NASDX vs. BBLIX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and BBH Select Series - Large Cap Fund (BBLIX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. BBLIX is managed by BBH. It was launched on Sep 9, 2019.
Performance
NASDX vs. BBLIX - Performance Comparison
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NASDX vs. BBLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 10.53% |
BBLIX BBH Select Series - Large Cap Fund | 1.58% | 12.07% | 15.83% | 23.86% | -20.59% | 27.23% | 12.30% | 3.63% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than BBLIX's 1.58% 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%
BBLIX
- 1D
- 0.00%
- 1M
- 1.58%
- YTD
- 1.58%
- 6M
- -0.19%
- 1Y
- 13.25%
- 3Y*
- 15.61%
- 5Y*
- 9.96%
- 10Y*
- —
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NASDX vs. BBLIX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is lower than BBLIX's 0.70% expense ratio.
Return for Risk
NASDX vs. BBLIX — Risk / Return Rank
NASDX
BBLIX
NASDX vs. BBLIX - 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 BBH Select Series - Large Cap Fund (BBLIX). 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 | BBLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.10 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.69 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.94 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.01 | 3.81 | +1.21 |
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 | BBLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.10 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.65 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.58 | -0.29 |
Correlation
The correlation between NASDX and BBLIX 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
NASDX vs. BBLIX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, less than BBLIX's 9.39% 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% |
BBLIX BBH Select Series - Large Cap Fund | 9.39% | 9.54% | 4.20% | 0.28% | 1.45% | 3.27% | 0.34% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NASDX vs. BBLIX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for NASDX and BBLIX.
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Drawdown Indicators
| NASDX | BBLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -33.49% | -49.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -10.22% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -28.06% | -7.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | — | — |
Current DrawdownCurrent decline from peak | -11.90% | -1.80% | -10.10% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -6.48% | -28.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.62% | -0.30% |
Volatility
NASDX vs. BBLIX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to BBH Select Series - Large Cap Fund (BBLIX) at 1.57%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | BBLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 1.57% | +3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 6.08% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 16.12% | +6.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 16.08% | +6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 18.80% | +3.81% |