RETSX vs. NASDX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
RETSX is managed by BlackRock. It was launched on Oct 7, 1996. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
RETSX vs. NASDX - Performance Comparison
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RETSX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | -7.47% | 14.45% | 20.43% | 24.74% | -18.96% | 24.82% | 17.70% | 28.94% | -6.97% | 21.51% |
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, RETSX achieves a -7.47% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, RETSX has underperformed NASDX with an annualized return of 11.63%, while NASDX has yielded a comparatively higher 19.08% annualized return.
RETSX
- 1D
- -0.28%
- 1M
- -7.60%
- YTD
- -7.47%
- 6M
- -5.43%
- 1Y
- 11.02%
- 3Y*
- 14.07%
- 5Y*
- 8.91%
- 10Y*
- 11.63%
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%
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RETSX vs. NASDX - Expense Ratio Comparison
RETSX has a 0.92% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
RETSX vs. NASDX — Risk / Return Rank
RETSX
NASDX
RETSX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) 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.
| RETSX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.88 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.40 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.31 | -0.54 |
Martin ratioReturn relative to average drawdown | 3.50 | 5.01 | -1.52 |
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
| RETSX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.88 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.63 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.85 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.29 | +0.14 |
Correlation
The correlation between RETSX and NASDX is 0.88, 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
RETSX vs. NASDX - Dividend Comparison
RETSX's dividend yield for the trailing twelve months is around 0.48%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | 0.48% | 0.44% | 0.49% | 0.54% | 0.59% | 0.14% | 0.47% | 0.78% | 0.90% | 1.02% | 0.84% | 0.76% |
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
RETSX vs. NASDX - Drawdown Comparison
The maximum RETSX drawdown since its inception was -57.35%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for RETSX and NASDX.
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Drawdown Indicators
| RETSX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -83.16% | +25.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -12.70% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -35.33% | +9.71% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -35.33% | +1.81% |
Current DrawdownCurrent decline from peak | -9.29% | -11.90% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -34.59% | +23.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 3.32% | -0.64% |
Volatility
RETSX vs. NASDX - Volatility Comparison
The current volatility for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) is 4.12%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that RETSX 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
| RETSX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.38% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 12.45% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 22.55% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 23.03% | -6.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 22.61% | -4.82% |