SISEX vs. NEXTX

Last updated Apr 1, 2026

Compare and contrast key facts about Shelton International Select Equity Fund (SISEX) and Shelton Green Alpha Fund (NEXTX).

SISEX is managed by Shelton Capital Management. It was launched on Dec 19, 2008. NEXTX is managed by Shelton Capital Management. It was launched on Mar 12, 2013.

Performance

SISEX vs. NEXTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton International Select Equity Fund (SISEX) and Shelton Green Alpha Fund (NEXTX). The values are adjusted to include any dividend payments, if applicable.

SISEX vs. NEXTX - 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%
NEXTX Shelton Green Alpha Fund	1.32%	11.33%	-2.54%	2.11%	-26.80%	2.59%	113.89%	43.72%	-18.90%	28.26%

Returns By Period

In the year-to-date period, SISEX achieves a -1.34% return, which is significantly lower than NEXTX's 1.32% return.

SISEX

• 1D: -0.97%
• 1M: -11.94%
• YTD: -1.34%
• 6M: 1.05%
• 1Y: 22.15%
• 3Y*: 12.25%
• 5Y*: 4.92%
• 10Y*: —

NEXTX

• 1D: -1.43%
• 1M: -7.49%
• YTD: 1.32%
• 6M: -2.07%
• 1Y: 20.61%
• 3Y*: 1.80%
• 5Y*: -3.91%
• 10Y*: 10.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SISEX vs. NEXTX - Expense Ratio Comparison

SISEX has a 0.99% expense ratio, which is lower than NEXTX's 1.16% expense ratio.

NEXTX

Shelton Green Alpha Fund

SISEX

Shelton International Select Equity Fund

Return for Risk

SISEX vs. NEXTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SISEX

SISEX Risk / Return Rank: 69
SISEX Sharpe Ratio Rank: 73
SISEX Sortino Ratio Rank: 69
SISEX Omega Ratio Rank: 67
SISEX Calmar Ratio Rank: 70
SISEX Martin Ratio Rank: 65

NEXTX

NEXTX Risk / Return Rank: 55
NEXTX Sharpe Ratio Rank: 55
NEXTX Sortino Ratio Rank: 58
NEXTX Omega Ratio Rank: 48
NEXTX Calmar Ratio Rank: 65
NEXTX Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SISEX vs. NEXTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shelton International Select Equity Fund (SISEX) and Shelton Green Alpha Fund (NEXTX). 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	NEXTX	Difference
Sharpe ratio Return per unit of total volatility	1.31	1.01	+0.29
Sortino ratio Return per unit of downside risk	1.72	1.52	+0.21
Omega ratio Gain probability vs. loss probability	1.26	1.20	+0.06
Calmar ratio Return relative to maximum drawdown	1.61	1.48	+0.14
Martin ratio Return relative to average drawdown	6.17	4.78	+1.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SISEX vs. NEXTX - Sharpe Ratio Comparison

The current SISEX Sharpe Ratio is 1.31, which is comparable to the NEXTX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SISEX and NEXTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SISEX	NEXTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	1.01	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	-0.16	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.46	+0.12

Correlation

The correlation between SISEX and NEXTX 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. NEXTX - Dividend Comparison

SISEX's dividend yield for the trailing twelve months is around 1.79%, more than NEXTX's 0.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
NEXTX Shelton Green Alpha Fund	0.20%	0.20%	0.20%	0.20%	0.35%	4.65%	1.05%	0.21%	1.59%	2.88%

Drawdowns

SISEX vs. NEXTX - Drawdown Comparison

The maximum SISEX drawdown since its inception was -32.68%, smaller than the maximum NEXTX drawdown of -47.15%. Use the drawdown chart below to compare losses from any high point for SISEX and NEXTX.

Drawdown Indicators

	SISEX	NEXTX	Difference
Max Drawdown Largest peak-to-trough decline	-32.68%	-47.15%	+14.47%
Max Drawdown (1Y) Largest decline over 1 year	-11.94%	-12.28%	+0.34%
Max Drawdown (5Y) Largest decline over 5 years	-32.68%	-47.15%	+14.47%
Max Drawdown (10Y) Largest decline over 10 years	—	-47.15%	—
Current Drawdown Current decline from peak	-11.94%	-28.46%	+16.52%
Average Drawdown Average peak-to-trough decline	-7.58%	-15.28%	+7.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	3.79%	-0.66%

Volatility

SISEX vs. NEXTX - Volatility Comparison

Shelton International Select Equity Fund (SISEX) has a higher volatility of 6.00% compared to Shelton Green Alpha Fund (NEXTX) at 5.04%. This indicates that SISEX's price experiences larger fluctuations and is considered to be riskier than NEXTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SISEX	NEXTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.00%	5.04%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	10.51%	12.06%	-1.55%
Volatility (1Y) Calculated over the trailing 1-year period	15.51%	19.86%	-4.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.97%	23.85%	-8.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.37%	24.68%	-9.31%