NASDX vs. BDMIX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
NASDX vs. BDMIX - Performance Comparison
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NASDX vs. BDMIX - 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% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 3.57% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than BDMIX's 3.57% return. Over the past 10 years, NASDX has outperformed BDMIX with an annualized return of 19.08%, while BDMIX has yielded a comparatively lower 7.21% 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%
BDMIX
- 1D
- -0.46%
- 1M
- 0.87%
- YTD
- 3.57%
- 6M
- 6.57%
- 1Y
- 16.65%
- 3Y*
- 18.58%
- 5Y*
- 11.16%
- 10Y*
- 7.21%
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NASDX vs. BDMIX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
NASDX vs. BDMIX — Risk / Return Rank
NASDX
BDMIX
NASDX vs. BDMIX - 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 BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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 | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 2.57 | -1.69 |
Sortino ratioReturn per unit of downside risk | 1.40 | 3.76 | -2.36 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.48 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 4.90 | -3.59 |
Martin ratioReturn relative to average drawdown | 5.01 | 13.59 | -8.58 |
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 | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.57 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 1.72 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 1.25 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 1.14 | -0.85 |
Correlation
The correlation between NASDX and BDMIX 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
NASDX vs. BDMIX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, less than BDMIX's 8.63% 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% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.63% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
NASDX vs. BDMIX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for NASDX and BDMIX.
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Drawdown Indicators
| NASDX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -11.89% | -71.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -3.60% | -9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -7.45% | -27.88% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -9.44% | -25.89% |
Current DrawdownCurrent decline from peak | -11.90% | -0.85% | -11.05% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -2.72% | -31.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.30% | +2.02% |
Volatility
NASDX vs. BDMIX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.58%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 1.58% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 4.74% | +7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 6.91% | +15.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 6.53% | +16.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 5.77% | +16.84% |