NASDX vs. FMIL
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Fidelity New Millennium ETF (FMIL).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. FMIL is an actively managed fund by Fidelity. It was launched on Jun 3, 2020.
Performance
NASDX vs. FMIL - Performance Comparison
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NASDX vs. FMIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 34.05% |
FMIL Fidelity New Millennium ETF | -3.67% | 17.67% | 27.89% | 25.07% | -0.04% | 24.53% | 18.76% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than FMIL's -3.67% 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%
FMIL
- 1D
- 3.48%
- 1M
- -5.49%
- YTD
- -3.67%
- 6M
- -0.80%
- 1Y
- 19.26%
- 3Y*
- 19.56%
- 5Y*
- 14.40%
- 10Y*
- —
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NASDX vs. FMIL - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is higher than FMIL's 0.59% expense ratio.
Return for Risk
NASDX vs. FMIL — Risk / Return Rank
NASDX
FMIL
NASDX vs. FMIL - 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 Fidelity New Millennium ETF (FMIL). 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 | FMIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.04 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.55 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.65 | -0.34 |
Martin ratioReturn relative to average drawdown | 5.01 | 7.14 | -2.12 |
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 | FMIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.04 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.85 | -0.22 |
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 | 1.04 | -0.76 |
Correlation
The correlation between NASDX and FMIL is 0.73, 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. FMIL - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, more than FMIL's 1.14% 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% |
FMIL Fidelity New Millennium ETF | 1.14% | 1.10% | 0.82% | 0.57% | 1.67% | 1.68% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NASDX vs. FMIL - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than FMIL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for NASDX and FMIL.
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Drawdown Indicators
| NASDX | FMIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -19.72% | -63.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -11.92% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -19.72% | -15.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | — | — |
Current DrawdownCurrent decline from peak | -11.90% | -6.85% | -5.05% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -3.05% | -31.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.76% | +0.56% |
Volatility
NASDX vs. FMIL - Volatility Comparison
The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 5.38%, while Fidelity New Millennium ETF (FMIL) has a volatility of 6.13%. This indicates that NASDX experiences smaller price fluctuations and is considered to be less risky than FMIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | FMIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 6.13% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 10.24% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 18.67% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 16.94% | +6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 17.78% | +4.83% |