NSEIX vs. NPSGX
Compare and contrast key facts about Nicholas Equity Income Fund (NSEIX) and Nicholas Partners Small Cap Growth Fund (NPSGX).
NSEIX is managed by Nicholas. It was launched on Nov 23, 1993. NPSGX is managed by Nicholas. It was launched on Jan 16, 2019.
Performance
NSEIX vs. NPSGX - Performance Comparison
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NSEIX vs. NPSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NSEIX Nicholas Equity Income Fund | 0.82% | 13.80% | 9.97% | 7.87% | -6.90% | 24.76% | 5.60% | 23.60% |
NPSGX Nicholas Partners Small Cap Growth Fund | 3.41% | 17.88% | 20.83% | 20.05% | -31.62% | 10.52% | 69.72% | 22.14% |
Returns By Period
In the year-to-date period, NSEIX achieves a 0.82% return, which is significantly lower than NPSGX's 3.41% return.
NSEIX
- 1D
- 1.60%
- 1M
- -5.42%
- YTD
- 0.82%
- 6M
- 0.35%
- 1Y
- 14.78%
- 3Y*
- 10.90%
- 5Y*
- 7.51%
- 10Y*
- 9.84%
NPSGX
- 1D
- 5.66%
- 1M
- -5.33%
- YTD
- 3.41%
- 6M
- 7.24%
- 1Y
- 40.18%
- 3Y*
- 19.86%
- 5Y*
- 5.29%
- 10Y*
- —
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NSEIX vs. NPSGX - Expense Ratio Comparison
NSEIX has a 0.70% expense ratio, which is lower than NPSGX's 1.13% expense ratio.
Return for Risk
NSEIX vs. NPSGX — Risk / Return Rank
NSEIX
NPSGX
NSEIX vs. NPSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nicholas Equity Income Fund (NSEIX) and Nicholas Partners Small Cap Growth Fund (NPSGX). 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.
| NSEIX | NPSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.50 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.08 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 2.87 | -1.39 |
Martin ratioReturn relative to average drawdown | 5.82 | 9.92 | -4.09 |
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
| NSEIX | NPSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.50 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.19 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.53 | +0.03 |
Correlation
The correlation between NSEIX and NPSGX is 0.70, 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. NPSGX - Dividend Comparison
NSEIX's dividend yield for the trailing twelve months is around 10.76%, more than NPSGX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSEIX Nicholas Equity Income Fund | 10.76% | 10.85% | 4.03% | 4.28% | 3.92% | 11.53% | 1.97% | 13.05% | 17.55% | 6.83% | 3.85% | 7.26% |
NPSGX Nicholas Partners Small Cap Growth Fund | 4.36% | 4.50% | 5.89% | 0.00% | 0.00% | 21.28% | 9.50% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NSEIX vs. NPSGX - Drawdown Comparison
The maximum NSEIX drawdown since its inception was -48.12%, roughly equal to the maximum NPSGX drawdown of -46.95%. Use the drawdown chart below to compare losses from any high point for NSEIX and NPSGX.
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Drawdown Indicators
| NSEIX | NPSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.12% | -46.95% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -13.45% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -18.98% | -46.95% | +27.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.47% | — | — |
Current DrawdownCurrent decline from peak | -5.82% | -8.56% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -18.29% | +12.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 3.89% | -1.21% |
Volatility
NSEIX vs. NPSGX - Volatility Comparison
The current volatility for Nicholas Equity Income Fund (NSEIX) is 3.67%, while Nicholas Partners Small Cap Growth Fund (NPSGX) has a volatility of 11.58%. This indicates that NSEIX experiences smaller price fluctuations and is considered to be less risky than NPSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSEIX | NPSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 11.58% | -7.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | 19.48% | -12.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 26.92% | -11.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.72% | 27.93% | -14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 28.69% | -12.76% |