NASDX vs. QQQ
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Invesco QQQ ETF (QQQ).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both NASDX and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NASDX vs. QQQ - Performance Comparison
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NASDX vs. QQQ - 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% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than QQQ's -5.93% return. Both investments have delivered pretty close results over the past 10 years, with NASDX having a 19.08% annualized return and QQQ not far behind at 18.85%.
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%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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NASDX vs. QQQ - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
NASDX vs. QQQ — Risk / Return Rank
NASDX
QQQ
NASDX vs. QQQ - 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 Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.05 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.63 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.88 | -0.57 |
Martin ratioReturn relative to average drawdown | 5.01 | 6.95 | -1.94 |
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 | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.05 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.58 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.85 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.37 | -0.09 |
Correlation
The correlation between NASDX and QQQ is 0.98, 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. QQQ - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, more than QQQ's 0.49% 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% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
NASDX vs. QQQ - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for NASDX and QQQ.
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Drawdown Indicators
| NASDX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -82.97% | -0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -12.62% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -35.12% | -0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -35.12% | -0.21% |
Current DrawdownCurrent decline from peak | -11.90% | -8.98% | -2.92% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -32.99% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.41% | -0.09% |
Volatility
NASDX vs. QQQ - Volatility Comparison
The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 5.38%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that NASDX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 6.51% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 12.77% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 22.67% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 22.39% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 22.25% | +0.36% |