SISEX vs. EQTIX
Compare and contrast key facts about Shelton International Select Equity Fund (SISEX) and Shelton Equity Income Fund (EQTIX).
SISEX is managed by Shelton Capital Management. It was launched on Dec 19, 2008. EQTIX is managed by Shelton Capital Management. It was launched on Sep 3, 1996.
Performance
SISEX vs. EQTIX - Performance Comparison
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SISEX vs. EQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SISEX Shelton International Select Equity Fund | -1.34% | 30.66% | 3.67% | 13.97% | -19.29% | 6.23% | 18.07% | 22.53% | -13.16% | 34.49% |
EQTIX Shelton Equity Income Fund | -5.55% | 8.84% | 17.18% | 17.17% | -10.28% | 23.76% | 6.87% | 17.66% | -10.00% | 12.55% |
Returns By Period
In the year-to-date period, SISEX achieves a -1.34% return, which is significantly higher than EQTIX's -5.55% return.
SISEX
- 1D
- -0.97%
- 1M
- -11.94%
- YTD
- -1.34%
- 6M
- 1.05%
- 1Y
- 22.15%
- 3Y*
- 12.25%
- 5Y*
- 4.92%
- 10Y*
- —
EQTIX
- 1D
- -0.18%
- 1M
- -5.87%
- YTD
- -5.55%
- 6M
- -3.69%
- 1Y
- 7.87%
- 3Y*
- 10.58%
- 5Y*
- 7.62%
- 10Y*
- 8.25%
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SISEX vs. EQTIX - Expense Ratio Comparison
SISEX has a 0.99% expense ratio, which is higher than EQTIX's 0.72% expense ratio.
Return for Risk
SISEX vs. EQTIX — Risk / Return Rank
SISEX
EQTIX
SISEX vs. EQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton International Select Equity Fund (SISEX) and Shelton Equity Income Fund (EQTIX). 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.
| SISEX | EQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.47 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.72 | 0.77 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.11 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.50 | +1.12 |
Martin ratioReturn relative to average drawdown | 6.17 | 2.43 | +3.74 |
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
| SISEX | EQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.47 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.58 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.44 | +0.14 |
Correlation
The correlation between SISEX and EQTIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SISEX vs. EQTIX - Dividend Comparison
SISEX's dividend yield for the trailing twelve months is around 1.79%, less than EQTIX's 7.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SISEX Shelton International Select Equity Fund | 1.79% | 1.77% | 3.73% | 1.83% | 5.50% | 0.65% | 0.80% | 2.09% | 1.13% | 1.88% | 0.00% | 0.00% |
EQTIX Shelton Equity Income Fund | 7.23% | 7.62% | 9.51% | 9.25% | 9.83% | 11.98% | 24.62% | 4.89% | 23.96% | 14.65% | 16.02% | 3.33% |
Drawdowns
SISEX vs. EQTIX - Drawdown Comparison
The maximum SISEX drawdown since its inception was -32.68%, smaller than the maximum EQTIX drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for SISEX and EQTIX.
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Drawdown Indicators
| SISEX | EQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.68% | -53.77% | +21.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -10.43% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -19.03% | -13.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.85% | — |
Current DrawdownCurrent decline from peak | -11.94% | -7.10% | -4.84% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -7.21% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.14% | +0.99% |
Volatility
SISEX vs. EQTIX - Volatility Comparison
Shelton International Select Equity Fund (SISEX) has a higher volatility of 6.00% compared to Shelton Equity Income Fund (EQTIX) at 3.45%. This indicates that SISEX's price experiences larger fluctuations and is considered to be riskier than EQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SISEX | EQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 3.45% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 7.52% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 14.74% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.97% | 13.12% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.37% | 14.31% | +1.06% |