NICSX vs. BLUEX
Compare and contrast key facts about Nicholas Fund (NICSX) and AMG Veritas Global Real Return Fund (BLUEX).
NICSX is managed by Nicholas. It was launched on Jul 14, 1969. BLUEX is managed by AMG. It was launched on Jan 10, 1991.
Performance
NICSX vs. BLUEX - Performance Comparison
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NICSX vs. BLUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NICSX Nicholas Fund | -10.51% | 4.45% | 11.80% | 34.17% | -18.15% | 26.58% | 18.91% | 33.68% | -3.71% | 17.55% |
BLUEX AMG Veritas Global Real Return Fund | -9.67% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
Returns By Period
In the year-to-date period, NICSX achieves a -10.51% return, which is significantly lower than BLUEX's -9.67% return. Over the past 10 years, NICSX has outperformed BLUEX with an annualized return of 10.26%, while BLUEX has yielded a comparatively lower 9.23% annualized return.
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%
BLUEX
- 1D
- 0.72%
- 1M
- -7.41%
- YTD
- -9.67%
- 6M
- -9.53%
- 1Y
- -8.25%
- 3Y*
- 2.35%
- 5Y*
- 0.57%
- 10Y*
- 9.23%
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NICSX vs. BLUEX - Expense Ratio Comparison
NICSX has a 0.71% expense ratio, which is lower than BLUEX's 1.15% expense ratio.
Return for Risk
NICSX vs. BLUEX — Risk / Return Rank
NICSX
BLUEX
NICSX vs. BLUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nicholas Fund (NICSX) and AMG Veritas Global Real Return Fund (BLUEX). 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.
| NICSX | BLUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | -0.79 | +0.66 |
Sortino ratioReturn per unit of downside risk | -0.07 | -1.07 | +1.01 |
Omega ratioGain probability vs. loss probability | 0.99 | 0.87 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.30 | -0.76 | +0.46 |
Martin ratioReturn relative to average drawdown | -1.08 | -2.67 | +1.59 |
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
| NICSX | BLUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | -0.79 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.05 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.49 | +0.14 |
Correlation
The correlation between NICSX and BLUEX is 0.79, 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
NICSX vs. BLUEX - Dividend Comparison
NICSX's dividend yield for the trailing twelve months is around 10.30%, more than BLUEX's 0.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
Drawdowns
NICSX vs. BLUEX - Drawdown Comparison
The maximum NICSX drawdown since its inception was -50.20%, smaller than the maximum BLUEX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for NICSX and BLUEX.
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Drawdown Indicators
| NICSX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.20% | -54.27% | +4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -12.19% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -21.87% | -3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -33.44% | -29.06% | -4.38% |
Current DrawdownCurrent decline from peak | -12.94% | -11.55% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -13.39% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.48% | +0.23% |
Volatility
NICSX vs. BLUEX - Volatility Comparison
Nicholas Fund (NICSX) has a higher volatility of 4.10% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that NICSX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NICSX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 3.41% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 7.23% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 10.98% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 10.49% | +6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 16.57% | +1.36% |