NASDX vs. ^DWRTFT
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Dow Jones U.S. Select REIT Total Return Index (^DWRTFT).
NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NASDX or ^DWRTFT.
Performance
NASDX vs. ^DWRTFT - Performance Comparison
Returns By Period
In the year-to-date period, NASDX achieves a 23.30% return, which is significantly higher than ^DWRTFT's 13.57% return. Over the past 10 years, NASDX has outperformed ^DWRTFT with an annualized return of 15.09%, while ^DWRTFT has yielded a comparatively lower 5.79% annualized return.
NASDX
23.30%
1.76%
10.68%
20.53%
16.06%
15.09%
^DWRTFT
13.57%
-1.40%
16.15%
27.61%
4.60%
5.79%
Key characteristics
| NASDX | ^DWRTFT | |
|---|---|---|
| Sharpe Ratio | 1.15 | 1.75 |
| Sortino Ratio | 1.54 | 2.47 |
| Omega Ratio | 1.22 | 1.30 |
| Calmar Ratio | 1.45 | 1.13 |
| Martin Ratio | 5.38 | 7.88 |
| Ulcer Index | 4.09% | 3.63% |
| Daily Std Dev | 19.08% | 16.29% |
| Max Drawdown | -81.69% | -75.15% |
| Current Drawdown | -2.05% | -4.18% |
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Correlation
The correlation between NASDX and ^DWRTFT is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NASDX vs. ^DWRTFT - 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 Dow Jones U.S. Select REIT Total Return Index (^DWRTFT). 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.
Drawdowns
NASDX vs. ^DWRTFT - Drawdown Comparison
The maximum NASDX drawdown since its inception was -81.69%, which is greater than ^DWRTFT's maximum drawdown of -75.15%. Use the drawdown chart below to compare losses from any high point for NASDX and ^DWRTFT. For additional features, visit the drawdowns tool.
Volatility
NASDX vs. ^DWRTFT - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a higher volatility of 5.63% compared to Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) at 4.45%. This indicates that NASDX's price experiences larger fluctuations and is considered to be riskier than ^DWRTFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.