NCTWX vs. RIPIX
Compare and contrast key facts about Nicholas II Fund (NCTWX) and Royce International Premier Fund Institutional Class (RIPIX).
NCTWX is managed by Nicholas. It was launched on Oct 17, 1983. RIPIX is managed by Royce Investment Partners.
Performance
NCTWX vs. RIPIX - Performance Comparison
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NCTWX vs. RIPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NCTWX Nicholas II Fund | -10.04% | -1.27% | 6.74% | 19.89% | -18.03% | 21.58% | 15.73% | 34.90% | -7.77% |
RIPIX Royce International Premier Fund Institutional Class | -9.90% | 9.89% | -7.04% | 8.14% | -26.99% | 6.22% | 16.11% | 34.69% | -12.52% |
Returns By Period
The year-to-date returns for both investments are quite close, with NCTWX having a -10.04% return and RIPIX slightly higher at -9.90%.
NCTWX
- 1D
- 0.38%
- 1M
- -10.44%
- YTD
- -10.04%
- 6M
- -11.77%
- 1Y
- -7.34%
- 3Y*
- 2.46%
- 5Y*
- 1.52%
- 10Y*
- 8.25%
RIPIX
- 1D
- -0.44%
- 1M
- -10.68%
- YTD
- -9.90%
- 6M
- -12.89%
- 1Y
- -0.99%
- 3Y*
- -2.49%
- 5Y*
- -4.59%
- 10Y*
- —
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NCTWX vs. RIPIX - Expense Ratio Comparison
NCTWX has a 0.59% expense ratio, which is lower than RIPIX's 1.04% expense ratio.
Return for Risk
NCTWX vs. RIPIX — Risk / Return Rank
NCTWX
RIPIX
NCTWX vs. RIPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nicholas II Fund (NCTWX) and Royce International Premier Fund Institutional Class (RIPIX). 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.
| NCTWX | RIPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.36 | -0.14 | -0.23 |
Sortino ratioReturn per unit of downside risk | -0.40 | -0.09 | -0.31 |
Omega ratioGain probability vs. loss probability | 0.95 | 0.99 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.19 | -0.39 |
Martin ratioReturn relative to average drawdown | -1.73 | -0.51 | -1.22 |
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
| NCTWX | RIPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.14 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | -0.30 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.04 | +0.53 |
Correlation
The correlation between NCTWX and RIPIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NCTWX vs. RIPIX - Dividend Comparison
NCTWX's dividend yield for the trailing twelve months is around 13.82%, more than RIPIX's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCTWX Nicholas II Fund | 13.82% | 12.43% | 5.21% | 0.72% | 3.92% | 9.86% | 3.79% | 11.36% | 12.57% | 11.02% | 5.11% | 6.40% |
RIPIX Royce International Premier Fund Institutional Class | 1.62% | 1.46% | 5.66% | 3.09% | 3.87% | 5.02% | 0.36% | 0.58% | 0.54% | 0.00% | 0.00% | 0.00% |
Drawdowns
NCTWX vs. RIPIX - Drawdown Comparison
The maximum NCTWX drawdown since its inception was -46.46%, which is greater than RIPIX's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for NCTWX and RIPIX.
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Drawdown Indicators
| NCTWX | RIPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -41.89% | -4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -16.38% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.89% | -41.89% | +16.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | — | — |
Current DrawdownCurrent decline from peak | -17.46% | -33.58% | +16.12% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -17.83% | +10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.20% | 6.03% | -0.83% |
Volatility
NCTWX vs. RIPIX - Volatility Comparison
The current volatility for Nicholas II Fund (NCTWX) is 4.76%, while Royce International Premier Fund Institutional Class (RIPIX) has a volatility of 5.45%. This indicates that NCTWX experiences smaller price fluctuations and is considered to be less risky than RIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCTWX | RIPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 5.45% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 9.22% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 13.61% | +6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 15.26% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 16.14% | +2.10% |