PortfoliosLab logoPortfoliosLab logo
NWAUX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWAUX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide GQG US Quality Equity Fund (NWAUX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NWAUX vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NWAUX
Nationwide GQG US Quality Equity Fund
9.70%-4.92%27.90%18.30%-3.23%22.65%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%24.39%

Returns By Period

In the year-to-date period, NWAUX achieves a 9.70% return, which is significantly higher than VOO's -4.42% return.


NWAUX

1D
0.74%
1M
-1.92%
YTD
9.70%
6M
7.83%
1Y
4.93%
3Y*
17.42%
5Y*
12.67%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


NWAUX vs. VOO - Expense Ratio Comparison

NWAUX has a 0.74% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

NWAUX vs. VOO — Risk / Return Rank

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

NWAUX
NWAUX Risk / Return Rank: 1717
Overall Rank
NWAUX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1616
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 2020
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1414
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide GQG US Quality Equity Fund (NWAUX) and Vanguard S&P 500 ETF (VOO). 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.


NWAUXVOODifference

Sharpe ratio

Return per unit of total volatility

0.49

0.98

-0.50

Sortino ratio

Return per unit of downside risk

0.73

1.50

-0.77

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.58

1.53

-0.95

Martin ratio

Return relative to average drawdown

1.36

7.29

-5.93

NWAUX vs. VOO - Sharpe Ratio Comparison

The current NWAUX Sharpe Ratio is 0.49, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NWAUX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NWAUXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.98

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.70

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.83

0.00

Correlation

The correlation between NWAUX and VOO is 0.71, 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

NWAUX vs. VOO - Dividend Comparison

NWAUX's dividend yield for the trailing twelve months is around 4.69%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
NWAUX
Nationwide GQG US Quality Equity Fund
4.69%4.35%13.58%0.40%1.93%0.60%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

NWAUX vs. VOO - Drawdown Comparison

The maximum NWAUX drawdown since its inception was -21.07%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NWAUX and VOO.


Loading graphics...

Drawdown Indicators


NWAUXVOODifference

Max Drawdown

Largest peak-to-trough decline

-21.07%

-33.99%

+12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-11.98%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-24.52%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-7.03%

-6.29%

-0.74%

Average Drawdown

Average peak-to-trough decline

-6.85%

-3.72%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.52%

+1.31%

Volatility

NWAUX vs. VOO - Volatility Comparison

The current volatility for Nationwide GQG US Quality Equity Fund (NWAUX) is 2.74%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that NWAUX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NWAUXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

5.29%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

9.44%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

18.10%

-5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

16.82%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

17.99%

-1.94%