NASDX vs. FOCKX
NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 10 years, NASDX returned 23.09%/yr vs 23.46%/yr for FOCKX. With a 0.95 correlation, they move nearly in lockstep. NASDX charges 0.63%/yr vs 0.73%/yr for FOCKX.
Performance
NASDX vs. FOCKX - Performance Comparison
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Returns By Period
In the year-to-date period, NASDX achieves a 20.21% return, which is significantly lower than FOCKX's 27.09% return. Both investments have delivered pretty close results over the past 10 years, with NASDX having a 23.09% annualized return and FOCKX not far ahead at 23.46%.
NASDX
- 1D
- -0.16%
- 1M
- 3.00%
- YTD
- 20.21%
- 6M
- 18.70%
- 1Y
- 39.39%
- 3Y*
- 31.17%
- 5Y*
- 18.92%
- 10Y*
- 23.09%
FOCKX
- 1D
- -1.91%
- 1M
- 3.82%
- YTD
- 27.09%
- 6M
- 26.38%
- 1Y
- 56.90%
- 3Y*
- 34.24%
- 5Y*
- 18.15%
- 10Y*
- 23.46%
NASDX vs. FOCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 20.21% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
FOCKX Fidelity OTC Portfolio Class K | 27.09% | 22.28% | 38.91% | 42.92% | -32.07% | 25.06% | 46.83% | 39.36% | -3.18% | 38.78% |
Correlation
The correlation between NASDX and FOCKX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 9, 2008 | 0.95 |
The correlation between NASDX and FOCKX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
NASDX vs. FOCKX — Risk / Return Rank
NASDX
FOCKX
NASDX vs. FOCKX - 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 OTC Portfolio Class K (FOCKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NASDX | FOCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.50 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 5.18 | -1.73 |
| Martin ratioReturn relative to average drawdown | 12.98 | 21.92 | -8.94 |
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Drawdowns
NASDX vs. FOCKX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than FOCKX's maximum drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for NASDX and FOCKX.
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Drawdown Indicators
| NASDX | FOCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -53.33% | -29.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -11.28% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -22.71% | -24.83% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -36.97% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -36.97% | +1.64% |
Current DrawdownCurrent decline from peak | -0.96% | -2.01% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -34.30% | -8.36% | -25.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.65% | +0.51% |
Volatility
NASDX vs. FOCKX - Volatility Comparison
The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 8.36%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 8.99%. This indicates that NASDX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | FOCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 8.99% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 16.00% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 19.60% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 22.97% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.81% | 22.59% | +0.22% |
NASDX vs. FOCKX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is lower than FOCKX's 0.73% expense ratio.
Dividends
NASDX vs. FOCKX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.01%, less than FOCKX's 5.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCKX Fidelity OTC Portfolio Class K | 5.94% | 7.56% | 16.42% | 0.09% | 3.97% | 11.34% | 6.18% | 7.49% | 7.81% | 4.85% | 3.25% | 5.42% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.01% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Frequently Asked Questions
With a correlation of 0.93, NASDX and FOCKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FOCKX has higher volatility (8.99%) compared to NASDX (8.36%). In terms of maximum drawdown, NASDX dropped -83.16% vs FOCKX's -53.33%.
FOCKX currently has the higher Sharpe Ratio (2.99 vs 2.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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