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NEXTX vs. DEBTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEXTX vs. DEBTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton Green Alpha Fund (NEXTX) and Shelton Tactical Credit Fund (DEBTX). The values are adjusted to include any dividend payments, if applicable.

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NEXTX vs. DEBTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEXTX
Shelton Green Alpha Fund
5.18%11.33%-2.54%2.11%-26.80%2.59%113.89%43.72%-18.90%29.53%
DEBTX
Shelton Tactical Credit Fund
-0.62%6.99%5.67%4.23%-7.42%6.75%5.77%613.91%-1.60%3.34%

Returns By Period

In the year-to-date period, NEXTX achieves a 5.18% return, which is significantly higher than DEBTX's -0.62% return. Over the past 10 years, NEXTX has underperformed DEBTX with an annualized return of 10.87%, while DEBTX has yielded a comparatively higher 24.70% annualized return.


NEXTX

1D
1.30%
1M
-2.16%
YTD
5.18%
6M
-0.39%
1Y
23.26%
3Y*
3.07%
5Y*
-3.44%
10Y*
10.87%

DEBTX

1D
0.20%
1M
-0.62%
YTD
-0.62%
6M
0.93%
1Y
5.91%
3Y*
5.27%
5Y*
2.04%
10Y*
24.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEXTX vs. DEBTX - Expense Ratio Comparison

NEXTX has a 1.16% expense ratio, which is lower than DEBTX's 1.97% expense ratio.


Return for Risk

NEXTX vs. DEBTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEXTX
NEXTX Risk / Return Rank: 5959
Overall Rank
NEXTX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NEXTX Sortino Ratio Rank: 6060
Sortino Ratio Rank
NEXTX Omega Ratio Rank: 4949
Omega Ratio Rank
NEXTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
NEXTX Martin Ratio Rank: 5454
Martin Ratio Rank

DEBTX
DEBTX Risk / Return Rank: 8282
Overall Rank
DEBTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DEBTX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEBTX Omega Ratio Rank: 7979
Omega Ratio Rank
DEBTX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DEBTX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEXTX vs. DEBTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shelton Green Alpha Fund (NEXTX) and Shelton Tactical Credit Fund (DEBTX). 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.


NEXTXDEBTXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.68

-0.46

Sortino ratio

Return per unit of downside risk

1.79

2.40

-0.61

Omega ratio

Gain probability vs. loss probability

1.24

1.33

-0.10

Calmar ratio

Return relative to maximum drawdown

2.05

2.24

-0.19

Martin ratio

Return relative to average drawdown

6.57

9.92

-3.36

NEXTX vs. DEBTX - Sharpe Ratio Comparison

The current NEXTX Sharpe Ratio is 1.23, which is comparable to the DEBTX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of NEXTX and DEBTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEXTXDEBTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.68

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.50

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.53

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.50

-0.02

Correlation

The correlation between NEXTX and DEBTX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NEXTX vs. DEBTX - Dividend Comparison

NEXTX's dividend yield for the trailing twelve months is around 0.19%, less than DEBTX's 5.75% yield.


TTM202520242023202220212020201920182017
NEXTX
Shelton Green Alpha Fund
0.19%0.20%0.20%0.20%0.35%4.65%1.05%0.21%1.59%2.88%
DEBTX
Shelton Tactical Credit Fund
5.75%4.41%5.30%3.43%2.62%3.45%3.82%132.10%4.95%5.77%

Drawdowns

NEXTX vs. DEBTX - Drawdown Comparison

The maximum NEXTX drawdown since its inception was -47.15%, which is greater than DEBTX's maximum drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for NEXTX and DEBTX.


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Drawdown Indicators


NEXTXDEBTXDifference

Max Drawdown

Largest peak-to-trough decline

-47.15%

-19.21%

-27.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-2.39%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-47.15%

-12.18%

-34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-47.15%

-19.21%

-27.94%

Current Drawdown

Current decline from peak

-25.74%

-1.10%

-24.64%

Average Drawdown

Average peak-to-trough decline

-15.29%

-2.77%

-12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

0.63%

+3.21%

Volatility

NEXTX vs. DEBTX - Volatility Comparison

Shelton Green Alpha Fund (NEXTX) has a higher volatility of 5.63% compared to Shelton Tactical Credit Fund (DEBTX) at 1.30%. This indicates that NEXTX's price experiences larger fluctuations and is considered to be riskier than DEBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEXTXDEBTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

1.30%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

2.29%

+10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

3.60%

+16.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

4.12%

+19.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

47.12%

-22.43%