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NWHFX vs. GMRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWHFX vs. GMRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Bailard Cognitive Value Fund (NWHFX) and Nationwide Small Cap Index Fund (GMRAX). The values are adjusted to include any dividend payments, if applicable.

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NWHFX vs. GMRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWHFX
Nationwide Bailard Cognitive Value Fund
5.84%9.95%10.23%15.78%-12.91%36.15%8.82%21.18%-16.17%4.04%
GMRAX
Nationwide Small Cap Index Fund
0.74%12.26%9.12%17.56%-20.82%14.27%19.59%24.87%-10.71%14.21%

Returns By Period

In the year-to-date period, NWHFX achieves a 5.84% return, which is significantly higher than GMRAX's 0.74% return. Both investments have delivered pretty close results over the past 10 years, with NWHFX having a 9.78% annualized return and GMRAX not far behind at 9.36%.


NWHFX

1D
2.17%
1M
-4.45%
YTD
5.84%
6M
9.24%
1Y
24.85%
3Y*
15.07%
5Y*
7.36%
10Y*
9.78%

GMRAX

1D
3.44%
1M
-5.92%
YTD
0.74%
6M
2.63%
1Y
25.17%
3Y*
12.23%
5Y*
2.84%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWHFX vs. GMRAX - Expense Ratio Comparison

NWHFX has a 1.00% expense ratio, which is higher than GMRAX's 0.68% expense ratio.


Return for Risk

NWHFX vs. GMRAX — Risk / Return Rank

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

NWHFX
NWHFX Risk / Return Rank: 6565
Overall Rank
NWHFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
NWHFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
NWHFX Omega Ratio Rank: 5555
Omega Ratio Rank
NWHFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
NWHFX Martin Ratio Rank: 7070
Martin Ratio Rank

GMRAX
GMRAX Risk / Return Rank: 5757
Overall Rank
GMRAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GMRAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
GMRAX Omega Ratio Rank: 4444
Omega Ratio Rank
GMRAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GMRAX Martin Ratio Rank: 6363
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.

NWHFX vs. GMRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Bailard Cognitive Value Fund (NWHFX) and Nationwide Small Cap Index Fund (GMRAX). 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.


NWHFXGMRAXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.08

+0.16

Sortino ratio

Return per unit of downside risk

1.83

1.63

+0.20

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.93

1.76

+0.17

Martin ratio

Return relative to average drawdown

7.64

6.58

+1.07

NWHFX vs. GMRAX - Sharpe Ratio Comparison

The current NWHFX Sharpe Ratio is 1.24, which is comparable to the GMRAX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of NWHFX and GMRAX, 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


NWHFXGMRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.08

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.13

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.40

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.29

+0.12

Correlation

The correlation between NWHFX and GMRAX is 0.94, 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

NWHFX vs. GMRAX - Dividend Comparison

NWHFX's dividend yield for the trailing twelve months is around 10.94%, more than GMRAX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
NWHFX
Nationwide Bailard Cognitive Value Fund
10.94%11.48%13.85%1.38%3.31%4.98%0.83%0.65%15.39%11.63%0.62%1.21%
GMRAX
Nationwide Small Cap Index Fund
2.47%2.45%4.99%0.52%1.51%6.81%0.56%7.38%46.93%17.82%7.14%12.55%

Drawdowns

NWHFX vs. GMRAX - Drawdown Comparison

The maximum NWHFX drawdown since its inception was -47.51%, smaller than the maximum GMRAX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for NWHFX and GMRAX.


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Drawdown Indicators


NWHFXGMRAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-59.36%

+11.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.22%

-13.93%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-32.00%

+7.32%

Max Drawdown (10Y)

Largest decline over 10 years

-47.51%

-41.78%

-5.73%

Current Drawdown

Current decline from peak

-5.30%

-8.00%

+2.70%

Average Drawdown

Average peak-to-trough decline

-7.44%

-12.67%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.74%

-0.40%

Volatility

NWHFX vs. GMRAX - Volatility Comparison

The current volatility for Nationwide Bailard Cognitive Value Fund (NWHFX) is 6.08%, while Nationwide Small Cap Index Fund (GMRAX) has a volatility of 7.52%. This indicates that NWHFX experiences smaller price fluctuations and is considered to be less risky than GMRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWHFXGMRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

7.52%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

14.55%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

23.32%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

22.66%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.76%

23.50%

-0.74%