NASDX vs. TVRIX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Guggenheim Directional Allocation Fund (TVRIX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
NASDX vs. TVRIX - Performance Comparison
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NASDX vs. TVRIX - 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% |
TVRIX Guggenheim Directional Allocation Fund | -7.13% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than TVRIX's -7.13% return. Over the past 10 years, NASDX has outperformed TVRIX with an annualized return of 19.08%, while TVRIX has yielded a comparatively lower 8.46% 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%
TVRIX
- 1D
- -0.65%
- 1M
- -6.83%
- YTD
- -7.13%
- 6M
- -4.50%
- 1Y
- 9.48%
- 3Y*
- 7.90%
- 5Y*
- 4.51%
- 10Y*
- 8.46%
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NASDX vs. TVRIX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is lower than TVRIX's 1.09% expense ratio.
Return for Risk
NASDX vs. TVRIX — Risk / Return Rank
NASDX
TVRIX
NASDX vs. TVRIX - 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 Guggenheim Directional Allocation Fund (TVRIX). 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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.80 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.18 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.01 | +0.30 |
Martin ratioReturn relative to average drawdown | 5.01 | 4.24 | +0.77 |
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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.80 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.31 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.48 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.54 | -0.25 |
Correlation
The correlation between NASDX and TVRIX is 0.81, 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. TVRIX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, less than TVRIX's 10.38% 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% |
TVRIX Guggenheim Directional Allocation Fund | 10.38% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 0.00% | 0.00% | 0.00% |
Drawdowns
NASDX vs. TVRIX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for NASDX and TVRIX.
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Drawdown Indicators
| NASDX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -39.36% | -43.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -8.45% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -24.87% | -10.46% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -39.36% | +4.03% |
Current DrawdownCurrent decline from peak | -11.90% | -11.36% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -6.10% | -28.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.02% | +1.30% |
Volatility
NASDX vs. TVRIX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to Guggenheim Directional Allocation Fund (TVRIX) at 3.48%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.48% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 7.45% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 12.40% | +10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 14.42% | +8.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 17.79% | +4.82% |