NDCAX vs. DGTSX
NDCAX (Nationwide Investor Destinations Conservative Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, NDCAX returned 3.49%/yr vs 5.23%/yr for DGTSX. Their correlation of 0.85 suggests significant overlap in exposure. NDCAX charges 0.51%/yr vs 0.24%/yr for DGTSX.
Performance
NDCAX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, NDCAX achieves a 3.29% return, which is significantly lower than DGTSX's 4.30% return. Over the past 10 years, NDCAX has underperformed DGTSX with an annualized return of 3.49%, while DGTSX has yielded a comparatively higher 5.23% annualized return.
NDCAX
- 1D
- 0.49%
- 1M
- 1.07%
- YTD
- 3.29%
- 6M
- 3.40%
- 1Y
- 9.19%
- 3Y*
- 6.64%
- 5Y*
- 2.48%
- 10Y*
- 3.49%
DGTSX
- 1D
- 0.34%
- 1M
- 0.76%
- YTD
- 4.30%
- 6M
- 4.30%
- 1Y
- 9.92%
- 3Y*
- 8.27%
- 5Y*
- 5.39%
- 10Y*
- 5.23%
NDCAX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDCAX Nationwide Investor Destinations Conservative Fund | 3.29% | 8.40% | 4.15% | 8.61% | -12.52% | 3.71% | 8.22% | 8.79% | -2.16% | 5.05% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.30% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between NDCAX and DGTSX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2003 | 0.85 |
The correlation between NDCAX and DGTSX has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
NDCAX vs. DGTSX — Risk / Return Rank
NDCAX
DGTSX
NDCAX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nationwide Investor Destinations Conservative Fund (NDCAX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
| NDCAX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.57 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.79 | -1.42 |
| Martin ratioReturn relative to average drawdown | 10.51 | 16.65 | -6.14 |
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Drawdowns
NDCAX vs. DGTSX - Drawdown Comparison
The maximum NDCAX drawdown since its inception was -17.56%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for NDCAX and DGTSX.
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Drawdown Indicators
| NDCAX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.56% | -16.71% | -0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -2.64% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -5.28% | -7.46% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -17.56% | -11.26% | -6.30% |
Max Drawdown (10Y)Largest decline over 10 years | -17.56% | -11.26% | -6.30% |
Current DrawdownCurrent decline from peak | -0.10% | -0.14% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -1.93% | -1.64% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 0.60% | +0.28% |
Volatility
NDCAX vs. DGTSX - Volatility Comparison
Nationwide Investor Destinations Conservative Fund (NDCAX) has a higher volatility of 1.79% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.42%. This indicates that NDCAX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDCAX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 1.42% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | 2.98% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.50% | 3.59% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.72% | 5.98% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.98% | 5.24% | -0.26% |
NDCAX vs. DGTSX - Expense Ratio Comparison
NDCAX has a 0.51% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
NDCAX vs. DGTSX - Dividend Comparison
NDCAX's dividend yield for the trailing twelve months is around 3.06%, less than DGTSX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.70% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
NDCAX Nationwide Investor Destinations Conservative Fund | 3.06% | 3.60% | 5.42% | 3.42% | 2.06% | 3.02% | 2.98% | 1.63% | 5.35% | 2.27% | 2.91% | 2.40% |
Frequently Asked Questions
NDCAX and DGTSX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NDCAX has higher volatility (1.79%) compared to DGTSX (1.42%). In terms of maximum drawdown, NDCAX dropped -17.56% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.79 vs 2.05), 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.
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