NASDX vs. VIGIX
NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) and VIGIX (Vanguard Growth Index Fund Institutional Shares) are both Large Cap Growth Equities funds - NASDX tracks the NASDAQ-100 Index while VIGIX tracks the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 10 years, NASDX returned 22.58%/yr vs 18.40%/yr for VIGIX. Their correlation of 0.94 suggests significant overlap in exposure. NASDX charges 0.63%/yr vs 0.04%/yr for VIGIX.
Performance
NASDX vs. VIGIX - Performance Comparison
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Returns By Period
In the year-to-date period, NASDX achieves a 21.38% return, which is significantly higher than VIGIX's 10.83% return. Over the past 10 years, NASDX has outperformed VIGIX with an annualized return of 22.58%, while VIGIX has yielded a comparatively lower 18.40% annualized return.
NASDX
- 1D
- 0.47%
- 1M
- 10.94%
- YTD
- 21.38%
- 6M
- 19.90%
- 1Y
- 42.08%
- 3Y*
- 32.65%
- 5Y*
- 20.44%
- 10Y*
- 22.58%
VIGIX
- 1D
- -0.28%
- 1M
- 7.55%
- YTD
- 10.83%
- 6M
- 10.12%
- 1Y
- 29.46%
- 3Y*
- 26.47%
- 5Y*
- 15.72%
- 10Y*
- 18.40%
NASDX vs. VIGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 21.38% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 10.83% | 19.44% | 32.68% | 46.77% | -33.13% | 27.27% | 40.19% | 37.26% | -3.34% | 27.81% |
Correlation
The correlation between NASDX and VIGIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2000 | 0.94 |
The correlation between NASDX and VIGIX has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
NASDX vs. VIGIX — Risk / Return Rank
NASDX
VIGIX
NASDX vs. VIGIX - 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 Vanguard Growth Index Fund Institutional Shares (VIGIX). 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 | VIGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.33 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 1.85 | +1.80 |
| Martin ratioReturn relative to average drawdown | 14.16 | 6.49 | +7.67 |
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 | VIGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 1.92 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.71 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.86 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.47 | -0.14 |
Drawdowns
NASDX vs. VIGIX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than VIGIX's maximum drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for NASDX and VIGIX.
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Drawdown Indicators
| NASDX | VIGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -56.95% | -26.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -16.51% | +4.61% |
Max Drawdown (3Y)Largest decline over 3 years | -22.71% | -23.03% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -35.62% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -35.62% | +0.29% |
Current DrawdownCurrent decline from peak | 0.00% | -0.28% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -34.37% | -16.28% | -18.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 4.68% | -1.62% |
Volatility
NASDX vs. VIGIX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 4.51% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 3.62%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | VIGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 3.62% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 12.10% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 15.87% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.06% | 22.35% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 21.59% | +1.09% |
NASDX vs. VIGIX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is higher than VIGIX's 0.04% expense ratio.
Dividends
NASDX vs. VIGIX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 2.98%, more than VIGIX's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 2.98% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.37% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% |
Frequently Asked Questions
With a correlation of 0.96, NASDX and VIGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NASDX has higher volatility (4.51%) compared to VIGIX (3.62%). In terms of maximum drawdown, NASDX dropped -83.16% vs VIGIX's -56.95%.
NASDX currently has the higher Sharpe Ratio (2.70 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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