SPMIX vs. NASDX
Compare and contrast key facts about Shelton Capital Management S&P Midcap Index Fund (SPMIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
SPMIX is managed by BlackRock. It was launched on Apr 20, 1992. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
SPMIX vs. NASDX - Performance Comparison
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SPMIX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPMIX Shelton Capital Management S&P Midcap Index Fund | -0.51% | 6.72% | 24.42% | 15.96% | -13.18% | 23.73% | 12.97% | 34.63% | -11.34% | 15.74% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, SPMIX achieves a -0.51% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, SPMIX has underperformed NASDX with an annualized return of 11.55%, while NASDX has yielded a comparatively higher 19.08% annualized return.
SPMIX
- 1D
- -0.81%
- 1M
- -8.08%
- YTD
- -0.51%
- 6M
- 1.13%
- 1Y
- 13.50%
- 3Y*
- 13.91%
- 5Y*
- 7.77%
- 10Y*
- 11.55%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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SPMIX vs. NASDX - Expense Ratio Comparison
SPMIX has a 0.62% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
SPMIX vs. NASDX — Risk / Return Rank
SPMIX
NASDX
SPMIX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P Midcap Index Fund (SPMIX) 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.
| SPMIX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.88 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.40 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.31 | -0.50 |
Martin ratioReturn relative to average drawdown | 3.52 | 5.01 | -1.49 |
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
| SPMIX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.88 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.63 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.85 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.29 | +0.16 |
Correlation
The correlation between SPMIX and NASDX is 0.79, 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.
Dividends
SPMIX vs. NASDX - Dividend Comparison
SPMIX's dividend yield for the trailing twelve months is around 5.51%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPMIX Shelton Capital Management S&P Midcap Index Fund | 5.51% | 5.55% | 20.56% | 6.35% | 9.15% | 9.87% | 8.65% | 13.64% | 13.74% | 6.83% | 16.77% | 19.89% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
SPMIX vs. NASDX - Drawdown Comparison
The maximum SPMIX drawdown since its inception was -55.44%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SPMIX and NASDX.
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Drawdown Indicators
| SPMIX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.44% | -83.16% | +27.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -12.70% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.00% | -35.33% | +11.33% |
Max Drawdown (10Y)Largest decline over 10 years | -41.91% | -35.33% | -6.58% |
Current DrawdownCurrent decline from peak | -8.89% | -11.90% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -7.29% | -34.59% | +27.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.32% | -0.08% |
Volatility
SPMIX vs. NASDX - Volatility Comparison
Shelton Capital Management S&P Midcap Index Fund (SPMIX) has a higher volatility of 5.72% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that SPMIX's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPMIX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.38% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 12.45% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.75% | 22.55% | -1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.09% | 23.03% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 22.61% | -1.34% |