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FKASX vs. NCLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKASX vs. NCLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Kaufmann Small Cap Fund (FKASX) and Nicholas Limited Edition Fund (NCLEX). The values are adjusted to include any dividend payments, if applicable.

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FKASX vs. NCLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKASX
Federated Hermes Kaufmann Small Cap Fund
-6.24%12.01%14.45%14.48%-31.40%2.57%43.41%33.44%7.30%37.87%
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, FKASX achieves a -6.24% return, which is significantly higher than NCLEX's -13.00% return. Over the past 10 years, FKASX has outperformed NCLEX with an annualized return of 12.48%, while NCLEX has yielded a comparatively lower 6.82% annualized return.


FKASX

1D
5.40%
1M
-7.88%
YTD
-6.24%
6M
-3.66%
1Y
18.46%
3Y*
9.82%
5Y*
-1.37%
10Y*
12.48%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKASX vs. NCLEX - Expense Ratio Comparison

FKASX has a 1.36% expense ratio, which is higher than NCLEX's 0.85% expense ratio.


Return for Risk

FKASX vs. NCLEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FKASX
FKASX Risk / Return Rank: 3838
Overall Rank
FKASX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FKASX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FKASX Omega Ratio Rank: 3939
Omega Ratio Rank
FKASX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FKASX Martin Ratio Rank: 3737
Martin Ratio Rank

NCLEX
NCLEX Risk / Return Rank: 00
Overall Rank
NCLEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NCLEX Sortino Ratio Rank: 00
Sortino Ratio Rank
NCLEX Omega Ratio Rank: 11
Omega Ratio Rank
NCLEX Calmar Ratio Rank: 00
Calmar Ratio Rank
NCLEX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FKASX vs. NCLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Small Cap Fund (FKASX) 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.


FKASXNCLEXDifference

Sharpe ratio

Return per unit of total volatility

0.86

-0.79

+1.64

Sortino ratio

Return per unit of downside risk

1.37

-1.07

+2.44

Omega ratio

Gain probability vs. loss probability

1.19

0.88

+0.32

Calmar ratio

Return relative to maximum drawdown

0.99

-0.73

+1.72

Martin ratio

Return relative to average drawdown

4.22

-1.99

+6.21

FKASX vs. NCLEX - Sharpe Ratio Comparison

The current FKASX Sharpe Ratio is 0.86, which is higher than the NCLEX Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of FKASX and NCLEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FKASXNCLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

-0.79

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.12

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.36

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.50

+0.04

Correlation

The correlation between FKASX and NCLEX is 0.85, 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

FKASX vs. NCLEX - Dividend Comparison

FKASX's dividend yield for the trailing twelve months is around 22.08%, more than NCLEX's 8.66% yield.


TTM20252024202320222021202020192018201720162015
FKASX
Federated Hermes Kaufmann Small Cap Fund
22.08%20.70%11.82%0.15%0.00%8.40%0.12%0.21%6.36%6.50%0.76%8.55%
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

FKASX vs. NCLEX - Drawdown Comparison

The maximum FKASX drawdown since its inception was -60.21%, which is greater than NCLEX's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for FKASX and NCLEX.


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Drawdown Indicators


FKASXNCLEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.21%

-48.68%

-11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-21.36%

+6.48%

Max Drawdown (5Y)

Largest decline over 5 years

-44.51%

-28.50%

-16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-35.79%

-9.07%

Current Drawdown

Current decline from peak

-17.01%

-27.21%

+10.20%

Average Drawdown

Average peak-to-trough decline

-12.72%

-8.21%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

7.84%

-4.34%

Volatility

FKASX vs. NCLEX - Volatility Comparison

Federated Hermes Kaufmann Small Cap Fund (FKASX) has a higher volatility of 9.37% compared to Nicholas Limited Edition Fund (NCLEX) at 5.11%. This indicates that FKASX'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


FKASXNCLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.37%

5.11%

+4.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.87%

12.33%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

19.73%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.33%

19.47%

+3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

19.16%

+3.10%