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MPGFX vs. NWAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPGFX vs. NWAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mairs & Power Growth Fund (MPGFX) and Nationwide GQG US Quality Equity Fund (NWAUX). The values are adjusted to include any dividend payments, if applicable.

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MPGFX vs. NWAUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MPGFX
Mairs & Power Growth Fund
-3.78%10.55%19.61%27.70%-21.28%23.57%
NWAUX
Nationwide GQG US Quality Equity Fund
9.49%-4.92%27.90%18.30%-3.23%22.65%

Returns By Period

In the year-to-date period, MPGFX achieves a -3.78% return, which is significantly lower than NWAUX's 9.49% return.


MPGFX

1D
3.19%
1M
-5.82%
YTD
-3.78%
6M
-3.77%
1Y
11.34%
3Y*
14.84%
5Y*
8.75%
10Y*
11.50%

NWAUX

1D
-0.20%
1M
-1.80%
YTD
9.49%
6M
7.91%
1Y
4.79%
3Y*
17.34%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPGFX vs. NWAUX - Expense Ratio Comparison

MPGFX has a 0.61% expense ratio, which is lower than NWAUX's 0.74% expense ratio.


Return for Risk

MPGFX vs. NWAUX — Risk / Return Rank

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

MPGFX
MPGFX Risk / Return Rank: 3131
Overall Rank
MPGFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MPGFX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MPGFX Omega Ratio Rank: 2525
Omega Ratio Rank
MPGFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MPGFX Martin Ratio Rank: 3838
Martin Ratio Rank

NWAUX
NWAUX Risk / Return Rank: 1313
Overall Rank
NWAUX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1111
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1010
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 1919
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1313
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.

MPGFX vs. NWAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Growth Fund (MPGFX) 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.


MPGFXNWAUXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.38

+0.27

Sortino ratio

Return per unit of downside risk

1.05

0.59

+0.46

Omega ratio

Gain probability vs. loss probability

1.15

1.08

+0.07

Calmar ratio

Return relative to maximum drawdown

1.07

0.66

+0.42

Martin ratio

Return relative to average drawdown

4.17

1.53

+2.65

MPGFX vs. NWAUX - Sharpe Ratio Comparison

The current MPGFX Sharpe Ratio is 0.65, which is higher than the NWAUX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of MPGFX 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


MPGFXNWAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.38

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.78

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.82

-0.51

Correlation

The correlation between MPGFX 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

MPGFX vs. NWAUX - Dividend Comparison

MPGFX's dividend yield for the trailing twelve months is around 4.66%, which matches NWAUX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
MPGFX
Mairs & Power Growth Fund
4.66%4.48%3.84%2.34%8.80%8.13%8.81%7.39%8.76%9.47%5.84%7.92%
NWAUX
Nationwide GQG US Quality Equity Fund
4.70%4.35%13.58%0.40%1.93%0.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MPGFX vs. NWAUX - Drawdown Comparison

The maximum MPGFX drawdown since its inception was -61.00%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for MPGFX and NWAUX.


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Drawdown Indicators


MPGFXNWAUXDifference

Max Drawdown

Largest peak-to-trough decline

-61.00%

-21.07%

-39.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-8.57%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-21.07%

-4.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.08%

Current Drawdown

Current decline from peak

-6.65%

-7.22%

+0.57%

Average Drawdown

Average peak-to-trough decline

-14.75%

-6.85%

-7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.83%

-0.95%

Volatility

MPGFX vs. NWAUX - Volatility Comparison

Mairs & Power Growth Fund (MPGFX) has a higher volatility of 5.80% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that MPGFX'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


MPGFXNWAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

2.74%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

7.29%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

12.55%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

16.10%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

16.04%

+2.03%