NASDX vs. USNQX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and USAA Nasdaq 100 Index Fund (USNQX).
NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. USNQX is managed by Victory Capital. It was launched on Oct 27, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NASDX or USNQX.
Performance
NASDX vs. USNQX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with NASDX having a 24.04% return and USNQX slightly higher at 24.12%. Over the past 10 years, NASDX has underperformed USNQX with an annualized return of 14.92%, while USNQX has yielded a comparatively higher 15.88% annualized return.
NASDX
24.04%
2.25%
10.78%
21.61%
15.70%
14.92%
USNQX
24.12%
2.27%
10.84%
28.13%
17.61%
15.88%
Key characteristics
| NASDX | USNQX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 1.60 |
| Sortino Ratio | 1.52 | 2.17 |
| Omega Ratio | 1.22 | 1.29 |
| Calmar Ratio | 1.43 | 2.07 |
| Martin Ratio | 5.30 | 7.49 |
| Ulcer Index | 4.08% | 3.76% |
| Daily Std Dev | 19.04% | 17.57% |
| Max Drawdown | -81.69% | -74.36% |
| Current Drawdown | -1.46% | -1.45% |
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NASDX vs. USNQX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is higher than USNQX's 0.42% expense ratio.
Correlation
The correlation between NASDX and USNQX is 0.99, 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.
Risk-Adjusted Performance
NASDX vs. USNQX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and USAA Nasdaq 100 Index Fund (USNQX). 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.
Dividends
NASDX vs. USNQX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 0.38%, less than USNQX's 0.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.38% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
USNQX USAA Nasdaq 100 Index Fund | 0.46% | 0.58% | 0.28% | 0.24% | 0.37% | 0.55% | 0.65% | 0.46% | 0.50% | 0.62% | 0.21% | 0.28% |
Drawdowns
NASDX vs. USNQX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -81.69%, which is greater than USNQX's maximum drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for NASDX and USNQX. For additional features, visit the drawdowns tool.
Volatility
NASDX vs. USNQX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and USAA Nasdaq 100 Index Fund (USNQX) have volatilities of 5.31% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.