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NSEIX vs. NCLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSEIX vs. NCLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nicholas Equity Income Fund (NSEIX) and Nicholas Limited Edition Fund (NCLEX). The values are adjusted to include any dividend payments, if applicable.

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NSEIX vs. NCLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSEIX
Nicholas Equity Income Fund
-0.77%13.80%9.97%7.87%-6.90%24.76%5.60%30.29%-4.48%12.42%
NCLEX
Nicholas Limited Edition Fund
-14.46%-10.41%11.91%17.17%-23.71%19.07%22.67%27.36%-0.94%19.93%

Returns By Period

In the year-to-date period, NSEIX achieves a -0.77% return, which is significantly higher than NCLEX's -14.46% return. Over the past 10 years, NSEIX has outperformed NCLEX with an annualized return of 9.67%, while NCLEX has yielded a comparatively lower 6.64% annualized return.


NSEIX

1D
-0.23%
1M
-7.03%
YTD
-0.77%
6M
-1.01%
1Y
12.76%
3Y*
10.31%
5Y*
7.36%
10Y*
9.67%

NCLEX

1D
0.09%
1M
-9.57%
YTD
-14.46%
6M
-16.84%
1Y
-16.93%
3Y*
-2.12%
5Y*
-2.31%
10Y*
6.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSEIX vs. NCLEX - Expense Ratio Comparison

NSEIX has a 0.70% expense ratio, which is lower than NCLEX's 0.85% expense ratio.


Return for Risk

NSEIX vs. NCLEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NSEIX
NSEIX Risk / Return Rank: 4848
Overall Rank
NSEIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NSEIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NSEIX Omega Ratio Rank: 5050
Omega Ratio Rank
NSEIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
NSEIX Martin Ratio Rank: 4747
Martin Ratio Rank

NCLEX
NCLEX Risk / Return Rank: 00
Overall Rank
NCLEX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
NCLEX Sortino Ratio Rank: 00
Sortino Ratio Rank
NCLEX Omega Ratio Rank: 11
Omega Ratio Rank
NCLEX Calmar Ratio Rank: 00
Calmar Ratio Rank
NCLEX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSEIX vs. NCLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Equity Income Fund (NSEIX) and Nicholas Limited Edition Fund (NCLEX). 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.


NSEIXNCLEXDifference

Sharpe ratio

Return per unit of total volatility

0.93

-0.87

+1.80

Sortino ratio

Return per unit of downside risk

1.43

-1.20

+2.63

Omega ratio

Gain probability vs. loss probability

1.21

0.86

+0.35

Calmar ratio

Return relative to maximum drawdown

1.19

-0.87

+2.07

Martin ratio

Return relative to average drawdown

4.73

-2.41

+7.14

NSEIX vs. NCLEX - Sharpe Ratio Comparison

The current NSEIX Sharpe Ratio is 0.93, which is higher than the NCLEX Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of NSEIX and NCLEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NSEIXNCLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

-0.87

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

-0.12

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.35

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.50

+0.06

Correlation

The correlation between NSEIX and NCLEX is 0.80, 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

NSEIX vs. NCLEX - Dividend Comparison

NSEIX's dividend yield for the trailing twelve months is around 10.94%, more than NCLEX's 8.81% yield.


TTM20252024202320222021202020192018201720162015
NSEIX
Nicholas Equity Income Fund
10.94%10.85%4.03%4.28%3.92%11.53%1.97%13.05%17.55%6.83%3.85%7.26%
NCLEX
Nicholas Limited Edition Fund
8.81%7.53%2.51%2.43%6.22%16.44%5.10%5.66%10.72%7.97%10.68%8.05%

Drawdowns

NSEIX vs. NCLEX - Drawdown Comparison

The maximum NSEIX drawdown since its inception was -48.12%, roughly equal to the maximum NCLEX drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for NSEIX and NCLEX.


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Drawdown Indicators


NSEIXNCLEXDifference

Max Drawdown

Largest peak-to-trough decline

-48.12%

-48.68%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-21.36%

+10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-28.50%

+9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.47%

-35.79%

+2.32%

Current Drawdown

Current decline from peak

-7.30%

-28.44%

+21.14%

Average Drawdown

Average peak-to-trough decline

-5.83%

-8.21%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

7.74%

-5.09%

Volatility

NSEIX vs. NCLEX - Volatility Comparison

The current volatility for Nicholas Equity Income Fund (NSEIX) is 3.12%, while Nicholas Limited Edition Fund (NCLEX) has a volatility of 4.65%. This indicates that NSEIX experiences smaller price fluctuations and is considered to be less risky than NCLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSEIXNCLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

4.65%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

12.19%

-4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

19.69%

-4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.71%

19.46%

-5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

19.15%

-3.22%