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GRISX vs. GMXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRISX vs. GMXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide S&P 500 Index Fund (GRISX) and Nationwide Mid Cap Market Index Fund (GMXAX). The values are adjusted to include any dividend payments, if applicable.

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GRISX vs. GMXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRISX
Nationwide S&P 500 Index Fund
-4.41%17.41%24.13%25.55%-18.49%28.32%17.92%30.94%-3.84%21.35%
GMXAX
Nationwide Mid Cap Market Index Fund
2.42%6.84%12.15%15.89%-13.45%24.33%12.79%25.35%-10.65%2.80%

Returns By Period

In the year-to-date period, GRISX achieves a -4.41% return, which is significantly lower than GMXAX's 2.42% return. Over the past 10 years, GRISX has outperformed GMXAX with an annualized return of 13.69%, while GMXAX has yielded a comparatively lower 8.64% annualized return.


GRISX

1D
2.95%
1M
-5.03%
YTD
-4.41%
6M
-2.28%
1Y
16.97%
3Y*
17.65%
5Y*
11.26%
10Y*
13.69%

GMXAX

1D
2.88%
1M
-6.20%
YTD
2.42%
6M
3.66%
1Y
16.08%
3Y*
11.11%
5Y*
5.88%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRISX vs. GMXAX - Expense Ratio Comparison

GRISX has a 0.44% expense ratio, which is lower than GMXAX's 0.68% expense ratio.


Return for Risk

GRISX vs. GMXAX — Risk / Return Rank

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

GRISX
GRISX Risk / Return Rank: 5555
Overall Rank
GRISX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GRISX Sortino Ratio Rank: 4949
Sortino Ratio Rank
GRISX Omega Ratio Rank: 5252
Omega Ratio Rank
GRISX Calmar Ratio Rank: 5959
Calmar Ratio Rank
GRISX Martin Ratio Rank: 7171
Martin Ratio Rank

GMXAX
GMXAX Risk / Return Rank: 3636
Overall Rank
GMXAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GMXAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
GMXAX Omega Ratio Rank: 3131
Omega Ratio Rank
GMXAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
GMXAX Martin Ratio Rank: 4646
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.

GRISX vs. GMXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide S&P 500 Index Fund (GRISX) and Nationwide Mid Cap Market Index Fund (GMXAX). 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.


GRISXGMXAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.80

+0.15

Sortino ratio

Return per unit of downside risk

1.47

1.27

+0.20

Omega ratio

Gain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

1.49

1.21

+0.28

Martin ratio

Return relative to average drawdown

7.12

5.19

+1.93

GRISX vs. GMXAX - Sharpe Ratio Comparison

The current GRISX Sharpe Ratio is 0.96, which is comparable to the GMXAX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of GRISX and GMXAX, 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


GRISXGMXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.80

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.30

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.41

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

+0.02

Correlation

The correlation between GRISX and GMXAX 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

GRISX vs. GMXAX - Dividend Comparison

GRISX's dividend yield for the trailing twelve months is around 5.35%, less than GMXAX's 12.72% yield.


TTM20252024202320222021202020192018201720162015
GRISX
Nationwide S&P 500 Index Fund
5.35%5.08%2.62%0.79%1.67%4.96%1.27%6.26%18.54%6.66%7.42%11.98%
GMXAX
Nationwide Mid Cap Market Index Fund
12.72%12.93%11.73%6.17%9.58%12.52%3.18%5.18%23.21%0.85%9.60%13.94%

Drawdowns

GRISX vs. GMXAX - Drawdown Comparison

The maximum GRISX drawdown since its inception was -55.53%, roughly equal to the maximum GMXAX drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for GRISX and GMXAX.


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Drawdown Indicators


GRISXGMXAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.53%

-55.64%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-14.08%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.75%

-24.21%

-0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-42.22%

+8.37%

Current Drawdown

Current decline from peak

-6.27%

-6.20%

-0.07%

Average Drawdown

Average peak-to-trough decline

-10.92%

-8.10%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.28%

-0.75%

Volatility

GRISX vs. GMXAX - Volatility Comparison

The current volatility for Nationwide S&P 500 Index Fund (GRISX) is 5.34%, while Nationwide Mid Cap Market Index Fund (GMXAX) has a volatility of 6.50%. This indicates that GRISX experiences smaller price fluctuations and is considered to be less risky than GMXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRISXGMXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

6.50%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

11.81%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

20.96%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

19.70%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

21.28%

-3.22%