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PBAIX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBAIX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Tactical Opportunities Fund Institutional Class (PBAIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

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PBAIX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBAIX
BlackRock Tactical Opportunities Fund Institutional Class
3.23%6.46%12.08%2.64%6.14%0.50%6.91%1.65%4.68%8.05%
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%

Returns By Period

In the year-to-date period, PBAIX achieves a 3.23% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, PBAIX has underperformed NASDX with an annualized return of 5.35%, while NASDX has yielded a comparatively higher 19.08% annualized return.


PBAIX

1D
-0.85%
1M
1.81%
YTD
3.23%
6M
2.06%
1Y
9.24%
3Y*
8.63%
5Y*
6.42%
10Y*
5.35%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBAIX vs. NASDX - Expense Ratio Comparison

PBAIX has a 0.77% expense ratio, which is higher than NASDX's 0.63% expense ratio.


Return for Risk

PBAIX vs. NASDX — Risk / Return Rank

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

PBAIX
PBAIX Risk / Return Rank: 7272
Overall Rank
PBAIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PBAIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
PBAIX Omega Ratio Rank: 7272
Omega Ratio Rank
PBAIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PBAIX Martin Ratio Rank: 6363
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 5151
Overall Rank
NASDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5050
Omega Ratio Rank
NASDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NASDX Martin Ratio Rank: 5252
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.

PBAIX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Tactical Opportunities Fund Institutional Class (PBAIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.


PBAIXNASDXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.88

+0.47

Sortino ratio

Return per unit of downside risk

1.87

1.40

+0.47

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

1.79

1.31

+0.48

Martin ratio

Return relative to average drawdown

6.09

5.01

+1.07

PBAIX vs. NASDX - Sharpe Ratio Comparison

The current PBAIX Sharpe Ratio is 1.35, which is higher than the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PBAIX and NASDX, 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


PBAIXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.88

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.63

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.85

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.29

+0.28

Correlation

The correlation between PBAIX and NASDX is 0.60, 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.


Dividends

PBAIX vs. NASDX - Dividend Comparison

PBAIX has not paid dividends to shareholders, while NASDX's dividend yield for the trailing twelve months is around 3.93%.


TTM20252024202320222021202020192018201720162015
PBAIX
BlackRock Tactical Opportunities Fund Institutional Class
0.00%0.00%0.00%11.84%3.52%0.00%2.71%3.39%10.17%0.86%1.74%5.15%
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%

Drawdowns

PBAIX vs. NASDX - Drawdown Comparison

The maximum PBAIX drawdown since its inception was -39.26%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for PBAIX and NASDX.


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Drawdown Indicators


PBAIXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-39.26%

-83.16%

+43.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

-12.70%

+8.48%

Max Drawdown (5Y)

Largest decline over 5 years

-6.79%

-35.33%

+28.54%

Max Drawdown (10Y)

Largest decline over 10 years

-8.94%

-35.33%

+26.39%

Current Drawdown

Current decline from peak

-1.69%

-11.90%

+10.21%

Average Drawdown

Average peak-to-trough decline

-4.32%

-34.59%

+30.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

3.32%

-2.00%

Volatility

PBAIX vs. NASDX - Volatility Comparison

The current volatility for BlackRock Tactical Opportunities Fund Institutional Class (PBAIX) is 3.13%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that PBAIX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBAIXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

5.38%

-2.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

12.45%

-8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.71%

22.55%

-15.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

23.03%

-16.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.11%

22.61%

-16.50%