PortfoliosLab logoPortfoliosLab logo
NWHFX vs. VRTVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWHFX vs. VRTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Bailard Cognitive Value Fund (NWHFX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NWHFX vs. VRTVX - 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%
VRTVX
Vanguard Russell 2000 Value Index Fund Institutional Shares
2.26%12.21%8.07%14.71%-14.52%28.06%4.81%22.40%-12.83%7.91%

Returns By Period

In the year-to-date period, NWHFX achieves a 3.59% return, which is significantly higher than VRTVX's 2.26% return. Both investments have delivered pretty close results over the past 10 years, with NWHFX having a 9.54% annualized return and VRTVX not far behind at 9.30%.


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%

VRTVX

1D
-0.89%
1M
-6.11%
YTD
2.26%
6M
5.59%
1Y
24.85%
3Y*
12.69%
5Y*
5.14%
10Y*
9.30%
*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.


NWHFX vs. VRTVX - Expense Ratio Comparison

NWHFX has a 1.00% expense ratio, which is higher than VRTVX's 0.08% expense ratio.


Return for Risk

NWHFX vs. VRTVX — 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

VRTVX
VRTVX Risk / Return Rank: 6565
Overall Rank
VRTVX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VRTVX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VRTVX Omega Ratio Rank: 5656
Omega Ratio Rank
VRTVX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VRTVX Martin Ratio Rank: 6767
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. VRTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Bailard Cognitive Value Fund (NWHFX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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.


NWHFXVRTVXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.13

+0.01

Sortino ratio

Return per unit of downside risk

1.68

1.66

+0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.57

1.60

-0.03

Martin ratio

Return relative to average drawdown

6.24

6.39

-0.15

NWHFX vs. VRTVX - Sharpe Ratio Comparison

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


NWHFXVRTVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.13

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.24

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.39

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.44

-0.03

Correlation

The correlation between NWHFX and VRTVX is 0.97, 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. VRTVX - Dividend Comparison

NWHFX's dividend yield for the trailing twelve months is around 11.18%, more than VRTVX's 1.84% 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%
VRTVX
Vanguard Russell 2000 Value Index Fund Institutional Shares
1.84%1.49%1.84%2.08%2.15%1.56%1.54%1.87%2.17%1.74%1.52%2.16%

Drawdowns

NWHFX vs. VRTVX - Drawdown Comparison

The maximum NWHFX drawdown since its inception was -47.51%, roughly equal to the maximum VRTVX drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for NWHFX and VRTVX.


Loading graphics...

Drawdown Indicators


NWHFXVRTVXDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-45.98%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.22%

-13.82%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-26.85%

+2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-47.51%

-45.98%

-1.53%

Current Drawdown

Current decline from peak

-7.31%

-7.79%

+0.48%

Average Drawdown

Average peak-to-trough decline

-7.44%

-7.85%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.46%

-0.13%

Volatility

NWHFX vs. VRTVX - Volatility Comparison

Nationwide Bailard Cognitive Value Fund (NWHFX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) have volatilities of 5.66% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NWHFXVRTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

5.74%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

12.88%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

21.95%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

21.76%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.75%

23.68%

-0.93%