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NBMIX vs. NICSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBMIX vs. NICSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Small Cap Growth Fund (NBMIX) and Nicholas Fund (NICSX). The values are adjusted to include any dividend payments, if applicable.

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NBMIX vs. NICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBMIX
Neuberger Berman Small Cap Growth Fund
-7.63%9.87%25.90%10.01%-24.43%4.16%42.83%34.55%4.80%28.16%
NICSX
Nicholas Fund
-10.51%4.45%11.80%34.17%-18.15%26.58%18.91%33.68%-3.71%17.55%

Returns By Period

In the year-to-date period, NBMIX achieves a -7.63% return, which is significantly higher than NICSX's -10.51% return. Over the past 10 years, NBMIX has outperformed NICSX with an annualized return of 12.76%, while NICSX has yielded a comparatively lower 10.26% annualized return.


NBMIX

1D
-3.31%
1M
-11.06%
YTD
-7.63%
6M
-6.92%
1Y
16.10%
3Y*
10.64%
5Y*
1.62%
10Y*
12.76%

NICSX

1D
0.30%
1M
-7.85%
YTD
-10.51%
6M
-10.20%
1Y
-2.60%
3Y*
8.62%
5Y*
6.92%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBMIX vs. NICSX - Expense Ratio Comparison

NBMIX has a 1.28% expense ratio, which is higher than NICSX's 0.71% expense ratio.


Return for Risk

NBMIX vs. NICSX — Risk / Return Rank

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

NBMIX
NBMIX Risk / Return Rank: 2828
Overall Rank
NBMIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NBMIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
NBMIX Omega Ratio Rank: 2424
Omega Ratio Rank
NBMIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
NBMIX Martin Ratio Rank: 3030
Martin Ratio Rank

NICSX
NICSX Risk / Return Rank: 33
Overall Rank
NICSX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NICSX Sortino Ratio Rank: 44
Sortino Ratio Rank
NICSX Omega Ratio Rank: 44
Omega Ratio Rank
NICSX Calmar Ratio Rank: 33
Calmar Ratio Rank
NICSX Martin Ratio Rank: 22
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.

NBMIX vs. NICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Small Cap Growth Fund (NBMIX) and Nicholas Fund (NICSX). 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.


NBMIXNICSXDifference

Sharpe ratio

Return per unit of total volatility

0.66

-0.13

+0.79

Sortino ratio

Return per unit of downside risk

1.06

-0.07

+1.13

Omega ratio

Gain probability vs. loss probability

1.14

0.99

+0.14

Calmar ratio

Return relative to maximum drawdown

0.85

-0.30

+1.16

Martin ratio

Return relative to average drawdown

3.21

-1.08

+4.29

NBMIX vs. NICSX - Sharpe Ratio Comparison

The current NBMIX Sharpe Ratio is 0.66, which is higher than the NICSX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of NBMIX and NICSX, 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


NBMIXNICSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

-0.13

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.40

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.57

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.63

-0.26

Correlation

The correlation between NBMIX and NICSX is 0.81, 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

NBMIX vs. NICSX - Dividend Comparison

NBMIX's dividend yield for the trailing twelve months is around 7.29%, less than NICSX's 10.30% yield.


TTM20252024202320222021202020192018201720162015
NBMIX
Neuberger Berman Small Cap Growth Fund
7.29%6.74%0.46%0.00%0.00%18.71%1.06%3.98%23.77%1.44%0.00%5.92%
NICSX
Nicholas Fund
10.30%9.22%3.97%6.81%2.26%11.84%6.76%8.13%5.38%15.55%3.63%6.19%

Drawdowns

NBMIX vs. NICSX - Drawdown Comparison

The maximum NBMIX drawdown since its inception was -78.77%, which is greater than NICSX's maximum drawdown of -50.20%. Use the drawdown chart below to compare losses from any high point for NBMIX and NICSX.


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Drawdown Indicators


NBMIXNICSXDifference

Max Drawdown

Largest peak-to-trough decline

-78.77%

-50.20%

-28.57%

Max Drawdown (1Y)

Largest decline over 1 year

-16.65%

-13.20%

-3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-36.96%

-25.32%

-11.64%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

-33.44%

-6.11%

Current Drawdown

Current decline from peak

-16.65%

-12.94%

-3.71%

Average Drawdown

Average peak-to-trough decline

-34.72%

-7.66%

-27.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

3.71%

+0.70%

Volatility

NBMIX vs. NICSX - Volatility Comparison

Neuberger Berman Small Cap Growth Fund (NBMIX) has a higher volatility of 9.24% compared to Nicholas Fund (NICSX) at 4.10%. This indicates that NBMIX's price experiences larger fluctuations and is considered to be riskier than NICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBMIXNICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

4.10%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

18.88%

8.86%

+10.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.49%

16.96%

+8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

17.33%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

17.93%

+6.27%