RYDAX vs. NASDX
Compare and contrast key facts about Rydex Dow Jones Industrial Average Fund (RYDAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015. 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
RYDAX vs. NASDX - Performance Comparison
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RYDAX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
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, RYDAX achieves a -5.94% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, RYDAX has underperformed NASDX with an annualized return of 10.22%, while NASDX has yielded a comparatively higher 19.08% annualized return.
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
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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RYDAX vs. NASDX - Expense Ratio Comparison
RYDAX has a 1.58% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
RYDAX vs. NASDX — Risk / Return Rank
RYDAX
NASDX
RYDAX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Dow Jones Industrial Average Fund (RYDAX) 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.
| RYDAX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.88 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.40 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 1.31 | -0.68 |
Martin ratioReturn relative to average drawdown | 2.34 | 5.01 | -2.68 |
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
| RYDAX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.88 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.63 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.85 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.29 | +0.31 |
Correlation
The correlation between RYDAX and NASDX is 0.72, 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
RYDAX vs. NASDX - Dividend Comparison
RYDAX's dividend yield for the trailing twelve months is around 0.40%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
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
RYDAX vs. NASDX - Drawdown Comparison
The maximum RYDAX drawdown since its inception was -37.34%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for RYDAX and NASDX.
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Drawdown Indicators
| RYDAX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -83.16% | +45.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -12.70% | +1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -35.33% | +13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -35.33% | -2.01% |
Current DrawdownCurrent decline from peak | -9.86% | -11.90% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -34.59% | +30.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.32% | -0.37% |
Volatility
RYDAX vs. NASDX - Volatility Comparison
The current volatility for Rydex Dow Jones Industrial Average Fund (RYDAX) is 3.99%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that RYDAX 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
| RYDAX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 5.38% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 12.45% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 22.55% | -5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 23.03% | -8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 22.61% | -5.05% |