SBLGX vs. NASDX
Compare and contrast key facts about ClearBridge Large Cap Growth Fund (SBLGX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
SBLGX is managed by Franklin Templeton. It was launched on Aug 29, 1997. NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBLGX or NASDX.
Performance
SBLGX vs. NASDX - Performance Comparison
Returns By Period
In the year-to-date period, SBLGX achieves a 29.20% return, which is significantly higher than NASDX's 23.68% return. Over the past 10 years, SBLGX has underperformed NASDX with an annualized return of 7.41%, while NASDX has yielded a comparatively higher 15.03% annualized return.
SBLGX
29.20%
1.73%
14.10%
22.75%
6.12%
7.41%
NASDX
23.68%
1.81%
11.56%
21.08%
16.10%
15.03%
Key characteristics
| SBLGX | NASDX | |
|---|---|---|
| Sharpe Ratio | 1.35 | 1.14 |
| Sortino Ratio | 1.74 | 1.52 |
| Omega Ratio | 1.27 | 1.22 |
| Calmar Ratio | 0.70 | 1.43 |
| Martin Ratio | 6.98 | 5.30 |
| Ulcer Index | 3.35% | 4.07% |
| Daily Std Dev | 17.29% | 19.04% |
| Max Drawdown | -53.70% | -81.69% |
| Current Drawdown | -11.38% | -1.74% |
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SBLGX vs. NASDX - Expense Ratio Comparison
SBLGX has a 0.99% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Correlation
The correlation between SBLGX and NASDX is 0.92, 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.
Risk-Adjusted Performance
SBLGX vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund (SBLGX) 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.
Dividends
SBLGX vs. NASDX - Dividend Comparison
SBLGX has not paid dividends to shareholders, while NASDX's dividend yield for the trailing twelve months is around 0.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBLGX ClearBridge Large Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.15% | 0.01% | 0.00% | 0.08% | 0.02% | 0.00% | 0.00% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.38% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
Drawdowns
SBLGX vs. NASDX - Drawdown Comparison
The maximum SBLGX drawdown since its inception was -53.70%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for SBLGX and NASDX. For additional features, visit the drawdowns tool.
Volatility
SBLGX vs. NASDX - Volatility Comparison
The current volatility for ClearBridge Large Cap Growth Fund (SBLGX) is 4.62%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that SBLGX 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.