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GMRAX vs. GIIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMRAX vs. GIIAX - Performance Comparison

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

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GMRAX vs. GIIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMRAX
Nationwide Small Cap Index Fund
0.74%12.26%9.12%17.56%-20.82%14.27%19.59%24.87%-10.71%14.21%
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%

Returns By Period

In the year-to-date period, GMRAX achieves a 0.74% return, which is significantly higher than GIIAX's 0.48% return. Over the past 10 years, GMRAX has outperformed GIIAX with an annualized return of 9.36%, while GIIAX has yielded a comparatively lower 8.20% annualized return.


GMRAX

1D
3.44%
1M
-5.92%
YTD
0.74%
6M
2.63%
1Y
25.17%
3Y*
12.23%
5Y*
2.84%
10Y*
9.36%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMRAX vs. GIIAX - Expense Ratio Comparison

GMRAX has a 0.68% expense ratio, which is lower than GIIAX's 0.71% expense ratio.


Return for Risk

GMRAX vs. GIIAX — Risk / Return Rank

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

GMRAX
GMRAX Risk / Return Rank: 5757
Overall Rank
GMRAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GMRAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
GMRAX Omega Ratio Rank: 4444
Omega Ratio Rank
GMRAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GMRAX Martin Ratio Rank: 6363
Martin Ratio Rank

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
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. GIIAX - Risk-Adjusted Trends Comparison

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


GMRAXGIIAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.42

-0.33

Sortino ratio

Return per unit of downside risk

1.63

1.86

-0.23

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.76

1.86

-0.09

Martin ratio

Return relative to average drawdown

6.58

7.02

-0.44

GMRAX vs. GIIAX - Sharpe Ratio Comparison

The current GMRAX Sharpe Ratio is 1.08, which is comparable to the GIIAX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of GMRAX and GIIAX, 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


GMRAXGIIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.42

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.49

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.51

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.21

+0.09

Correlation

The correlation between GMRAX and GIIAX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GMRAX vs. GIIAX - Dividend Comparison

GMRAX's dividend yield for the trailing twelve months is around 2.47%, less than GIIAX's 7.11% yield.


TTM20252024202320222021202020192018201720162015
GMRAX
Nationwide Small Cap Index Fund
2.47%2.45%4.99%0.52%1.51%6.81%0.56%7.38%46.93%17.82%7.14%12.55%
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%

Drawdowns

GMRAX vs. GIIAX - Drawdown Comparison

The maximum GMRAX drawdown since its inception was -59.36%, roughly equal to the maximum GIIAX drawdown of -61.28%. Use the drawdown chart below to compare losses from any high point for GMRAX and GIIAX.


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Drawdown Indicators


GMRAXGIIAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.36%

-61.28%

+1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-11.21%

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-32.00%

-29.61%

-2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-34.23%

-7.55%

Current Drawdown

Current decline from peak

-8.00%

-8.58%

+0.58%

Average Drawdown

Average peak-to-trough decline

-12.67%

-16.15%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.97%

+0.77%

Volatility

GMRAX vs. GIIAX - Volatility Comparison

Nationwide Small Cap Index Fund (GMRAX) and Nationwide International Index Fund (GIIAX) have volatilities of 7.52% and 7.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMRAXGIIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

7.19%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

10.45%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

23.32%

15.71%

+7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.66%

15.49%

+7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.50%

16.29%

+7.21%