NASDX vs. VTCLX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. VTCLX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
NASDX vs. VTCLX - Performance Comparison
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NASDX vs. VTCLX - 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | -6.78% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than VTCLX's -6.78% return. Over the past 10 years, NASDX has outperformed VTCLX with an annualized return of 19.08%, while VTCLX has yielded a comparatively lower 13.66% 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%
VTCLX
- 1D
- -0.40%
- 1M
- -7.66%
- YTD
- -6.78%
- 6M
- -4.38%
- 1Y
- 14.65%
- 3Y*
- 16.84%
- 5Y*
- 10.69%
- 10Y*
- 13.66%
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NASDX vs. VTCLX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is higher than VTCLX's 0.09% expense ratio.
Return for Risk
NASDX vs. VTCLX — Risk / Return Rank
NASDX
VTCLX
NASDX vs. VTCLX - 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 Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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 | VTCLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.84 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.30 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.06 | +0.25 |
Martin ratioReturn relative to average drawdown | 5.01 | 5.18 | -0.17 |
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 | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.84 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.63 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.75 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.49 | -0.21 |
Correlation
The correlation between NASDX and VTCLX is 0.90, 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. VTCLX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, more than VTCLX's 1.01% 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 1.01% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Drawdowns
NASDX vs. VTCLX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than VTCLX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for NASDX and VTCLX.
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Drawdown Indicators
| NASDX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -55.18% | -27.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -12.20% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -24.98% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -34.56% | -0.77% |
Current DrawdownCurrent decline from peak | -11.90% | -8.79% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -7.61% | -26.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.50% | +0.82% |
Volatility
NASDX vs. VTCLX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) at 4.33%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 4.33% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 9.24% | +3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 18.24% | +4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 17.19% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 18.24% | +4.37% |