NASDX vs. RYDAX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Rydex Dow Jones Industrial Average Fund (RYDAX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.
Performance
NASDX vs. RYDAX - Performance Comparison
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NASDX vs. RYDAX - 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% |
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than RYDAX's -5.94% return. Over the past 10 years, NASDX has outperformed RYDAX with an annualized return of 19.08%, while RYDAX has yielded a comparatively lower 10.22% annualized 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%
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
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NASDX vs. RYDAX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is lower than RYDAX's 1.58% expense ratio.
Return for Risk
NASDX vs. RYDAX — Risk / Return Rank
NASDX
RYDAX
NASDX vs. RYDAX - 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 Rydex Dow Jones Industrial Average Fund (RYDAX). 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 | RYDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.53 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.87 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.63 | +0.68 |
Martin ratioReturn relative to average drawdown | 5.01 | 2.34 | +2.68 |
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 | RYDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.53 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.46 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.58 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.59 | -0.31 |
Correlation
The correlation between NASDX and RYDAX is 0.72, 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. RYDAX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, more than RYDAX's 0.40% 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% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
Drawdowns
NASDX vs. RYDAX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than RYDAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for NASDX and RYDAX.
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Drawdown Indicators
| NASDX | RYDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -37.34% | -45.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -10.87% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -22.12% | -13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -37.34% | +2.01% |
Current DrawdownCurrent decline from peak | -11.90% | -9.86% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -4.38% | -30.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.95% | +0.37% |
Volatility
NASDX vs. RYDAX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to Rydex Dow Jones Industrial Average Fund (RYDAX) at 3.99%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than RYDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | RYDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.99% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 8.92% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 16.68% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 14.73% | +8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 17.56% | +5.05% |