NASDX vs. ASFYX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
NASDX vs. ASFYX - Performance Comparison
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NASDX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, NASDX has outperformed ASFYX with an annualized return of 19.08%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
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%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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NASDX vs. ASFYX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
NASDX vs. ASFYX — Risk / Return Rank
NASDX
ASFYX
NASDX vs. ASFYX - 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 AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.18 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.30 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.10 | +1.21 |
Martin ratioReturn relative to average drawdown | 5.01 | 0.16 | +4.85 |
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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.18 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.17 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.15 | +0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.31 | -0.02 |
Correlation
The correlation between NASDX and ASFYX is 0.20, 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
NASDX vs. ASFYX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
NASDX vs. ASFYX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for NASDX and ASFYX.
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Drawdown Indicators
| NASDX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -36.43% | -46.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -13.51% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -36.43% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -36.43% | +1.10% |
Current DrawdownCurrent decline from peak | -11.90% | -24.37% | +12.47% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -13.09% | -21.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 8.72% | -5.40% |
Volatility
NASDX vs. ASFYX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.86% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 10.01% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 13.02% | +9.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 13.68% | +9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 12.68% | +9.93% |