PortfoliosLab logoPortfoliosLab logo
GMRAX vs. BOSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMRAX vs. BOSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Small Cap Index Fund (GMRAX) and Boston Trust Small Cap Fund (BOSOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GMRAX vs. BOSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMRAX
Nationwide Small Cap Index Fund
-2.61%12.26%9.12%17.56%-20.82%14.27%19.59%24.87%-10.71%14.21%
BOSOX
Boston Trust Small Cap Fund
-4.10%-4.04%12.52%10.09%-9.05%28.10%8.27%38.35%-6.01%12.24%

Returns By Period

In the year-to-date period, GMRAX achieves a -2.61% return, which is significantly higher than BOSOX's -4.10% return. Both investments have delivered pretty close results over the past 10 years, with GMRAX having a 8.99% annualized return and BOSOX not far ahead at 9.28%.


GMRAX

1D
-1.42%
1M
-8.18%
YTD
-2.61%
6M
-0.55%
1Y
21.00%
3Y*
10.97%
5Y*
2.44%
10Y*
8.99%

BOSOX

1D
-0.25%
1M
-8.25%
YTD
-4.10%
6M
-4.75%
1Y
-4.04%
3Y*
3.34%
5Y*
3.57%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GMRAX vs. BOSOX - Expense Ratio Comparison

GMRAX has a 0.68% expense ratio, which is lower than BOSOX's 1.00% expense ratio.


Return for Risk

GMRAX vs. BOSOX — Risk / Return Rank

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

GMRAX
GMRAX Risk / Return Rank: 4646
Overall Rank
GMRAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GMRAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
GMRAX Omega Ratio Rank: 3737
Omega Ratio Rank
GMRAX Calmar Ratio Rank: 5454
Calmar Ratio Rank
GMRAX Martin Ratio Rank: 4848
Martin Ratio Rank

BOSOX
BOSOX Risk / Return Rank: 33
Overall Rank
BOSOX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOSOX Sortino Ratio Rank: 44
Sortino Ratio Rank
BOSOX Omega Ratio Rank: 44
Omega Ratio Rank
BOSOX Calmar Ratio Rank: 33
Calmar Ratio Rank
BOSOX Martin Ratio Rank: 22
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.

GMRAX vs. BOSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Small Cap Index Fund (GMRAX) and Boston Trust Small Cap Fund (BOSOX). 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.


GMRAXBOSOXDifference

Sharpe ratio

Return per unit of total volatility

0.89

-0.13

+1.02

Sortino ratio

Return per unit of downside risk

1.37

-0.05

+1.42

Omega ratio

Gain probability vs. loss probability

1.17

0.99

+0.18

Calmar ratio

Return relative to maximum drawdown

1.28

-0.33

+1.61

Martin ratio

Return relative to average drawdown

4.83

-1.03

+5.86

GMRAX vs. BOSOX - Sharpe Ratio Comparison

The current GMRAX Sharpe Ratio is 0.89, which is higher than the BOSOX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of GMRAX and BOSOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GMRAXBOSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

-0.13

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.20

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.48

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.41

-0.12

Correlation

The correlation between GMRAX and BOSOX is 0.95, 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

GMRAX vs. BOSOX - Dividend Comparison

GMRAX's dividend yield for the trailing twelve months is around 2.56%, less than BOSOX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
GMRAX
Nationwide Small Cap Index Fund
2.56%2.45%4.99%0.52%1.51%6.81%0.56%7.38%46.93%17.82%7.14%12.55%
BOSOX
Boston Trust Small Cap Fund
4.60%4.41%6.52%0.78%5.09%8.93%2.56%12.46%16.19%9.13%3.14%18.92%

Drawdowns

GMRAX vs. BOSOX - Drawdown Comparison

The maximum GMRAX drawdown since its inception was -59.36%, which is greater than BOSOX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for GMRAX and BOSOX.


Loading graphics...

Drawdown Indicators


GMRAXBOSOXDifference

Max Drawdown

Largest peak-to-trough decline

-59.36%

-51.32%

-8.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-11.89%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.00%

-22.36%

-9.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-36.79%

-4.99%

Current Drawdown

Current decline from peak

-11.06%

-16.07%

+5.01%

Average Drawdown

Average peak-to-trough decline

-12.67%

-7.26%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

3.82%

-0.12%

Volatility

GMRAX vs. BOSOX - Volatility Comparison

Nationwide Small Cap Index Fund (GMRAX) has a higher volatility of 6.61% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that GMRAX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GMRAXBOSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

4.10%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

10.48%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

18.96%

+4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

17.82%

+4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

19.56%

+3.92%