualized return of 1.24%, while NASDX has yielded a comparatively higher 19.08% annualized return.
MQY
- 1D
- 1.20%
- 1M
- -7.02%
- YTD
- -1.36%
- 6M
- -2.87%
- 1Y
- -0.29%
- 3Y*
- 3.14%
- 5Y*
- -2.07%
- 10Y*
- 1.24%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MQY vs. NASDX - Expense Ratio Comparison
MQY has a 2.07% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
MQY vs. NASDX — Risk / Return Rank
MQY
NASDX
MQY vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock MuniYield Quality Fund (MQY) 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.
| MQY | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 0.88 | -0.91 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.40 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.31 | -1.37 |
Martin ratioReturn relative to average drawdown | -0.15 | 5.01 | -5.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MQY | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.88 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.63 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.85 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.29 | +0.06 |
Correlation
The correlation between MQY and NASDX is 0.11, 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
MQY vs. NASDX - Dividend Comparison
MQY's dividend yield for the trailing twelve months is around 6.34%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MQY BlackRock MuniYield Quality Fund | 6.34% | 6.16% | 6.04% | 4.46% | 5.87% | 4.93% | 4.21% | 4.00% | 5.24% | 5.67% | 6.10% | 6.06% |
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
MQY vs. NASDX - Drawdown Comparison
The maximum MQY drawdown since its inception was -41.67%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for MQY and NASDX.
Loading graphics...
Drawdown Indicators
| MQY | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.67% | -83.16% | +41.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -12.70% | +2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -35.44% | -35.33% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -35.33% | -0.64% |
Current DrawdownCurrent decline from peak | -17.88% | -11.90% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -34.59% | +26.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 3.32% | +0.83% |
Volatility
MQY vs. NASDX - Volatility Comparison
The current volatility for BlackRock MuniYield Quality Fund (MQY) is 3.20%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that MQY 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.
Loading graphics...
Volatility by Period
| MQY | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 5.38% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 5.97% | 12.45% | -6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 22.55% | -11.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.06% | 23.03% | -10.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.00% | 22.61% | -9.61% |