VTMFX vs. NASDX
Compare and contrast key facts about Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
VTMFX is managed by BlackRock. It was launched on Sep 6, 1994. 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
VTMFX vs. NASDX - Performance Comparison
Loading graphics...
VTMFX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -3.56% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
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, VTMFX achieves a -3.56% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, VTMFX has underperformed NASDX with an annualized return of 7.82%, while NASDX has yielded a comparatively higher 19.08% annualized return.
VTMFX
- 1D
- -0.08%
- 1M
- -5.04%
- YTD
- -3.56%
- 6M
- -1.55%
- 1Y
- 9.77%
- 3Y*
- 9.90%
- 5Y*
- 6.01%
- 10Y*
- 7.82%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTMFX vs. NASDX - Expense Ratio Comparison
VTMFX has a 0.09% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
VTMFX vs. NASDX — Risk / Return Rank
VTMFX
NASDX
VTMFX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) 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.
| VTMFX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.88 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.40 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.31 | +0.05 |
Martin ratioReturn relative to average drawdown | 6.49 | 5.01 | +1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VTMFX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.88 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.63 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.85 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.29 | +0.53 |
Correlation
The correlation between VTMFX and NASDX is 0.89, 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
VTMFX vs. NASDX - Dividend Comparison
VTMFX's dividend yield for the trailing twelve months is around 2.31%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.31% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
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
VTMFX vs. NASDX - Drawdown Comparison
The maximum VTMFX drawdown since its inception was -28.49%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for VTMFX and NASDX.
Loading graphics...
Drawdown Indicators
| VTMFX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.49% | -83.16% | +54.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.82% | -12.70% | +5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -17.40% | -35.33% | +17.93% |
Max Drawdown (10Y)Largest decline over 10 years | -21.87% | -35.33% | +13.46% |
Current DrawdownCurrent decline from peak | -5.38% | -11.90% | +6.52% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -34.59% | +31.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 3.32% | -1.89% |
Volatility
VTMFX vs. NASDX - Volatility Comparison
The current volatility for Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) is 2.30%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that VTMFX 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.
Loading graphics...
Volatility by Period
| VTMFX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 5.38% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 4.60% | 12.45% | -7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.45% | 22.55% | -14.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.49% | 23.03% | -14.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.09% | 22.61% | -13.52% |