SABPX vs. NASDX
Compare and contrast key facts about Principal Strategic Asset Management Balanced Portfolio (SABPX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
SABPX is managed by BlackRock. It was launched on Jul 24, 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
SABPX vs. NASDX - Performance Comparison
Loading graphics...
SABPX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | -2.85% | 13.62% | 18.04% | 15.64% | -16.48% | 13.14% | 10.83% | 19.57% | -5.44% | 14.65% |
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, SABPX achieves a -2.85% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, SABPX has underperformed NASDX with an annualized return of 7.95%, while NASDX has yielded a comparatively higher 19.08% annualized return.
SABPX
- 1D
- -0.19%
- 1M
- -6.47%
- YTD
- -2.85%
- 6M
- -1.05%
- 1Y
- 10.59%
- 3Y*
- 13.03%
- 5Y*
- 6.60%
- 10Y*
- 7.95%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SABPX vs. NASDX - Expense Ratio Comparison
SABPX has a 0.60% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
SABPX vs. NASDX — Risk / Return Rank
SABPX
NASDX
SABPX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Balanced Portfolio (SABPX) 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.
| SABPX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.88 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.40 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.31 | -0.06 |
Martin ratioReturn relative to average drawdown | 5.66 | 5.01 | +0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SABPX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.88 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.63 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.85 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.29 | +0.31 |
Correlation
The correlation between SABPX and NASDX is 0.85, 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
SABPX vs. NASDX - Dividend Comparison
SABPX's dividend yield for the trailing twelve months is around 10.84%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | 10.84% | 10.71% | 11.81% | 1.64% | 8.16% | 9.60% | 3.13% | 4.05% | 9.79% | 6.97% | 3.58% | 8.20% |
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
SABPX vs. NASDX - Drawdown Comparison
The maximum SABPX drawdown since its inception was -40.58%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SABPX and NASDX.
Loading graphics...
Drawdown Indicators
| SABPX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -83.16% | +42.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -12.70% | +4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -22.41% | -35.33% | +12.92% |
Max Drawdown (10Y)Largest decline over 10 years | -25.29% | -35.33% | +10.04% |
Current DrawdownCurrent decline from peak | -6.64% | -11.90% | +5.26% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -34.59% | +29.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 3.32% | -1.59% |
Volatility
SABPX vs. NASDX - Volatility Comparison
The current volatility for Principal Strategic Asset Management Balanced Portfolio (SABPX) is 3.63%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that SABPX 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.
Loading graphics...
Volatility by Period
| SABPX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.38% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.18% | 12.45% | -6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.52% | 22.55% | -12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.82% | 23.03% | -12.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 22.61% | -11.91% |