SMCIX vs. NVDL

In the year-to-date period, SMCIX achieves a -8.43% return, which is significantly higher than NVDL's -21.46% return.

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SMCIX has a 0.81% expense ratio, which is lower than NVDL's 1.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P Smallcap Index Fund (SMCIX) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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.

The current SMCIX Sharpe Ratio is -0.05, which is higher than the NVDL Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of SMCIX and NVDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SMCIX's dividend yield for the trailing twelve months is around 11.44%, while NVDL has not paid dividends to shareholders.

The maximum SMCIX drawdown since its inception was -58.13%, smaller than the maximum NVDL drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for SMCIX and NVDL.

The current volatility for Shelton Capital Management S&P Smallcap Index Fund (SMCIX) is 6.52%, while GraniteShares 2x Long NVDA Daily ETF (NVDL) has a volatility of 21.64%. This indicates that SMCIX experiences smaller price fluctuations and is considered to be less risky than NVDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.