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MUIGX vs. NWXHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUIGX vs. NWXHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide BNY Mellon Dynamic U.S. Core Fund (MUIGX) and Nationwide Amundi Strategic Income Fund (NWXHX). The values are adjusted to include any dividend payments, if applicable.

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MUIGX vs. NWXHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUIGX
Nationwide BNY Mellon Dynamic U.S. Core Fund
-4.63%17.35%22.33%24.28%-21.86%30.48%19.17%47.45%-0.65%27.24%
NWXHX
Nationwide Amundi Strategic Income Fund
0.76%7.36%9.76%9.39%3.56%4.86%3.48%10.18%-0.11%11.16%

Returns By Period

In the year-to-date period, MUIGX achieves a -4.63% return, which is significantly lower than NWXHX's 0.76% return. Over the past 10 years, MUIGX has outperformed NWXHX with an annualized return of 14.88%, while NWXHX has yielded a comparatively lower 6.99% annualized return.


MUIGX

1D
2.81%
1M
-5.26%
YTD
-4.63%
6M
-2.89%
1Y
16.24%
3Y*
16.77%
5Y*
10.28%
10Y*
14.88%

NWXHX

1D
0.00%
1M
-0.21%
YTD
0.76%
6M
2.00%
1Y
6.79%
3Y*
8.51%
5Y*
6.51%
10Y*
6.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUIGX vs. NWXHX - Expense Ratio Comparison

MUIGX has a 0.50% expense ratio, which is lower than NWXHX's 0.61% expense ratio.


Return for Risk

MUIGX vs. NWXHX — Risk / Return Rank

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

MUIGX
MUIGX Risk / Return Rank: 4949
Overall Rank
MUIGX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MUIGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
MUIGX Omega Ratio Rank: 4545
Omega Ratio Rank
MUIGX Calmar Ratio Rank: 5252
Calmar Ratio Rank
MUIGX Martin Ratio Rank: 6161
Martin Ratio Rank

NWXHX
NWXHX Risk / Return Rank: 9999
Overall Rank
NWXHX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
NWXHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
NWXHX Omega Ratio Rank: 9999
Omega Ratio Rank
NWXHX Calmar Ratio Rank: 9898
Calmar Ratio Rank
NWXHX Martin Ratio Rank: 9999
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.

MUIGX vs. NWXHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide BNY Mellon Dynamic U.S. Core Fund (MUIGX) and Nationwide Amundi Strategic Income Fund (NWXHX). 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.


MUIGXNWXHXDifference

Sharpe ratio

Return per unit of total volatility

0.96

4.08

-3.12

Sortino ratio

Return per unit of downside risk

1.48

5.70

-4.23

Omega ratio

Gain probability vs. loss probability

1.22

2.29

-1.07

Calmar ratio

Return relative to maximum drawdown

1.52

4.69

-3.17

Martin ratio

Return relative to average drawdown

6.94

27.35

-20.41

MUIGX vs. NWXHX - Sharpe Ratio Comparison

The current MUIGX Sharpe Ratio is 0.96, which is lower than the NWXHX Sharpe Ratio of 4.08. The chart below compares the historical Sharpe Ratios of MUIGX and NWXHX, 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


MUIGXNWXHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

4.08

-3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

1.77

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

1.58

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.58

-1.14

Correlation

The correlation between MUIGX and NWXHX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MUIGX vs. NWXHX - Dividend Comparison

MUIGX's dividend yield for the trailing twelve months is around 5.18%, more than NWXHX's 5.09% yield.


TTM20252024202320222021202020192018201720162015
MUIGX
Nationwide BNY Mellon Dynamic U.S. Core Fund
5.18%4.96%4.60%1.41%1.15%7.64%2.77%14.46%48.57%10.32%5.60%4.96%
NWXHX
Nationwide Amundi Strategic Income Fund
5.09%5.19%5.09%4.57%16.34%4.20%4.92%3.94%4.59%8.67%7.55%0.00%

Drawdowns

MUIGX vs. NWXHX - Drawdown Comparison

The maximum MUIGX drawdown since its inception was -68.10%, which is greater than NWXHX's maximum drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for MUIGX and NWXHX.


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Drawdown Indicators


MUIGXNWXHXDifference

Max Drawdown

Largest peak-to-trough decline

-68.10%

-22.96%

-45.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-1.30%

-10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.33%

-5.52%

-21.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

-22.96%

-9.74%

Current Drawdown

Current decline from peak

-6.39%

-0.41%

-5.98%

Average Drawdown

Average peak-to-trough decline

-16.94%

-1.06%

-15.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

0.24%

+2.27%

Volatility

MUIGX vs. NWXHX - Volatility Comparison

Nationwide BNY Mellon Dynamic U.S. Core Fund (MUIGX) has a higher volatility of 5.25% compared to Nationwide Amundi Strategic Income Fund (NWXHX) at 0.40%. This indicates that MUIGX's price experiences larger fluctuations and is considered to be riskier than NWXHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUIGXNWXHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

0.40%

+4.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

0.76%

+8.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.65%

1.62%

+16.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

3.70%

+13.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.47%

4.43%

+14.04%