NASDX vs. ^RTSI
NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index, while ^RTSI (RTS Index) is an index. Over the past 10 years, NASDX returned 21.88%/yr vs 2.17%/yr for ^RTSI. At a 0.20 correlation, their price movements are largely independent.
Performance
NASDX vs. ^RTSI - Performance Comparison
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Returns By Period
In the year-to-date period, NASDX achieves a 14.68% return, which is significantly higher than ^RTSI's 0.37% return. Over the past 10 years, NASDX has outperformed ^RTSI with an annualized return of 21.88%, while ^RTSI has yielded a comparatively lower 2.17% annualized return.
NASDX
- 1D
- -4.76%
- 1M
- -0.88%
- YTD
- 14.68%
- 6M
- 13.19%
- 1Y
- 33.57%
- 3Y*
- 30.14%
- 5Y*
- 18.65%
- 10Y*
- 21.88%
^RTSI
- 1D
- -1.70%
- 1M
- 1.53%
- YTD
- 0.37%
- 6M
- -0.37%
- 1Y
- 0.87%
- 3Y*
- 2.07%
- 5Y*
- -7.45%
- 10Y*
- 2.17%
NASDX vs. ^RTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 14.68% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
^RTSI RTS Index | 0.37% | 24.73% | -17.56% | 11.63% | -39.18% | 15.01% | -10.42% | 44.93% | -7.42% | 0.18% |
Correlation
The correlation between NASDX and ^RTSI is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2000 | 0.20 |
The correlation between NASDX and ^RTSI shifts across timeframes, from -0.01 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NASDX vs. ^RTSI — Risk / Return Rank
NASDX
^RTSI
NASDX vs. ^RTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and RTS Index (^RTSI). 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.
| NASDX | ^RTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.01 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | -0.07 | +3.02 |
| Martin ratioReturn relative to average drawdown | 11.38 | -0.15 | +11.53 |
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
| NASDX | ^RTSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | -0.06 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.21 | +1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.07 | +0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.21 | +0.11 |
Drawdowns
NASDX vs. ^RTSI - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, smaller than the maximum ^RTSI drawdown of -93.26%. Use the drawdown chart below to compare losses from any high point for NASDX and ^RTSI.
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Drawdown Indicators
| NASDX | ^RTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -93.26% | +10.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -17.79% | +5.89% |
Max Drawdown (3Y)Largest decline over 3 years | -22.71% | -40.03% | +17.32% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -62.14% | +26.81% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -62.14% | +26.81% |
Current DrawdownCurrent decline from peak | -5.52% | -55.05% | +49.53% |
Average DrawdownAverage peak-to-trough decline | -34.36% | -43.30% | +8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 8.17% | -5.09% |
Volatility
NASDX vs. ^RTSI - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 6.67% compared to RTS Index (^RTSI) at 5.98%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | ^RTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 5.98% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 12.81% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 21.07% | -4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.13% | 36.06% | -12.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.72% | 31.01% | -8.29% |
Frequently Asked Questions
NASDX and ^RTSI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NASDX has higher volatility (6.67%) compared to ^RTSI (5.98%). In terms of maximum drawdown, NASDX dropped -83.16% vs ^RTSI's -93.26%.
NASDX currently has the higher Sharpe Ratio (2.09 vs -0.06), 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.
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