NICSX vs. VUG
Compare and contrast key facts about Nicholas Fund (NICSX) and Vanguard Growth ETF (VUG).
NICSX is managed by Nicholas. It was launched on Jul 14, 1969. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NICSX or VUG.
Performance
NICSX vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, NICSX achieves a 13.74% return, which is significantly lower than VUG's 30.27% return. Over the past 10 years, NICSX has underperformed VUG with an annualized return of 4.01%, while VUG has yielded a comparatively higher 15.55% annualized return.
NICSX
13.74%
1.24%
4.05%
16.84%
7.38%
4.01%
VUG
30.27%
2.44%
14.56%
36.37%
19.10%
15.55%
Key characteristics
| NICSX | VUG | |
|---|---|---|
| Sharpe Ratio | 1.30 | 2.14 |
| Sortino Ratio | 1.75 | 2.79 |
| Omega Ratio | 1.25 | 1.39 |
| Calmar Ratio | 2.10 | 2.77 |
| Martin Ratio | 6.79 | 10.94 |
| Ulcer Index | 2.46% | 3.29% |
| Daily Std Dev | 12.86% | 16.84% |
| Max Drawdown | -63.53% | -50.68% |
| Current Drawdown | -2.04% | -1.30% |
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NICSX vs. VUG - Expense Ratio Comparison
NICSX has a 0.71% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between NICSX and VUG is 0.91, 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. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nicholas Fund (NICSX) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
NICSX's dividend yield for the trailing twelve months is around 0.33%, less than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
NICSX vs. VUG - Drawdown Comparison
The maximum NICSX drawdown since its inception was -63.53%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for NICSX and VUG. For additional features, visit the drawdowns tool.
Volatility
NICSX vs. VUG - Volatility Comparison
The current volatility for Nicholas Fund (NICSX) is 4.02%, while Vanguard Growth ETF (VUG) has a volatility of 5.55%. This indicates that NICSX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.