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NASDX vs. VCNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NASDX vs. VCNIX - 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 VALIC Company I Nasdaq-100 Index Fund (VCNIX). The values are adjusted to include any dividend payments, if applicable.

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NASDX vs. VCNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VCNIX
VALIC Company I Nasdaq-100 Index Fund
-9.05%-2.43%25.36%54.21%-32.55%26.89%48.24%38.63%-4.76%32.35%

Returns By Period

The year-to-date returns for both investments are quite close, with NASDX having a -9.12% return and VCNIX slightly higher at -9.05%. Over the past 10 years, NASDX has outperformed VCNIX with an annualized return of 19.08%, while VCNIX has yielded a comparatively lower 15.17% 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%

VCNIX

1D
-0.75%
1M
-8.04%
YTD
-9.05%
6M
-6.90%
1Y
19.29%
3Y*
12.52%
5Y*
7.63%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NASDX vs. VCNIX - Expense Ratio Comparison

NASDX has a 0.63% expense ratio, which is higher than VCNIX's 0.45% expense ratio.


Return for Risk

NASDX vs. VCNIX — Risk / Return Rank

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

NASDX
NASDX Risk / Return Rank: 5151
Overall Rank
NASDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5050
Omega Ratio Rank
NASDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NASDX Martin Ratio Rank: 5252
Martin Ratio Rank

VCNIX
VCNIX Risk / Return Rank: 4747
Overall Rank
VCNIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VCNIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VCNIX Omega Ratio Rank: 4949
Omega Ratio Rank
VCNIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VCNIX Martin Ratio Rank: 4444
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. VCNIX - 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 VALIC Company I Nasdaq-100 Index Fund (VCNIX). 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.


NASDXVCNIXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.88

+0.01

Sortino ratio

Return per unit of downside risk

1.40

1.41

-0.01

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.31

1.13

+0.18

Martin ratio

Return relative to average drawdown

5.01

4.42

+0.59

NASDX vs. VCNIX - Sharpe Ratio Comparison

The current NASDX Sharpe Ratio is 0.88, which is comparable to the VCNIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of NASDX and VCNIX, 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


NASDXVCNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.88

+0.01

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

0.64

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.22

+0.06

Correlation

The correlation between NASDX and VCNIX 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.


Dividends

NASDX vs. VCNIX - Dividend Comparison

NASDX's dividend yield for the trailing twelve months is around 3.93%, less than VCNIX's 11.14% yield.


TTM20252024202320222021202020192018201720162015
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%
VCNIX
VALIC Company I Nasdaq-100 Index Fund
11.14%0.00%3.76%10.90%13.50%7.28%2.40%1.57%0.55%4.57%0.00%0.00%

Drawdowns

NASDX vs. VCNIX - Drawdown Comparison

The maximum NASDX drawdown since its inception was -83.16%, which is greater than VCNIX's maximum drawdown of -76.68%. Use the drawdown chart below to compare losses from any high point for NASDX and VCNIX.


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Drawdown Indicators


NASDXVCNIXDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-76.68%

-6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-12.76%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.33%

-37.53%

+2.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

-37.53%

+2.20%

Current Drawdown

Current decline from peak

-11.90%

-15.91%

+4.01%

Average Drawdown

Average peak-to-trough decline

-34.59%

-28.91%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.50%

-0.18%

Volatility

NASDX vs. VCNIX - Volatility Comparison

Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and VALIC Company I Nasdaq-100 Index Fund (VCNIX) have volatilities of 5.38% and 5.39%, 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.


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Volatility by Period


NASDXVCNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.39%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

11.80%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

22.28%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.03%

24.85%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

23.67%

-1.06%