NASDX vs. BLUEX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and AMG Veritas Global Real Return Fund (BLUEX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. BLUEX is managed by AMG. It was launched on Jan 10, 1991.
Performance
NASDX vs. BLUEX - Performance Comparison
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NASDX vs. BLUEX - 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% |
BLUEX AMG Veritas Global Real Return Fund | -9.67% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly higher than BLUEX's -9.67% return. Over the past 10 years, NASDX has outperformed BLUEX with an annualized return of 19.08%, while BLUEX has yielded a comparatively lower 9.23% 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%
BLUEX
- 1D
- 0.72%
- 1M
- -7.41%
- YTD
- -9.67%
- 6M
- -9.53%
- 1Y
- -8.25%
- 3Y*
- 2.35%
- 5Y*
- 0.57%
- 10Y*
- 9.23%
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NASDX vs. BLUEX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is lower than BLUEX's 1.15% expense ratio.
Return for Risk
NASDX vs. BLUEX — Risk / Return Rank
NASDX
BLUEX
NASDX vs. BLUEX - 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 AMG Veritas Global Real Return Fund (BLUEX). 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 | BLUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | -0.79 | +1.67 |
Sortino ratioReturn per unit of downside risk | 1.40 | -1.07 | +2.47 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.87 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | -0.76 | +2.07 |
Martin ratioReturn relative to average drawdown | 5.01 | -2.67 | +7.68 |
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 | BLUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | -0.79 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.05 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.56 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.49 | -0.20 |
Correlation
The correlation between NASDX and BLUEX is 0.79, 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. BLUEX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, more than BLUEX's 0.34% 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% |
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
Drawdowns
NASDX vs. BLUEX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than BLUEX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for NASDX and BLUEX.
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Drawdown Indicators
| NASDX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -54.27% | -28.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -12.19% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -21.87% | -13.46% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -29.06% | -6.27% |
Current DrawdownCurrent decline from peak | -11.90% | -11.55% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -13.39% | -21.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.48% | -0.16% |
Volatility
NASDX vs. BLUEX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.41% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 7.23% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 10.98% | +11.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 10.49% | +12.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 16.57% | +6.04% |