NASDX vs. VTMFX
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
NASDX vs. VTMFX - Performance Comparison
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NASDX vs. VTMFX - 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% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -3.56% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly lower than VTMFX's -3.56% return. Over the past 10 years, NASDX has outperformed VTMFX with an annualized return of 19.08%, while VTMFX has yielded a comparatively lower 7.82% 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%
VTMFX
- 1D
- -0.08%
- 1M
- -5.04%
- YTD
- -3.56%
- 6M
- -1.55%
- 1Y
- 9.77%
- 3Y*
- 9.90%
- 5Y*
- 6.01%
- 10Y*
- 7.82%
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NASDX vs. VTMFX - Expense Ratio Comparison
NASDX has a 0.63% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
NASDX vs. VTMFX — Risk / Return Rank
NASDX
VTMFX
NASDX vs. VTMFX - 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 Balanced Fund Admiral Shares (VTMFX). 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 | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.21 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.75 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.36 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.01 | 6.49 | -1.47 |
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 | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.21 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.71 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.86 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.82 | -0.53 |
Correlation
The correlation between NASDX and VTMFX is 0.89, 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. VTMFX - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, more than VTMFX's 2.31% 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% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.31% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
NASDX vs. VTMFX - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for NASDX and VTMFX.
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Drawdown Indicators
| NASDX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -28.49% | -54.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -6.82% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -17.40% | -17.93% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -21.87% | -13.46% |
Current DrawdownCurrent decline from peak | -11.90% | -5.38% | -6.52% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -3.56% | -31.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.43% | +1.89% |
Volatility
NASDX vs. VTMFX - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.38% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.30%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 2.30% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 4.60% | +7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 8.45% | +14.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 8.49% | +14.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 9.09% | +13.52% |