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 | 31.28% | 25.37% |
| 1Y Return | 27.03% | 24.25% |
| 3Y Return (Ann) | -3.12% | 5.13% |
| 5Y Return (Ann) | 6.49% | 16.33% |
| 10Y Return (Ann) | 7.75% | 15.37% |
| Sharpe Ratio | 1.72 | 1.42 |
| Sortino Ratio | 2.15 | 1.85 |
| Omega Ratio | 1.34 | 1.27 |
| Calmar Ratio | 0.89 | 1.78 |
| Martin Ratio | 8.91 | 6.60 |
| Ulcer Index | 3.33% | 4.07% |
| Daily Std Dev | 17.28% | 18.99% |
| Max Drawdown | -53.70% | -81.69% |
| Current Drawdown | -9.95% | -0.40% |
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 31.28% return, which is significantly higher than NASDX's 25.37% return. Over the past 10 years, SBLGX has underperformed NASDX with an annualized return of 7.75%, while NASDX has yielded a comparatively higher 15.37% 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 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 4.26%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 4.89%. 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.