CWSGX vs. NCLEX
Compare and contrast key facts about Chartwell Small Cap Growth Fund (CWSGX) and Nicholas Limited Edition Fund (NCLEX).
CWSGX is managed by Carillon Family of Funds. It was launched on Jun 16, 2017. NCLEX is managed by Nicholas. It was launched on May 18, 1987.
Performance
CWSGX vs. NCLEX - Performance Comparison
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CWSGX vs. NCLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWSGX Chartwell Small Cap Growth Fund | -1.30% | 14.77% | 35.94% | 22.41% | -30.85% | 15.83% | 42.56% | 27.38% | -8.37% | 11.08% |
NCLEX Nicholas Limited Edition Fund | -14.46% | -10.41% | 11.91% | 17.17% | -23.71% | 19.07% | 22.67% | 27.36% | -0.94% | 7.99% |
Returns By Period
In the year-to-date period, CWSGX achieves a -1.30% return, which is significantly higher than NCLEX's -14.46% return.
CWSGX
- 1D
- -2.62%
- 1M
- -10.14%
- YTD
- -1.30%
- 6M
- 4.55%
- 1Y
- 28.23%
- 3Y*
- 21.14%
- 5Y*
- 6.43%
- 10Y*
- —
NCLEX
- 1D
- 0.09%
- 1M
- -9.57%
- YTD
- -14.46%
- 6M
- -16.84%
- 1Y
- -16.93%
- 3Y*
- -2.12%
- 5Y*
- -2.31%
- 10Y*
- 6.64%
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CWSGX vs. NCLEX - Expense Ratio Comparison
CWSGX has a 1.05% expense ratio, which is higher than NCLEX's 0.85% expense ratio.
Return for Risk
CWSGX vs. NCLEX — Risk / Return Rank
CWSGX
NCLEX
CWSGX vs. NCLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Small Cap Growth Fund (CWSGX) and Nicholas Limited Edition Fund (NCLEX). 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.
| CWSGX | NCLEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | -0.87 | +1.95 |
Sortino ratioReturn per unit of downside risk | 1.59 | -1.20 | +2.79 |
Omega ratioGain probability vs. loss probability | 1.21 | 0.86 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | -0.87 | +2.87 |
Martin ratioReturn relative to average drawdown | 7.56 | -2.41 | +9.97 |
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
| CWSGX | NCLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | -0.87 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | -0.12 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.50 | +0.02 |
Correlation
The correlation between CWSGX and NCLEX is 0.88, 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
CWSGX vs. NCLEX - Dividend Comparison
CWSGX's dividend yield for the trailing twelve months is around 0.88%, less than NCLEX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWSGX Chartwell Small Cap Growth Fund | 0.88% | 0.87% | 6.44% | 0.00% | 4.78% | 21.74% | 6.70% | 0.03% | 0.45% | 0.02% | 0.00% | 0.00% |
NCLEX Nicholas Limited Edition Fund | 8.81% | 7.53% | 2.51% | 2.43% | 6.22% | 16.44% | 5.10% | 5.66% | 10.72% | 7.97% | 10.68% | 8.05% |
Drawdowns
CWSGX vs. NCLEX - Drawdown Comparison
The maximum CWSGX drawdown since its inception was -37.29%, smaller than the maximum NCLEX drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for CWSGX and NCLEX.
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Drawdown Indicators
| CWSGX | NCLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.29% | -48.68% | +11.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -21.36% | +8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -37.29% | -28.50% | -8.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.79% | — |
Current DrawdownCurrent decline from peak | -11.97% | -28.44% | +16.47% |
Average DrawdownAverage peak-to-trough decline | -11.40% | -8.21% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 7.74% | -4.42% |
Volatility
CWSGX vs. NCLEX - Volatility Comparison
Chartwell Small Cap Growth Fund (CWSGX) has a higher volatility of 9.43% compared to Nicholas Limited Edition Fund (NCLEX) at 4.65%. This indicates that CWSGX's price experiences larger fluctuations and is considered to be riskier than NCLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWSGX | NCLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.43% | 4.65% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 12.19% | +5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.64% | 19.69% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.85% | 19.46% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.05% | 19.15% | +4.90% |