NICSX vs. RYGRX
Compare and contrast key facts about Nicholas Fund (NICSX) and Rydex S&P 500 Pure Growth Fund (RYGRX).
NICSX is managed by Nicholas. It was launched on Jul 14, 1969. RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Performance
NICSX vs. RYGRX - Performance Comparison
Loading graphics...
NICSX vs. RYGRX - 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% |
RYGRX Rydex S&P 500 Pure Growth Fund | -4.70% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Returns By Period
In the year-to-date period, NICSX achieves a -10.51% return, which is significantly lower than RYGRX's -4.70% return. Both investments have delivered pretty close results over the past 10 years, with NICSX having a 10.26% annualized return and RYGRX not far behind at 9.87%.
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%
RYGRX
- 1D
- -2.32%
- 1M
- -10.45%
- YTD
- -4.70%
- 6M
- -7.22%
- 1Y
- 14.57%
- 3Y*
- 12.18%
- 5Y*
- 4.84%
- 10Y*
- 9.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NICSX vs. RYGRX - Expense Ratio Comparison
NICSX has a 0.71% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Return for Risk
NICSX vs. RYGRX — Risk / Return Rank
NICSX
RYGRX
NICSX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nicholas Fund (NICSX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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 | RYGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.60 | -0.73 |
Sortino ratioReturn per unit of downside risk | -0.07 | 1.00 | -1.07 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.14 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.87 | -1.18 |
Martin ratioReturn relative to average drawdown | -1.08 | 3.49 | -4.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NICSX | RYGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.60 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.21 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.44 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.37 | +0.26 |
Correlation
The correlation between NICSX and RYGRX is 0.90, 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. RYGRX - Dividend Comparison
NICSX's dividend yield for the trailing twelve months is around 10.30%, more than RYGRX's 5.34% 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% |
RYGRX Rydex S&P 500 Pure Growth Fund | 5.34% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
Drawdowns
NICSX vs. RYGRX - Drawdown Comparison
The maximum NICSX drawdown since its inception was -50.20%, smaller than the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for NICSX and RYGRX.
Loading graphics...
Drawdown Indicators
| NICSX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.20% | -54.22% | +4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -13.86% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -36.57% | +11.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.44% | -36.63% | +3.19% |
Current DrawdownCurrent decline from peak | -12.94% | -11.17% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -9.48% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.47% | +0.24% |
Volatility
NICSX vs. RYGRX - Volatility Comparison
The current volatility for Nicholas Fund (NICSX) is 4.10%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 8.03%. This indicates that NICSX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NICSX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 8.03% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 14.52% | -5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 25.02% | -8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 23.26% | -5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 22.66% | -4.73% |