NICSX vs. SWLGX
Compare and contrast key facts about Nicholas Fund (NICSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
NICSX is managed by Nicholas. It was launched on Jul 14, 1969. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
NICSX vs. SWLGX - Performance Comparison
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NICSX vs. SWLGX - 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% | -0.87% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, NICSX achieves a -10.51% return, which is significantly higher than SWLGX's -13.06% 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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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NICSX vs. SWLGX - Expense Ratio Comparison
NICSX has a 0.71% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
NICSX vs. SWLGX — Risk / Return Rank
NICSX
SWLGX
NICSX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nicholas Fund (NICSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.66 | -0.78 |
Sortino ratioReturn per unit of downside risk | -0.07 | 1.10 | -1.17 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.15 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.72 | -1.02 |
Martin ratioReturn relative to average drawdown | -1.08 | 2.51 | -3.59 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.66 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.56 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.68 | -0.05 |
Correlation
The correlation between NICSX and SWLGX is 0.92, 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. SWLGX - Dividend Comparison
NICSX's dividend yield for the trailing twelve months is around 10.30%, more than SWLGX's 0.52% 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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
NICSX vs. SWLGX - Drawdown Comparison
The maximum NICSX drawdown since its inception was -50.20%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for NICSX and SWLGX.
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Drawdown Indicators
| NICSX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.20% | -32.69% | -17.51% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -16.16% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -32.69% | +7.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.44% | — | — |
Current DrawdownCurrent decline from peak | -12.94% | -16.16% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -7.13% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 4.62% | -0.91% |
Volatility
NICSX vs. SWLGX - Volatility Comparison
The current volatility for Nicholas Fund (NICSX) is 4.10%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that NICSX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NICSX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 5.38% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 11.82% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 22.31% | -5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 21.47% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 22.78% | -4.85% |