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NWHFX vs. NWJCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWHFX vs. NWJCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Bailard Cognitive Value Fund (NWHFX) and Nationwide NYSE Arca Tech 100 Index Fund (NWJCX). The values are adjusted to include any dividend payments, if applicable.

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NWHFX vs. NWJCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWHFX
Nationwide Bailard Cognitive Value Fund
3.59%9.95%10.23%15.78%-12.91%36.15%8.82%21.18%-16.17%4.04%
NWJCX
Nationwide NYSE Arca Tech 100 Index Fund
-2.18%19.96%18.77%41.70%-21.56%25.46%24.25%33.67%0.51%31.31%

Returns By Period

In the year-to-date period, NWHFX achieves a 3.59% return, which is significantly higher than NWJCX's -2.18% return. Over the past 10 years, NWHFX has underperformed NWJCX with an annualized return of 9.54%, while NWJCX has yielded a comparatively higher 17.04% annualized return.


NWHFX

1D
-0.63%
1M
-5.75%
YTD
3.59%
6M
7.05%
1Y
22.62%
3Y*
14.25%
5Y*
7.30%
10Y*
9.54%

NWJCX

1D
-1.78%
1M
-8.81%
YTD
-2.18%
6M
-0.54%
1Y
24.17%
3Y*
21.03%
5Y*
12.73%
10Y*
17.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWHFX vs. NWJCX - Expense Ratio Comparison

NWHFX has a 1.00% expense ratio, which is higher than NWJCX's 0.65% expense ratio.


Return for Risk

NWHFX vs. NWJCX — Risk / Return Rank

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

NWHFX
NWHFX Risk / Return Rank: 6464
Overall Rank
NWHFX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
NWHFX Sortino Ratio Rank: 6666
Sortino Ratio Rank
NWHFX Omega Ratio Rank: 5757
Omega Ratio Rank
NWHFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
NWHFX Martin Ratio Rank: 6565
Martin Ratio Rank

NWJCX
NWJCX Risk / Return Rank: 6666
Overall Rank
NWJCX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NWJCX Sortino Ratio Rank: 6565
Sortino Ratio Rank
NWJCX Omega Ratio Rank: 5959
Omega Ratio Rank
NWJCX Calmar Ratio Rank: 7474
Calmar Ratio Rank
NWJCX Martin Ratio Rank: 7373
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. NWJCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Bailard Cognitive Value Fund (NWHFX) and Nationwide NYSE Arca Tech 100 Index Fund (NWJCX). 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.


NWHFXNWJCXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.09

+0.04

Sortino ratio

Return per unit of downside risk

1.68

1.63

+0.05

Omega ratio

Gain probability vs. loss probability

1.22

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.57

1.70

-0.13

Martin ratio

Return relative to average drawdown

6.24

6.92

-0.68

NWHFX vs. NWJCX - Sharpe Ratio Comparison

The current NWHFX Sharpe Ratio is 1.13, which is comparable to the NWJCX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of NWHFX and NWJCX, 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


NWHFXNWJCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.09

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.60

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.80

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.75

-0.35

Correlation

The correlation between NWHFX and NWJCX 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

NWHFX vs. NWJCX - Dividend Comparison

NWHFX's dividend yield for the trailing twelve months is around 11.18%, more than NWJCX's 4.41% yield.


TTM20252024202320222021202020192018201720162015
NWHFX
Nationwide Bailard Cognitive Value Fund
11.18%11.48%13.85%1.38%3.31%4.98%0.83%0.65%15.39%11.63%0.62%1.21%
NWJCX
Nationwide NYSE Arca Tech 100 Index Fund
4.41%4.27%31.15%11.59%17.83%8.74%5.04%1.98%2.59%3.94%0.74%0.64%

Drawdowns

NWHFX vs. NWJCX - Drawdown Comparison

The maximum NWHFX drawdown since its inception was -47.51%, which is greater than NWJCX's maximum drawdown of -31.31%. Use the drawdown chart below to compare losses from any high point for NWHFX and NWJCX.


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Drawdown Indicators


NWHFXNWJCXDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-31.31%

-16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.22%

-12.75%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-31.31%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-47.51%

-31.31%

-16.20%

Current Drawdown

Current decline from peak

-7.31%

-10.18%

+2.87%

Average Drawdown

Average peak-to-trough decline

-7.44%

-5.17%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.12%

+0.21%

Volatility

NWHFX vs. NWJCX - Volatility Comparison

The current volatility for Nationwide Bailard Cognitive Value Fund (NWHFX) is 5.66%, while Nationwide NYSE Arca Tech 100 Index Fund (NWJCX) has a volatility of 6.71%. This indicates that NWHFX experiences smaller price fluctuations and is considered to be less risky than NWJCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWHFXNWJCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

6.71%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

13.81%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

22.50%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

21.38%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.75%

21.34%

+1.41%