ETEGX vs. NCLEX
Compare and contrast key facts about Eaton Vance Small-Cap Fund (ETEGX) and Nicholas Limited Edition Fund (NCLEX).
ETEGX is managed by Eaton Vance. It was launched on Jan 2, 1997. NCLEX is managed by Nicholas. It was launched on May 18, 1987.
Performance
ETEGX vs. NCLEX - Performance Comparison
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ETEGX vs. NCLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETEGX Eaton Vance Small-Cap Fund | -2.47% | -6.20% | 14.65% | 11.28% | -15.52% | 21.45% | 12.73% | 27.57% | -6.00% | 14.87% |
NCLEX Nicholas Limited Edition Fund | -13.00% | -10.41% | 11.91% | 17.17% | -23.71% | 19.07% | 22.67% | 27.36% | -0.94% | 19.93% |
Returns By Period
In the year-to-date period, ETEGX achieves a -2.47% return, which is significantly higher than NCLEX's -13.00% return. Over the past 10 years, ETEGX has outperformed NCLEX with an annualized return of 8.12%, while NCLEX has yielded a comparatively lower 6.82% annualized return.
ETEGX
- 1D
- 2.04%
- 1M
- -7.78%
- YTD
- -2.47%
- 6M
- -4.68%
- 1Y
- -5.06%
- 3Y*
- 3.10%
- 5Y*
- 1.51%
- 10Y*
- 8.12%
NCLEX
- 1D
- 1.71%
- 1M
- -8.10%
- YTD
- -13.00%
- 6M
- -15.05%
- 1Y
- -16.29%
- 3Y*
- -1.57%
- 5Y*
- -2.35%
- 10Y*
- 6.82%
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ETEGX vs. NCLEX - Expense Ratio Comparison
ETEGX has a 1.21% expense ratio, which is higher than NCLEX's 0.85% expense ratio.
Return for Risk
ETEGX vs. NCLEX — Risk / Return Rank
ETEGX
NCLEX
ETEGX vs. NCLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Small-Cap Fund (ETEGX) 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.
| ETEGX | NCLEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.23 | -0.79 | +0.56 |
Sortino ratioReturn per unit of downside risk | -0.20 | -1.07 | +0.87 |
Omega ratioGain probability vs. loss probability | 0.98 | 0.88 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | -0.73 | +0.42 |
Martin ratioReturn relative to average drawdown | -0.75 | -1.99 | +1.24 |
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
| ETEGX | NCLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | -0.79 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | -0.12 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.36 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.50 | -0.23 |
Correlation
The correlation between ETEGX and NCLEX 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
ETEGX vs. NCLEX - Dividend Comparison
ETEGX's dividend yield for the trailing twelve months is around 8.44%, less than NCLEX's 8.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETEGX Eaton Vance Small-Cap Fund | 8.44% | 8.23% | 5.13% | 0.68% | 3.22% | 13.87% | 1.06% | 7.19% | 12.29% | 11.02% | 13.88% | 23.25% |
NCLEX Nicholas Limited Edition Fund | 8.66% | 7.53% | 2.51% | 2.43% | 6.22% | 16.44% | 5.10% | 5.66% | 10.72% | 7.97% | 10.68% | 8.05% |
Drawdowns
ETEGX vs. NCLEX - Drawdown Comparison
The maximum ETEGX drawdown since its inception was -67.58%, which is greater than NCLEX's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for ETEGX and NCLEX.
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Drawdown Indicators
| ETEGX | NCLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -48.68% | -18.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -21.36% | +8.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -28.50% | +4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -35.79% | -0.87% |
Current DrawdownCurrent decline from peak | -13.88% | -27.21% | +13.33% |
Average DrawdownAverage peak-to-trough decline | -22.84% | -8.21% | -14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 7.84% | -2.37% |
Volatility
ETEGX vs. NCLEX - Volatility Comparison
Eaton Vance Small-Cap Fund (ETEGX) and Nicholas Limited Edition Fund (NCLEX) have volatilities of 5.34% and 5.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETEGX | NCLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 5.11% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 12.33% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 19.73% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 19.47% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 19.16% | +0.66% |