RTSSX vs. NASDX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
RTSSX is managed by BlackRock. It was launched on Nov 30, 1999. 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
RTSSX vs. NASDX - Performance Comparison
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RTSSX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | 1.38% | 5.24% | 7.21% | 16.62% | -19.12% | 19.88% | 15.34% | 23.91% | -8.63% | 14.71% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 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, RTSSX achieves a 1.38% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, RTSSX has underperformed NASDX with an annualized return of 8.14%, while NASDX has yielded a comparatively higher 19.48% annualized return.
RTSSX
- 1D
- 3.02%
- 1M
- -6.16%
- YTD
- 1.38%
- 6M
- 2.82%
- 1Y
- 16.94%
- 3Y*
- 9.01%
- 5Y*
- 2.63%
- 10Y*
- 8.14%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
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RTSSX vs. NASDX - Expense Ratio Comparison
RTSSX has a 1.20% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
RTSSX vs. NASDX — Risk / Return Rank
RTSSX
NASDX
RTSSX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) 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.
| RTSSX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.04 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.63 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.87 | -0.67 |
Martin ratioReturn relative to average drawdown | 4.83 | 7.07 | -2.24 |
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
| RTSSX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.04 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.64 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.86 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.29 | 0.00 |
Correlation
The correlation between RTSSX and NASDX is 0.80, 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
RTSSX vs. NASDX - Dividend Comparison
RTSSX's dividend yield for the trailing twelve months is around 0.46%, less than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | 0.46% | 0.47% | 0.72% | 0.11% | 0.25% | 0.10% | 0.36% | 0.31% | 0.00% | 0.55% | 0.00% | 0.51% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
RTSSX vs. NASDX - Drawdown Comparison
The maximum RTSSX drawdown since its inception was -57.98%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for RTSSX and NASDX.
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Drawdown Indicators
| RTSSX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -83.16% | +25.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -12.70% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -35.33% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -40.79% | -35.33% | -5.46% |
Current DrawdownCurrent decline from peak | -7.07% | -8.91% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -34.59% | +22.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 3.37% | +0.17% |
Volatility
RTSSX vs. NASDX - Volatility Comparison
Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) has a higher volatility of 6.89% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 6.54%. This indicates that RTSSX's price experiences larger fluctuations and is considered to be riskier 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
| RTSSX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 6.54% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 12.89% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.70% | 22.75% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.56% | 23.07% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 22.63% | -1.37% |