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ISFIX vs. NWAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISFIX vs. NWAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY Columbia Contrarian Core Portfolio (ISFIX) and Nationwide GQG US Quality Equity Fund (NWAUX). The values are adjusted to include any dividend payments, if applicable.

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ISFIX vs. NWAUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISFIX
VY Columbia Contrarian Core Portfolio
-8.41%17.39%23.33%31.94%-18.25%18.20%
NWAUX
Nationwide GQG US Quality Equity Fund
9.70%-4.92%27.90%18.30%-3.23%22.65%

Returns By Period

In the year-to-date period, ISFIX achieves a -8.41% return, which is significantly lower than NWAUX's 9.70% return.


ISFIX

1D
-0.23%
1M
-7.36%
YTD
-8.41%
6M
-6.03%
1Y
12.85%
3Y*
17.17%
5Y*
10.68%
10Y*
17.37%

NWAUX

1D
0.74%
1M
-1.92%
YTD
9.70%
6M
7.83%
1Y
4.93%
3Y*
17.42%
5Y*
12.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISFIX vs. NWAUX - Expense Ratio Comparison

ISFIX has a 0.73% expense ratio, which is lower than NWAUX's 0.74% expense ratio.


Return for Risk

ISFIX vs. NWAUX — Risk / Return Rank

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

ISFIX
ISFIX Risk / Return Rank: 1919
Overall Rank
ISFIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ISFIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
ISFIX Omega Ratio Rank: 2828
Omega Ratio Rank
ISFIX Calmar Ratio Rank: 88
Calmar Ratio Rank
ISFIX Martin Ratio Rank: 88
Martin Ratio Rank

NWAUX
NWAUX Risk / Return Rank: 1717
Overall Rank
NWAUX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1616
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 2020
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1414
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.

ISFIX vs. NWAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY Columbia Contrarian Core Portfolio (ISFIX) and Nationwide GQG US Quality Equity Fund (NWAUX). 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.


ISFIXNWAUXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.49

+0.13

Sortino ratio

Return per unit of downside risk

1.05

0.73

+0.32

Omega ratio

Gain probability vs. loss probability

1.15

1.10

+0.05

Calmar ratio

Return relative to maximum drawdown

0.10

0.58

-0.49

Martin ratio

Return relative to average drawdown

0.35

1.36

-1.01

ISFIX vs. NWAUX - Sharpe Ratio Comparison

The current ISFIX Sharpe Ratio is 0.62, which is comparable to the NWAUX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of ISFIX and NWAUX, 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


ISFIXNWAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.49

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.79

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.83

-0.34

Correlation

The correlation between ISFIX and NWAUX is 0.67, 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

ISFIX vs. NWAUX - Dividend Comparison

ISFIX's dividend yield for the trailing twelve months is around 8.74%, more than NWAUX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
ISFIX
VY Columbia Contrarian Core Portfolio
8.74%8.00%2.11%43.85%20.76%11.30%2.65%77.40%13.78%6.74%13.24%13.56%
NWAUX
Nationwide GQG US Quality Equity Fund
4.69%4.35%13.58%0.40%1.93%0.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISFIX vs. NWAUX - Drawdown Comparison

The maximum ISFIX drawdown since its inception was -57.61%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for ISFIX and NWAUX.


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Drawdown Indicators


ISFIXNWAUXDifference

Max Drawdown

Largest peak-to-trough decline

-57.61%

-21.07%

-36.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-8.87%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.00%

-21.07%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-10.06%

-7.03%

-3.03%

Average Drawdown

Average peak-to-trough decline

-8.18%

-6.85%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

3.83%

+1.71%

Volatility

ISFIX vs. NWAUX - Volatility Comparison

VY Columbia Contrarian Core Portfolio (ISFIX) has a higher volatility of 4.27% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that ISFIX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISFIXNWAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

2.74%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

7.29%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

12.58%

+7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

16.10%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

16.05%

+6.87%