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NWCIX vs. NWXEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NWCIX vs. NWXEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide BNY Mellon Core Plus Bond ESG Fund (NWCIX) and Nationwide Strategic Income A (NWXEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NWCIX achieves a 0.83% return, which is significantly lower than NWXEX's 2.33% return. Over the past 10 years, NWCIX has underperformed NWXEX with an annualized return of 2.19%, while NWXEX has yielded a comparatively higher 6.53% annualized return.


NWCIX

1D
0.33%
1M
0.84%
YTD
0.83%
6M
0.94%
1Y
5.20%
3Y*
4.86%
5Y*
0.32%
10Y*
2.19%

NWXEX

1D
0.10%
1M
0.45%
YTD
2.33%
6M
2.43%
1Y
6.47%
3Y*
8.11%
5Y*
6.31%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWCIX vs. NWXEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWCIX
Nationwide BNY Mellon Core Plus Bond ESG Fund
0.83%9.64%-0.35%6.92%-13.87%-0.44%8.64%9.77%-0.98%3.93%
NWXEX
Nationwide Strategic Income A
2.33%6.97%9.36%9.00%3.50%4.64%3.24%9.84%-0.39%10.86%

Correlation

The correlation between NWCIX and NWXEX is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2015

0.03

The correlation between NWCIX and NWXEX shifts across timeframes, from -0.10 (1 year) to 0.23 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

NWCIX vs. NWXEX — Risk / Return Rank

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

NWCIX
NWCIX Risk / Return Rank: 3131
Overall Rank
NWCIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NWCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
NWCIX Omega Ratio Rank: 3131
Omega Ratio Rank
NWCIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
NWCIX Martin Ratio Rank: 2525
Martin Ratio Rank

NWXEX
NWXEX Risk / Return Rank: 9999
Overall Rank
NWXEX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
NWXEX Sortino Ratio Rank: 9999
Sortino Ratio Rank
NWXEX Omega Ratio Rank: 9999
Omega Ratio Rank
NWXEX Calmar Ratio Rank: 9999
Calmar Ratio Rank
NWXEX Martin Ratio Rank: 9999
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.

NWCIX vs. NWXEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide BNY Mellon Core Plus Bond ESG Fund (NWCIX) and Nationwide Strategic Income A (NWXEX). 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.


NWCIXNWXEXDifference
Sharpe ratioReturn per unit of total volatility

-3.84

Sortino ratioReturn per unit of downside risk

-6.98

Omega ratioGain probability vs. loss probability

1.27

2.68

-1.41

Calmar ratioReturn relative to maximum drawdown

1.99

15.06

-13.07

Martin ratioReturn relative to average drawdown

5.70

60.83

-55.14

NWCIX vs. NWXEX - Sharpe Ratio Comparison

The current NWCIX Sharpe Ratio is 1.51, which is lower than the NWXEX Sharpe Ratio of 5.34. The chart below compares the historical Sharpe Ratios of NWCIX and NWXEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NWCIX vs. NWXEX - Drawdown Comparison

The maximum NWCIX drawdown since its inception was -18.98%, smaller than the maximum NWXEX drawdown of -22.97%. Use the drawdown chart below to compare losses from any high point for NWCIX and NWXEX.


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Drawdown Indicators


NWCIXNWXEXDifference

Max Drawdown

Largest peak-to-trough decline

-18.98%

-22.97%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-0.43%

-2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-1.89%

-5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-5.60%

-13.38%

Max Drawdown (10Y)

Largest decline over 10 years

-18.98%

-22.97%

+3.99%

Current Drawdown

Current decline from peak

-1.00%

-0.04%

-0.96%

Average Drawdown

Average peak-to-trough decline

-3.38%

-1.09%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.11%

+0.83%

Volatility

NWCIX vs. NWXEX - Volatility Comparison

Nationwide BNY Mellon Core Plus Bond ESG Fund (NWCIX) has a higher volatility of 1.11% compared to Nationwide Strategic Income A (NWXEX) at 0.38%. This indicates that NWCIX's price experiences larger fluctuations and is considered to be riskier than NWXEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWCIXNWXEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.38%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

0.93%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

1.22%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

3.66%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

4.41%

+0.44%

NWCIX vs. NWXEX - Expense Ratio Comparison

NWCIX has a 0.46% expense ratio, which is lower than NWXEX's 0.99% expense ratio.


Dividends

NWCIX vs. NWXEX - Dividend Comparison

NWCIX's dividend yield for the trailing twelve months is around 5.17%, more than NWXEX's 4.89% yield.


PositionTTM20252024202320222021202020192018201720162015
NWCIX
Nationwide BNY Mellon Core Plus Bond ESG Fund
5.17%3.20%4.29%3.57%2.39%2.98%4.49%3.11%3.45%3.16%3.47%3.14%
NWXEX
Nationwide Strategic Income A
4.89%4.93%4.73%4.33%16.14%3.99%4.70%3.63%4.30%8.40%7.21%0.43%

Frequently Asked Questions


NWCIX and NWXEX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NWCIX has higher volatility (1.11%) compared to NWXEX (0.38%). In terms of maximum drawdown, NWCIX dropped -18.98% vs NWXEX's -22.97%.

NWXEX currently has the higher Sharpe Ratio (5.34 vs 1.51), 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.

Portfolio Optimizer

Find the right allocation for NWCIX and NWXEX

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