NICSX vs. VTSAX
Compare and contrast key facts about Nicholas Fund (NICSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
NICSX is managed by Nicholas. It was launched on Jul 14, 1969. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NICSX or VTSAX.
Performance
NICSX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, NICSX achieves a 15.73% return, which is significantly lower than VTSAX's 26.28% return. Over the past 10 years, NICSX has underperformed VTSAX with an annualized return of 4.12%, while VTSAX has yielded a comparatively higher 12.73% annualized return.
NICSX
15.73%
4.19%
6.72%
18.26%
7.74%
4.12%
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| NICSX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.42 | 2.68 |
| Sortino Ratio | 1.89 | 3.57 |
| Omega Ratio | 1.27 | 1.49 |
| Calmar Ratio | 2.29 | 3.93 |
| Martin Ratio | 7.41 | 17.10 |
| Ulcer Index | 2.47% | 1.97% |
| Daily Std Dev | 12.91% | 12.56% |
| Max Drawdown | -63.53% | -55.34% |
| Current Drawdown | -0.32% | -0.28% |
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. VTSAX - Expense Ratio Comparison
NICSX has a 0.71% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Correlation
The correlation between NICSX and VTSAX is 0.94, 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.
Risk-Adjusted Performance
NICSX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nicholas Fund (NICSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
NICSX vs. VTSAX - Dividend Comparison
NICSX's dividend yield for the trailing twelve months is around 0.33%, less than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NICSX Nicholas Fund | 0.33% | 0.37% | 0.27% | 0.23% | 0.44% | 0.59% | 0.69% | 0.66% | 0.72% | 0.63% | 0.30% | 0.51% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NICSX vs. VTSAX - Drawdown Comparison
The maximum NICSX drawdown since its inception was -63.53%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for NICSX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
NICSX vs. VTSAX - Volatility Comparison
Nicholas Fund (NICSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.05% and 4.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.