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NWAUX vs. GBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWAUX vs. GBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide GQG US Quality Equity Fund (NWAUX) and Nationwide Bond Index Fund (GBIAX). The values are adjusted to include any dividend payments, if applicable.

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NWAUX vs. GBIAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NWAUX
Nationwide GQG US Quality Equity Fund
9.49%-4.92%27.90%18.30%-3.23%22.65%
GBIAX
Nationwide Bond Index Fund
-0.40%6.54%0.44%5.03%-14.06%0.82%

Returns By Period

In the year-to-date period, NWAUX achieves a 9.49% return, which is significantly higher than GBIAX's -0.40% return.


NWAUX

1D
-0.20%
1M
-1.80%
YTD
9.49%
6M
7.91%
1Y
4.79%
3Y*
17.34%
5Y*
12.43%
10Y*

GBIAX

1D
0.21%
1M
-1.63%
YTD
-0.40%
6M
0.20%
1Y
3.11%
3Y*
2.83%
5Y*
-0.58%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWAUX vs. GBIAX - Expense Ratio Comparison

NWAUX has a 0.74% expense ratio, which is higher than GBIAX's 0.64% expense ratio.


Return for Risk

NWAUX vs. GBIAX — Risk / Return Rank

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

NWAUX
NWAUX Risk / Return Rank: 1313
Overall Rank
NWAUX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1111
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1010
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 1919
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1313
Martin Ratio Rank

GBIAX
GBIAX Risk / Return Rank: 3030
Overall Rank
GBIAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GBIAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GBIAX Omega Ratio Rank: 1919
Omega Ratio Rank
GBIAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
GBIAX Martin Ratio Rank: 3131
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.

NWAUX vs. GBIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide GQG US Quality Equity Fund (NWAUX) and Nationwide Bond Index Fund (GBIAX). 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.


NWAUXGBIAXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.77

-0.39

Sortino ratio

Return per unit of downside risk

0.59

1.10

-0.51

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.05

Calmar ratio

Return relative to maximum drawdown

0.66

1.40

-0.74

Martin ratio

Return relative to average drawdown

1.53

3.85

-2.33

NWAUX vs. GBIAX - Sharpe Ratio Comparison

The current NWAUX Sharpe Ratio is 0.38, which is lower than the GBIAX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of NWAUX and GBIAX, 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


NWAUXGBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.77

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

-0.10

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.73

+0.09

Correlation

The correlation between NWAUX and GBIAX is 0.11, 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

NWAUX vs. GBIAX - Dividend Comparison

NWAUX's dividend yield for the trailing twelve months is around 4.70%, more than GBIAX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
NWAUX
Nationwide GQG US Quality Equity Fund
4.70%4.35%13.58%0.40%1.93%0.60%0.00%0.00%0.00%0.00%0.00%0.00%
GBIAX
Nationwide Bond Index Fund
2.97%3.18%3.07%2.57%1.59%3.02%1.79%2.27%2.29%1.93%2.15%2.43%

Drawdowns

NWAUX vs. GBIAX - Drawdown Comparison

The maximum NWAUX drawdown since its inception was -21.07%, roughly equal to the maximum GBIAX drawdown of -20.26%. Use the drawdown chart below to compare losses from any high point for NWAUX and GBIAX.


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Drawdown Indicators


NWAUXGBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.07%

-20.26%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-2.73%

-5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-19.07%

-2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-20.26%

Current Drawdown

Current decline from peak

-7.22%

-6.78%

-0.44%

Average Drawdown

Average peak-to-trough decline

-6.85%

-3.02%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

0.99%

+2.84%

Volatility

NWAUX vs. GBIAX - Volatility Comparison

Nationwide GQG US Quality Equity Fund (NWAUX) has a higher volatility of 2.74% compared to Nationwide Bond Index Fund (GBIAX) at 1.54%. This indicates that NWAUX's price experiences larger fluctuations and is considered to be riskier than GBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWAUXGBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

1.54%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

2.62%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

4.36%

+8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

5.98%

+10.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

4.94%

+11.10%