NASDX vs. GQEPX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018.
Performance
NASDX vs. GQEPX - Performance Comparison
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NASDX vs. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -14.53% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 9.79% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than GQEPX's 9.79% 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%
GQEPX
- 1D
- 0.73%
- 1M
- -1.92%
- YTD
- 9.79%
- 6M
- 7.86%
- 1Y
- 5.58%
- 3Y*
- 17.82%
- 5Y*
- 12.59%
- 10Y*
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NASDX vs. GQEPX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Return for Risk
NASDX vs. GQEPX — Risk / Return Rank
NASDX
GQEPX
NASDX vs. GQEPX - 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 GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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 | GQEPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.54 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.81 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.11 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.67 | +0.64 |
Martin ratioReturn relative to average drawdown | 5.01 | 1.68 | +3.33 |
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 | GQEPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.54 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.80 | -0.17 |
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 | 0.75 | -0.47 |
Correlation
The correlation between NASDX and GQEPX 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. GQEPX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, less than GQEPX's 6.36% 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% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.36% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% |
Drawdowns
NASDX vs. GQEPX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for NASDX and GQEPX.
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Drawdown Indicators
| NASDX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -28.45% | -54.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -8.71% | -3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -20.49% | -14.84% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | — | — |
Current DrawdownCurrent decline from peak | -11.90% | -6.29% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -5.75% | -28.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.48% | -0.16% |
Volatility
NASDX vs. GQEPX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.77%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 2.77% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 7.29% | +5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 12.43% | +10.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 15.87% | +7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 18.85% | +3.76% |