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NASDX vs. ONERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NASDX vs. ONERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and One Rock Fund (ONERX). The values are adjusted to include any dividend payments, if applicable.

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NASDX vs. ONERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
-6.04%21.00%36.91%54.69%-32.57%27.32%61.73%
ONERX
One Rock Fund
-1.48%49.37%21.76%72.41%-42.06%45.70%104.46%

Returns By Period

In the year-to-date period, NASDX achieves a -6.04% return, which is significantly lower than ONERX's -1.48% return.


NASDX

1D
3.39%
1M
-5.03%
YTD
-6.04%
6M
-4.08%
1Y
22.65%
3Y*
25.90%
5Y*
14.78%
10Y*
19.48%

ONERX

1D
7.72%
1M
-7.71%
YTD
-1.48%
6M
-2.85%
1Y
79.18%
3Y*
35.95%
5Y*
20.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NASDX vs. ONERX - Expense Ratio Comparison

NASDX has a 0.63% expense ratio, which is lower than ONERX's 1.75% expense ratio.


Return for Risk

NASDX vs. ONERX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NASDX
NASDX Risk / Return Rank: 6565
Overall Rank
NASDX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5757
Omega Ratio Rank
NASDX Calmar Ratio Rank: 7878
Calmar Ratio Rank
NASDX Martin Ratio Rank: 7373
Martin Ratio Rank

ONERX
ONERX Risk / Return Rank: 9191
Overall Rank
ONERX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ONERX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ONERX Omega Ratio Rank: 8383
Omega Ratio Rank
ONERX Calmar Ratio Rank: 9898
Calmar Ratio Rank
ONERX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NASDX vs. ONERX - 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 One Rock Fund (ONERX). 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.


NASDXONERXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.96

-0.92

Sortino ratio

Return per unit of downside risk

1.63

2.42

-0.79

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.87

4.49

-2.61

Martin ratio

Return relative to average drawdown

7.07

15.11

-8.04

NASDX vs. ONERX - Sharpe Ratio Comparison

The current NASDX Sharpe Ratio is 1.04, which is lower than the ONERX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of NASDX and ONERX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NASDXONERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.96

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.02

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.04

+0.25

Correlation

The correlation between NASDX and ONERX is 0.83, 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. ONERX - Dividend Comparison

NASDX's dividend yield for the trailing twelve months is around 3.80%, less than ONERX's 24.48% yield.


TTM20252024202320222021202020192018201720162015
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
3.80%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%
ONERX
One Rock Fund
24.48%24.12%0.00%0.00%10.57%28.88%18.66%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NASDX vs. ONERX - Drawdown Comparison

The maximum NASDX drawdown since its inception was -83.16%, smaller than the maximum ONERX drawdown of -96.43%. Use the drawdown chart below to compare losses from any high point for NASDX and ONERX.


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Drawdown Indicators


NASDXONERXDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-96.43%

+13.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-17.63%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-35.33%

-96.43%

+61.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

Current Drawdown

Current decline from peak

-8.91%

-92.58%

+83.67%

Average Drawdown

Average peak-to-trough decline

-34.59%

-30.62%

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

5.24%

-1.87%

Volatility

NASDX vs. ONERX - Volatility Comparison

The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 6.54%, while One Rock Fund (ONERX) has a volatility of 18.51%. This indicates that NASDX experiences smaller price fluctuations and is considered to be less risky than ONERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NASDXONERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

18.51%

-11.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

31.07%

-18.18%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

41.95%

-19.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.07%

821.63%

-798.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

747.39%

-724.76%