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NDMAX vs. RHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NDMAX and RHI is 0.55, 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.


-0.50.00.51.00.5

Performance

NDMAX vs. RHI - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.31%
11.29%
NDMAX
RHI

Key characteristics

Sharpe Ratio

NDMAX:

1.25

RHI:

-0.59

Sortino Ratio

NDMAX:

1.74

RHI:

-0.72

Omega Ratio

NDMAX:

1.23

RHI:

0.91

Calmar Ratio

NDMAX:

1.89

RHI:

-0.30

Martin Ratio

NDMAX:

7.37

RHI:

-0.74

Ulcer Index

NDMAX:

1.70%

RHI:

19.83%

Daily Std Dev

NDMAX:

10.03%

RHI:

25.10%

Max Drawdown

NDMAX:

-48.13%

RHI:

-68.80%

Current Drawdown

NDMAX:

-4.20%

RHI:

-38.30%

Returns By Period

In the year-to-date period, NDMAX achieves a 12.02% return, which is significantly higher than RHI's -16.45% return. Over the past 10 years, NDMAX has outperformed RHI with an annualized return of 7.11%, while RHI has yielded a comparatively lower 4.10% annualized return.


NDMAX

YTD

12.02%

1M

-1.50%

6M

4.31%

1Y

13.76%

5Y*

7.13%

10Y*

7.11%

RHI

YTD

-16.45%

1M

0.64%

6M

13.67%

1Y

-14.72%

5Y*

5.21%

10Y*

4.10%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NDMAX vs. RHI - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for NDMAX, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.001.38-0.59
The chart of Sortino ratio for NDMAX, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.92-0.72
The chart of Omega ratio for NDMAX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.260.91
The chart of Calmar ratio for NDMAX, currently valued at 2.08, compared to the broader market0.002.004.006.008.0010.0012.0014.002.08-0.30
The chart of Martin ratio for NDMAX, currently valued at 8.02, compared to the broader market0.0020.0040.0060.008.02-0.74
NDMAX
RHI

The current NDMAX Sharpe Ratio is 1.25, which is higher than the RHI Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of NDMAX and RHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.38
-0.59
NDMAX
RHI

Dividends

NDMAX vs. RHI - Dividend Comparison

NDMAX's dividend yield for the trailing twelve months is around 1.88%, less than RHI's 2.97% yield.


TTM20232022202120202019201820172016201520142013
NDMAX
Nationwide Investor Destinations Moderately Aggressive Fund
1.88%2.06%1.23%3.70%5.68%4.41%2.85%2.56%2.13%1.65%7.05%1.70%
RHI
Robert Half International Inc.
2.97%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%1.52%

Drawdowns

NDMAX vs. RHI - Drawdown Comparison

The maximum NDMAX drawdown since its inception was -48.13%, smaller than the maximum RHI drawdown of -68.80%. Use the drawdown chart below to compare losses from any high point for NDMAX and RHI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.20%
-38.30%
NDMAX
RHI

Volatility

NDMAX vs. RHI - Volatility Comparison

The current volatility for Nationwide Investor Destinations Moderately Aggressive Fund (NDMAX) is 3.04%, while Robert Half International Inc. (RHI) has a volatility of 6.32%. This indicates that NDMAX experiences smaller price fluctuations and is considered to be less risky than RHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.04%
6.32%
NDMAX
RHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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