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WAMCX vs. NCLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAMCX vs. NCLEX - Performance Comparison

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

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WAMCX vs. NCLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAMCX
Wasatch Ultra Growth Fund
-8.33%-2.85%8.25%19.19%-39.71%5.23%71.48%38.09%10.34%31.60%
NCLEX
Nicholas Limited Edition Fund
-13.00%-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, WAMCX achieves a -8.33% return, which is significantly higher than NCLEX's -13.00% return. Over the past 10 years, WAMCX has outperformed NCLEX with an annualized return of 11.25%, while NCLEX has yielded a comparatively lower 6.82% annualized return.


WAMCX

1D
4.33%
1M
-9.87%
YTD
-8.33%
6M
0.13%
1Y
4.83%
3Y*
2.45%
5Y*
-7.36%
10Y*
11.25%

NCLEX

1D
1.71%
1M
-8.10%
YTD
-13.00%
6M
-15.05%
1Y
-16.29%
3Y*
-1.57%
5Y*
-2.35%
10Y*
6.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAMCX vs. NCLEX - Expense Ratio Comparison

WAMCX has a 1.16% expense ratio, which is higher than NCLEX's 0.85% expense ratio.


Return for Risk

WAMCX vs. NCLEX — Risk / Return Rank

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

WAMCX
WAMCX Risk / Return Rank: 88
Overall Rank
WAMCX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WAMCX Sortino Ratio Rank: 88
Sortino Ratio Rank
WAMCX Omega Ratio Rank: 88
Omega Ratio Rank
WAMCX Calmar Ratio Rank: 99
Calmar Ratio Rank
WAMCX Martin Ratio Rank: 99
Martin Ratio Rank

NCLEX
NCLEX Risk / Return Rank: 00
Overall Rank
NCLEX Sharpe Ratio Rank: 11
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.

WAMCX vs. NCLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Ultra Growth Fund (WAMCX) 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.


WAMCXNCLEXDifference

Sharpe ratio

Return per unit of total volatility

0.18

-0.79

+0.96

Sortino ratio

Return per unit of downside risk

0.45

-1.07

+1.51

Omega ratio

Gain probability vs. loss probability

1.05

0.88

+0.18

Calmar ratio

Return relative to maximum drawdown

0.22

-0.73

+0.95

Martin ratio

Return relative to average drawdown

0.74

-1.99

+2.73

WAMCX vs. NCLEX - Sharpe Ratio Comparison

The current WAMCX Sharpe Ratio is 0.18, which is higher than the NCLEX Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of WAMCX 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


WAMCXNCLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

-0.79

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

-0.12

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.36

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.14

Correlation

The correlation between WAMCX and NCLEX is 0.86, 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

WAMCX vs. NCLEX - Dividend Comparison

WAMCX has not paid dividends to shareholders, while NCLEX's dividend yield for the trailing twelve months is around 8.66%.


TTM20252024202320222021202020192018201720162015
WAMCX
Wasatch Ultra Growth Fund
0.00%0.00%0.00%0.00%0.00%12.08%2.99%1.96%7.65%11.92%11.44%9.18%
NCLEX
Nicholas Limited Edition Fund
8.66%7.53%2.51%2.43%6.22%16.44%5.10%5.66%10.72%7.97%10.68%8.05%

Drawdowns

WAMCX vs. NCLEX - Drawdown Comparison

The maximum WAMCX drawdown since its inception was -66.51%, which is greater than NCLEX's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for WAMCX and NCLEX.


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Drawdown Indicators


WAMCXNCLEXDifference

Max Drawdown

Largest peak-to-trough decline

-66.51%

-48.68%

-17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.89%

-21.36%

+4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-53.18%

-28.50%

-24.68%

Max Drawdown (10Y)

Largest decline over 10 years

-53.18%

-35.79%

-17.39%

Current Drawdown

Current decline from peak

-38.40%

-27.21%

-11.19%

Average Drawdown

Average peak-to-trough decline

-15.06%

-8.21%

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

7.84%

-2.82%

Volatility

WAMCX vs. NCLEX - Volatility Comparison

Wasatch Ultra Growth Fund (WAMCX) has a higher volatility of 9.27% compared to Nicholas Limited Edition Fund (NCLEX) at 5.11%. This indicates that WAMCX's price experiences larger fluctuations and is considered to be riskier 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


WAMCXNCLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

5.11%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

12.33%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

25.97%

19.73%

+6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.37%

19.47%

+7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.58%

19.16%

+6.42%