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GIIAX vs. PZRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIIAX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide International Index Fund (GIIAX) and PIMCO RAE Global ex-US Fund (PZRIX). The values are adjusted to include any dividend payments, if applicable.

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GIIAX vs. PZRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIIAX
Nationwide International Index Fund
0.48%31.11%3.05%16.88%-14.43%10.67%7.26%21.56%-14.10%24.81%
PZRIX
PIMCO RAE Global ex-US Fund
9.93%34.05%3.29%19.31%-9.11%12.08%1.74%15.94%-14.93%26.00%

Returns By Period

In the year-to-date period, GIIAX achieves a 0.48% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, GIIAX has underperformed PZRIX with an annualized return of 8.20%, while PZRIX has yielded a comparatively higher 10.15% annualized return.


GIIAX

1D
2.65%
1M
-6.70%
YTD
0.48%
6M
4.20%
1Y
21.73%
3Y*
13.56%
5Y*
7.56%
10Y*
8.20%

PZRIX

1D
1.89%
1M
-4.32%
YTD
9.93%
6M
17.91%
1Y
37.11%
3Y*
19.65%
5Y*
10.81%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIIAX vs. PZRIX - Expense Ratio Comparison

GIIAX has a 0.71% expense ratio, which is higher than PZRIX's 0.00% expense ratio.


Return for Risk

GIIAX vs. PZRIX — Risk / Return Rank

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

GIIAX
GIIAX Risk / Return Rank: 7070
Overall Rank
GIIAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GIIAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GIIAX Omega Ratio Rank: 6666
Omega Ratio Rank
GIIAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
GIIAX Martin Ratio Rank: 6767
Martin Ratio Rank

PZRIX
PZRIX Risk / Return Rank: 9595
Overall Rank
PZRIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 9595
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 9595
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. PZRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide International Index Fund (GIIAX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.


GIIAXPZRIXDifference

Sharpe ratio

Return per unit of total volatility

1.42

2.67

-1.25

Sortino ratio

Return per unit of downside risk

1.86

3.39

-1.54

Omega ratio

Gain probability vs. loss probability

1.27

1.52

-0.25

Calmar ratio

Return relative to maximum drawdown

1.86

3.09

-1.23

Martin ratio

Return relative to average drawdown

7.02

14.29

-7.27

GIIAX vs. PZRIX - Sharpe Ratio Comparison

The current GIIAX Sharpe Ratio is 1.42, which is lower than the PZRIX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of GIIAX and PZRIX, 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


GIIAXPZRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.67

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.69

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.60

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.59

-0.39

Correlation

The correlation between GIIAX and PZRIX is 0.92, 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. PZRIX - Dividend Comparison

GIIAX's dividend yield for the trailing twelve months is around 7.11%, more than PZRIX's 5.96% yield.


TTM20252024202320222021202020192018201720162015
GIIAX
Nationwide International Index Fund
7.11%7.14%3.84%2.99%1.90%3.69%1.58%4.20%6.17%6.21%2.87%3.36%
PZRIX
PIMCO RAE Global ex-US Fund
5.96%6.56%6.70%9.19%8.80%11.99%2.04%6.32%2.80%4.13%2.58%0.00%

Drawdowns

GIIAX vs. PZRIX - Drawdown Comparison

The maximum GIIAX drawdown since its inception was -61.28%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for GIIAX and PZRIX.


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Drawdown Indicators


GIIAXPZRIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.28%

-43.53%

-17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-10.68%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.61%

-30.85%

+1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.23%

-43.53%

+9.30%

Current Drawdown

Current decline from peak

-8.58%

-5.20%

-3.38%

Average Drawdown

Average peak-to-trough decline

-16.15%

-9.00%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.45%

+0.52%

Volatility

GIIAX vs. PZRIX - Volatility Comparison

Nationwide International Index Fund (GIIAX) has a higher volatility of 7.19% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that GIIAX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIIAXPZRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

5.45%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

8.92%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

14.17%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

15.85%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

17.02%

-0.73%