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GIIAX vs. NWISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIIAX vs. NWISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide International Index Fund (GIIAX) and Nationwide Destination 2030 Fund (NWISX). The values are adjusted to include any dividend payments, if applicable.

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GIIAX vs. NWISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIIAX
Nationwide International Index Fund
-2.12%31.11%3.05%16.88%-14.43%10.67%7.26%21.56%-14.10%24.81%
NWISX
Nationwide Destination 2030 Fund
-2.96%14.63%8.73%15.11%-16.85%11.16%12.13%17.47%-7.35%14.17%

Returns By Period

In the year-to-date period, GIIAX achieves a -2.12% return, which is significantly higher than NWISX's -2.96% return. Over the past 10 years, GIIAX has outperformed NWISX with an annualized return of 7.92%, while NWISX has yielded a comparatively lower 6.76% annualized return.


GIIAX

1D
0.20%
1M
-10.95%
YTD
-2.12%
6M
2.18%
1Y
18.96%
3Y*
12.58%
5Y*
7.21%
10Y*
7.92%

NWISX

1D
0.25%
1M
-5.67%
YTD
-2.96%
6M
-0.68%
1Y
10.59%
3Y*
9.77%
5Y*
4.61%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIIAX vs. NWISX - Expense Ratio Comparison

GIIAX has a 0.71% expense ratio, which is higher than NWISX's 0.38% expense ratio.


Return for Risk

GIIAX vs. NWISX — Risk / Return Rank

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

GIIAX
GIIAX Risk / Return Rank: 6060
Overall Rank
GIIAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GIIAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GIIAX Omega Ratio Rank: 5656
Omega Ratio Rank
GIIAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GIIAX Martin Ratio Rank: 5858
Martin Ratio Rank

NWISX
NWISX Risk / Return Rank: 6565
Overall Rank
NWISX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NWISX Sortino Ratio Rank: 6666
Sortino Ratio Rank
NWISX Omega Ratio Rank: 6161
Omega Ratio Rank
NWISX Calmar Ratio Rank: 6464
Calmar Ratio Rank
NWISX Martin Ratio Rank: 6969
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.

GIIAX vs. NWISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide International Index Fund (GIIAX) and Nationwide Destination 2030 Fund (NWISX). 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.


GIIAXNWISXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.18

-0.03

Sortino ratio

Return per unit of downside risk

1.52

1.68

-0.16

Omega ratio

Gain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratio

Return relative to maximum drawdown

1.49

1.50

-0.01

Martin ratio

Return relative to average drawdown

5.62

6.56

-0.94

GIIAX vs. NWISX - Sharpe Ratio Comparison

The current GIIAX Sharpe Ratio is 1.15, which is comparable to the NWISX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GIIAX and NWISX, 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


GIIAXNWISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.18

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.41

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.57

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.36

-0.16

Correlation

The correlation between GIIAX and NWISX is 0.89, 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

GIIAX vs. NWISX - Dividend Comparison

GIIAX's dividend yield for the trailing twelve months is around 7.30%, less than NWISX's 7.79% yield.


TTM20252024202320222021202020192018201720162015
GIIAX
Nationwide International Index Fund
7.30%7.14%3.84%2.99%1.90%3.69%1.58%4.20%6.17%6.21%2.87%3.36%
NWISX
Nationwide Destination 2030 Fund
7.79%7.48%13.04%7.29%3.01%9.66%5.40%6.21%11.67%7.96%7.01%5.09%

Drawdowns

GIIAX vs. NWISX - Drawdown Comparison

The maximum GIIAX drawdown since its inception was -61.28%, which is greater than NWISX's maximum drawdown of -49.97%. Use the drawdown chart below to compare losses from any high point for GIIAX and NWISX.


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Drawdown Indicators


GIIAXNWISXDifference

Max Drawdown

Largest peak-to-trough decline

-61.28%

-49.97%

-11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-6.79%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.61%

-28.31%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.23%

-28.31%

-5.92%

Current Drawdown

Current decline from peak

-10.95%

-5.88%

-5.07%

Average Drawdown

Average peak-to-trough decline

-16.15%

-8.00%

-8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.55%

+1.42%

Volatility

GIIAX vs. NWISX - Volatility Comparison

Nationwide International Index Fund (GIIAX) has a higher volatility of 6.67% compared to Nationwide Destination 2030 Fund (NWISX) at 3.28%. This indicates that GIIAX's price experiences larger fluctuations and is considered to be riskier than NWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIIAXNWISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

3.28%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

5.38%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

9.16%

+6.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

11.37%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

11.88%

+4.39%