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NCLEX vs. WMICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCLEX vs. WMICX - Performance Comparison

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

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NCLEX vs. WMICX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NCLEX
Nicholas Limited Edition Fund
-14.46%-10.41%11.91%17.17%-23.71%19.07%22.67%27.36%-0.94%19.93%
WMICX
Wasatch Micro Cap Fund
-6.11%4.84%20.91%22.58%-40.64%4.51%64.84%42.31%1.73%36.17%

Returns By Period

In the year-to-date period, NCLEX achieves a -14.46% return, which is significantly lower than WMICX's -6.11% return. Over the past 10 years, NCLEX has underperformed WMICX with an annualized return of 6.64%, while WMICX has yielded a comparatively higher 12.75% annualized return.


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%

WMICX

1D
-0.97%
1M
-11.81%
YTD
-6.11%
6M
-4.35%
1Y
17.97%
3Y*
9.56%
5Y*
-3.99%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCLEX vs. WMICX - Expense Ratio Comparison

NCLEX has a 0.85% expense ratio, which is lower than WMICX's 1.63% expense ratio.


Return for Risk

NCLEX vs. WMICX — Risk / Return Rank

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

NCLEX
NCLEX Risk / Return Rank: 00
Overall Rank
NCLEX Sharpe Ratio Rank: 00
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

WMICX
WMICX Risk / Return Rank: 3939
Overall Rank
WMICX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WMICX Sortino Ratio Rank: 4444
Sortino Ratio Rank
WMICX Omega Ratio Rank: 3131
Omega Ratio Rank
WMICX Calmar Ratio Rank: 4242
Calmar Ratio Rank
WMICX Martin Ratio Rank: 3737
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.

NCLEX vs. WMICX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Limited Edition Fund (NCLEX) and Wasatch Micro Cap Fund (WMICX). 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.


NCLEXWMICXDifference

Sharpe ratio

Return per unit of total volatility

-0.87

0.81

-1.68

Sortino ratio

Return per unit of downside risk

-1.20

1.30

-2.50

Omega ratio

Gain probability vs. loss probability

0.86

1.16

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.87

1.08

-1.95

Martin ratio

Return relative to average drawdown

-2.41

3.88

-6.29

NCLEX vs. WMICX - Sharpe Ratio Comparison

The current NCLEX Sharpe Ratio is -0.87, which is lower than the WMICX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of NCLEX and WMICX, 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


NCLEXWMICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

0.81

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.16

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.53

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.63

-0.12

Correlation

The correlation between NCLEX and WMICX is 0.86, 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

NCLEX vs. WMICX - Dividend Comparison

NCLEX's dividend yield for the trailing twelve months is around 8.81%, while WMICX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
WMICX
Wasatch Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%30.82%5.68%11.40%29.75%15.30%9.30%16.58%

Drawdowns

NCLEX vs. WMICX - Drawdown Comparison

The maximum NCLEX drawdown since its inception was -48.68%, smaller than the maximum WMICX drawdown of -65.21%. Use the drawdown chart below to compare losses from any high point for NCLEX and WMICX.


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Drawdown Indicators


NCLEXWMICXDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-65.21%

+16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-21.36%

-14.32%

-7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.50%

-48.70%

+20.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-50.96%

+15.17%

Current Drawdown

Current decline from peak

-28.44%

-26.07%

-2.37%

Average Drawdown

Average peak-to-trough decline

-8.21%

-13.32%

+5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.74%

3.98%

+3.76%

Volatility

NCLEX vs. WMICX - Volatility Comparison

The current volatility for Nicholas Limited Edition Fund (NCLEX) is 4.65%, while Wasatch Micro Cap Fund (WMICX) has a volatility of 6.30%. This indicates that NCLEX experiences smaller price fluctuations and is considered to be less risky than WMICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCLEXWMICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

6.30%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

13.90%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

19.69%

22.36%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

24.48%

-5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

24.31%

-5.16%