NASDX vs. VOOG
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Vanguard S&P 500 Growth ETF (VOOG).
NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both NASDX and VOOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NASDX or VOOG.
Performance
NASDX vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, NASDX achieves a 23.21% return, which is significantly lower than VOOG's 33.12% return. Both investments have delivered pretty close results over the past 10 years, with NASDX having a 15.08% annualized return and VOOG not far behind at 14.92%.
NASDX
23.21%
1.52%
10.63%
21.14%
16.02%
15.08%
VOOG
33.12%
1.64%
14.93%
38.17%
17.54%
14.92%
Key characteristics
| NASDX | VOOG | |
|---|---|---|
| Sharpe Ratio | 1.07 | 2.23 |
| Sortino Ratio | 1.45 | 2.90 |
| Omega Ratio | 1.21 | 1.41 |
| Calmar Ratio | 1.35 | 2.84 |
| Martin Ratio | 5.02 | 11.80 |
| Ulcer Index | 4.07% | 3.22% |
| Daily Std Dev | 19.05% | 17.05% |
| Max Drawdown | -81.69% | -32.73% |
| Current Drawdown | -2.12% | -1.59% |
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NASDX vs. VOOG - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Correlation
The correlation between NASDX and VOOG is 0.95, 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. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 0.39%, less than VOOG's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.39% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
NASDX vs. VOOG - Drawdown Comparison
The maximum NASDX drawdown since its inception was -81.69%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for NASDX and VOOG. For additional features, visit the drawdowns tool.
Volatility
NASDX vs. VOOG - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 5.64% and 5.67%, 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.