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NWGSX vs. GBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWGSX vs. GBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide WCM Focused Small Cap Fund (NWGSX) and Nationwide Bond Index Fund (GBIAX). The values are adjusted to include any dividend payments, if applicable.

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NWGSX vs. GBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWGSX
Nationwide WCM Focused Small Cap Fund
-11.14%-5.72%3.23%26.14%-14.72%19.18%1.19%28.90%-8.64%13.95%
GBIAX
Nationwide Bond Index Fund
-0.61%6.54%0.44%5.03%-14.06%-2.38%6.60%8.08%-0.74%2.89%

Returns By Period

In the year-to-date period, NWGSX achieves a -11.14% return, which is significantly lower than GBIAX's -0.61% return. Over the past 10 years, NWGSX has outperformed GBIAX with an annualized return of 6.51%, while GBIAX has yielded a comparatively lower 0.89% annualized return.


NWGSX

1D
-2.14%
1M
-11.98%
YTD
-11.14%
6M
-11.14%
1Y
-6.87%
3Y*
0.09%
5Y*
-0.08%
10Y*
6.51%

GBIAX

1D
0.42%
1M
-2.33%
YTD
-0.61%
6M
0.20%
1Y
3.11%
3Y*
2.76%
5Y*
-0.55%
10Y*
0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWGSX vs. GBIAX - Expense Ratio Comparison

NWGSX has a 0.89% expense ratio, which is higher than GBIAX's 0.64% expense ratio.


Return for Risk

NWGSX vs. GBIAX — Risk / Return Rank

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

NWGSX
NWGSX Risk / Return Rank: 22
Overall Rank
NWGSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NWGSX Sortino Ratio Rank: 22
Sortino Ratio Rank
NWGSX Omega Ratio Rank: 33
Omega Ratio Rank
NWGSX Calmar Ratio Rank: 22
Calmar Ratio Rank
NWGSX Martin Ratio Rank: 11
Martin Ratio Rank

GBIAX
GBIAX Risk / Return Rank: 4242
Overall Rank
GBIAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GBIAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GBIAX Omega Ratio Rank: 2626
Omega Ratio Rank
GBIAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
GBIAX Martin Ratio Rank: 4242
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.

NWGSX vs. GBIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide WCM Focused Small Cap Fund (NWGSX) 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.


NWGSXGBIAXDifference

Sharpe ratio

Return per unit of total volatility

-0.29

0.83

-1.12

Sortino ratio

Return per unit of downside risk

-0.29

1.19

-1.47

Omega ratio

Gain probability vs. loss probability

0.97

1.15

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.50

1.56

-2.06

Martin ratio

Return relative to average drawdown

-1.57

4.33

-5.90

NWGSX vs. GBIAX - Sharpe Ratio Comparison

The current NWGSX Sharpe Ratio is -0.29, which is lower than the GBIAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of NWGSX 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


NWGSXGBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

0.83

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.09

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.18

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.73

-0.43

Correlation

The correlation between NWGSX and GBIAX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NWGSX vs. GBIAX - Dividend Comparison

NWGSX's dividend yield for the trailing twelve months is around 28.89%, more than GBIAX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
NWGSX
Nationwide WCM Focused Small Cap Fund
28.89%25.67%4.86%3.16%2.09%2.19%0.00%4.35%64.46%8.48%0.13%3.32%
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

NWGSX vs. GBIAX - Drawdown Comparison

The maximum NWGSX drawdown since its inception was -46.36%, which is greater than GBIAX's maximum drawdown of -20.26%. Use the drawdown chart below to compare losses from any high point for NWGSX and GBIAX.


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Drawdown Indicators


NWGSXGBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.36%

-20.26%

-26.10%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-2.73%

-13.58%

Max Drawdown (5Y)

Largest decline over 5 years

-26.66%

-19.07%

-7.59%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

-20.26%

-26.10%

Current Drawdown

Current decline from peak

-23.83%

-6.97%

-16.86%

Average Drawdown

Average peak-to-trough decline

-7.31%

-3.02%

-4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

0.98%

+4.23%

Volatility

NWGSX vs. GBIAX - Volatility Comparison

Nationwide WCM Focused Small Cap Fund (NWGSX) has a higher volatility of 6.44% compared to Nationwide Bond Index Fund (GBIAX) at 1.57%. This indicates that NWGSX'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


NWGSXGBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

1.57%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

2.63%

+10.97%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

4.37%

+17.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

5.98%

+14.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.07%

4.94%

+17.13%