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NDMAX vs. GIIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NDMAX vs. GIIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Investor Destinations Moderately Aggressive Fund (NDMAX) and Nationwide International Index Fund (GIIAX). The values are adjusted to include any dividend payments, if applicable.

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NDMAX vs. GIIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NDMAX
Nationwide Investor Destinations Moderately Aggressive Fund
-2.76%15.92%12.14%18.16%-17.78%14.69%12.86%19.67%-8.68%15.70%
GIIAX
Nationwide International Index Fund
-2.12%31.11%3.05%16.88%-14.43%10.67%7.26%21.56%-14.10%24.81%

Returns By Period

In the year-to-date period, NDMAX achieves a -2.76% return, which is significantly lower than GIIAX's -2.12% return. Both investments have delivered pretty close results over the past 10 years, with NDMAX having a 7.98% annualized return and GIIAX not far behind at 7.92%.


NDMAX

1D
0.00%
1M
-7.29%
YTD
-2.76%
6M
0.17%
1Y
14.10%
3Y*
12.27%
5Y*
6.22%
10Y*
7.98%

GIIAX

1D
0.20%
1M
-10.95%
YTD
-2.12%
6M
2.18%
1Y
18.96%
3Y*
12.58%
5Y*
7.21%
10Y*
7.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NDMAX vs. GIIAX - Expense Ratio Comparison

NDMAX has a 0.52% expense ratio, which is lower than GIIAX's 0.71% expense ratio.


Return for Risk

NDMAX vs. GIIAX — Risk / Return Rank

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

NDMAX
NDMAX Risk / Return Rank: 6262
Overall Rank
NDMAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
NDMAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
NDMAX Omega Ratio Rank: 6161
Omega Ratio Rank
NDMAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
NDMAX Martin Ratio Rank: 6464
Martin Ratio Rank

GIIAX
GIIAX Risk / Return Rank: 6060
Overall Rank
GIIAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GIIAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GIIAX Omega Ratio Rank: 5656
Omega Ratio Rank
GIIAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GIIAX Martin Ratio Rank: 5858
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.

NDMAX vs. GIIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Investor Destinations Moderately Aggressive Fund (NDMAX) and Nationwide International Index Fund (GIIAX). 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.


NDMAXGIIAXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.15

-0.02

Sortino ratio

Return per unit of downside risk

1.63

1.52

+0.10

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.39

1.49

-0.10

Martin ratio

Return relative to average drawdown

6.14

5.62

+0.51

NDMAX vs. GIIAX - Sharpe Ratio Comparison

The current NDMAX Sharpe Ratio is 1.12, which is comparable to the GIIAX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of NDMAX and GIIAX, 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


NDMAXGIIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.15

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.47

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.49

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.20

+0.16

Correlation

The correlation between NDMAX and GIIAX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NDMAX vs. GIIAX - Dividend Comparison

NDMAX's dividend yield for the trailing twelve months is around 9.59%, more than GIIAX's 7.30% yield.


TTM20252024202320222021202020192018201720162015
NDMAX
Nationwide Investor Destinations Moderately Aggressive Fund
9.59%9.28%16.19%6.30%3.88%5.83%5.68%8.26%14.63%10.61%8.26%7.82%
GIIAX
Nationwide International Index Fund
7.30%7.14%3.84%2.99%1.90%3.69%1.58%4.20%6.17%6.21%2.87%3.36%

Drawdowns

NDMAX vs. GIIAX - Drawdown Comparison

The maximum NDMAX drawdown since its inception was -47.85%, smaller than the maximum GIIAX drawdown of -61.28%. Use the drawdown chart below to compare losses from any high point for NDMAX and GIIAX.


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Drawdown Indicators


NDMAXGIIAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.85%

-61.28%

+13.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-11.21%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-27.51%

-29.61%

+2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

-34.23%

+1.23%

Current Drawdown

Current decline from peak

-7.75%

-10.95%

+3.20%

Average Drawdown

Average peak-to-trough decline

-8.23%

-16.15%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.97%

-0.84%

Volatility

NDMAX vs. GIIAX - Volatility Comparison

The current volatility for Nationwide Investor Destinations Moderately Aggressive Fund (NDMAX) is 4.44%, while Nationwide International Index Fund (GIIAX) has a volatility of 6.67%. This indicates that NDMAX experiences smaller price fluctuations and is considered to be less risky than GIIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDMAXGIIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

6.67%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

10.13%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

15.53%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

15.45%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.43%

16.27%

-1.84%