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MUIFX vs. GMRAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUIFX vs. GMRAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, MUIFX achieves a 5.46% return, which is significantly lower than GMRAX's 19.02% return. Over the past 10 years, MUIFX has outperformed GMRAX with an annualized return of 13.47%, while GMRAX has yielded a comparatively lower 10.20% annualized return.


MUIFX

1D
1.92%
1M
-0.78%
6M
4.00%
YTD
5.46%
1Y
13.91%
3Y*
15.72%
5Y*
9.90%
10Y*
13.47%
ALL TIME*
9.24%

GMRAX

1D
1.33%
1M
-1.68%
6M
13.03%
YTD
19.02%
1Y
36.97%
3Y*
14.45%
5Y*
6.58%
10Y*
10.20%
ALL TIME*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MUIFX vs. GMRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUIFX
Nationwide Fund
5.46%14.21%21.61%25.72%-19.09%25.37%22.59%30.95%-6.06%19.79%
GMRAX
Nationwide Small Cap Index Fund
19.02%12.26%9.12%17.56%-20.82%14.27%19.59%24.87%-10.71%14.21%

Correlation

The correlation between MUIFX and GMRAX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2000

0.84

The correlation between MUIFX and GMRAX shifts across timeframes, from 0.73 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MUIFX vs. GMRAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

GMRAX
GMRAX Risk / Return Rank: 7676
Overall Rank
GMRAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GMRAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GMRAX Omega Ratio Rank: 6464
Omega Ratio Rank
GMRAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
GMRAX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MUIFX vs. GMRAX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MUIFXGMRAXDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.17

1.29

-0.12

Calmar ratioReturn relative to maximum drawdown

1.16

3.00

-1.84

Martin ratioReturn relative to average drawdown

4.66

10.61

-5.95

MUIFX vs. GMRAX - Sharpe Ratio Comparison

The current MUIFX Sharpe Ratio is 0.93, which is lower than the GMRAX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of MUIFX and GMRAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MUIFX vs. GMRAX - Drawdown Comparison

The maximum MUIFX drawdown since its inception was -58.31%, roughly equal to the maximum GMRAX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for MUIFX and GMRAX.


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Drawdown Indicators


MUIFXGMRAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.31%

-59.36%

+1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-11.06%

+0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-18.71%

-27.67%

+8.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-32.00%

+6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-41.78%

+7.41%

Current Drawdown

Current decline from peak

-2.74%

-2.62%

-0.12%

Average Drawdown

Average peak-to-trough decline

-9.16%

-12.53%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.12%

-0.56%

Volatility

MUIFX vs. GMRAX - Volatility Comparison

Nationwide Fund (MUIFX) and Nationwide Small Cap Index Fund (GMRAX) have volatilities of 3.79% and 3.75%, 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


MUIFXGMRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.75%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

14.14%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

19.44%

-6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

22.60%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

23.52%

-5.21%

MUIFX vs. GMRAX - Expense Ratio Comparison

MUIFX has a 0.65% expense ratio, which is lower than GMRAX's 0.68% expense ratio.


Dividends

MUIFX vs. GMRAX - Dividend Comparison

MUIFX's dividend yield for the trailing twelve months is around 25.00%, more than GMRAX's 2.11% yield.


PositionTTM20252024202320222021202020192018201720162015
GMRAX
Nationwide Small Cap Index Fund
2.11%2.45%4.99%0.52%1.51%6.81%0.56%7.38%46.93%17.82%7.14%12.55%
MUIFX
Nationwide Fund
25.00%26.23%11.10%3.28%4.19%14.53%3.15%2.94%27.39%9.55%4.40%3.85%

Frequently Asked Questions


MUIFX and GMRAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUIFX has higher volatility (3.79%) compared to GMRAX (3.75%). In terms of maximum drawdown, MUIFX dropped -58.31% vs GMRAX's -59.36%.

GMRAX currently has the higher Sharpe Ratio (1.71 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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