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.
Key characteristics
| SBLGX | NASDX | |
|---|---|---|
| YTD Return | 20.93% | 15.31% |
| 1Y Return | 35.22% | 27.86% |
| 3Y Return (Ann) | 7.25% | 8.53% |
| 5Y Return (Ann) | 15.06% | 20.55% |
| 10Y Return (Ann) | 14.01% | 17.30% |
| Sharpe Ratio | 2.19 | 1.54 |
| Daily Std Dev | 15.86% | 17.92% |
| Max Drawdown | -53.70% | -81.69% |
| Current Drawdown | -0.81% | -6.38% |
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.
Performance
SBLGX vs. NASDX - Performance Comparison
In the year-to-date period, SBLGX achieves a 20.93% return, which is significantly higher than NASDX's 15.31% return. Over the past 10 years, SBLGX has underperformed NASDX with an annualized return of 14.01%, while NASDX has yielded a comparatively higher 17.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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's dividend yield for the trailing twelve months is around 8.45%, more than NASDX's 6.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBLGX ClearBridge Large Cap Growth Fund | 8.45% | 12.39% | 9.34% | 12.48% | 6.17% | 5.12% | 4.00% | 4.41% | 2.08% | 2.94% | 6.53% | 8.54% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 6.57% | 7.53% | 3.75% | 2.40% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% | 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 4.38%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 6.05%. 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.