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NWISX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWISX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Destination 2030 Fund (NWISX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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NWISX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWISX
Nationwide Destination 2030 Fund
-1.41%14.63%8.73%15.11%-16.85%11.16%12.13%17.47%-7.35%14.17%
FFFCX
Fidelity Freedom 2010 Fund
0.41%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%

Returns By Period

In the year-to-date period, NWISX achieves a -1.41% return, which is significantly lower than FFFCX's 0.41% return. Over the past 10 years, NWISX has outperformed FFFCX with an annualized return of 6.93%, while FFFCX has yielded a comparatively lower 5.51% annualized return.


NWISX

1D
1.60%
1M
-3.71%
YTD
-1.41%
6M
0.57%
1Y
12.07%
3Y*
10.35%
5Y*
4.77%
10Y*
6.93%

FFFCX

1D
1.02%
1M
-2.43%
YTD
0.41%
6M
1.73%
1Y
9.26%
3Y*
7.44%
5Y*
3.17%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWISX vs. FFFCX - Expense Ratio Comparison

NWISX has a 0.38% expense ratio, which is lower than FFFCX's 0.49% expense ratio.


Return for Risk

NWISX vs. FFFCX — Risk / Return Rank

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

NWISX
NWISX Risk / Return Rank: 6868
Overall Rank
NWISX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NWISX Sortino Ratio Rank: 6969
Sortino Ratio Rank
NWISX Omega Ratio Rank: 6464
Omega Ratio Rank
NWISX Calmar Ratio Rank: 6969
Calmar Ratio Rank
NWISX Martin Ratio Rank: 7272
Martin Ratio Rank

FFFCX
FFFCX Risk / Return Rank: 8686
Overall Rank
FFFCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8585
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 8686
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.

NWISX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Destination 2030 Fund (NWISX) and Fidelity Freedom 2010 Fund (FFFCX). 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.


NWISXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.73

-0.39

Sortino ratio

Return per unit of downside risk

1.91

2.41

-0.49

Omega ratio

Gain probability vs. loss probability

1.27

1.36

-0.08

Calmar ratio

Return relative to maximum drawdown

1.84

2.39

-0.55

Martin ratio

Return relative to average drawdown

7.94

9.45

-1.51

NWISX vs. FFFCX - Sharpe Ratio Comparison

The current NWISX Sharpe Ratio is 1.34, which is comparable to the FFFCX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of NWISX and FFFCX, 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


NWISXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.73

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.50

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.88

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.67

-0.30

Correlation

The correlation between NWISX and FFFCX 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

NWISX vs. FFFCX - Dividend Comparison

NWISX's dividend yield for the trailing twelve months is around 7.66%, more than FFFCX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
NWISX
Nationwide Destination 2030 Fund
7.66%7.48%13.04%7.29%3.01%9.66%5.40%6.21%11.67%7.96%7.01%5.09%
FFFCX
Fidelity Freedom 2010 Fund
4.95%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Drawdowns

NWISX vs. FFFCX - Drawdown Comparison

The maximum NWISX drawdown since its inception was -49.97%, which is greater than FFFCX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for NWISX and FFFCX.


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Drawdown Indicators


NWISXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-49.97%

-36.88%

-13.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-4.00%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-18.35%

-9.96%

Max Drawdown (10Y)

Largest decline over 10 years

-28.31%

-18.35%

-9.96%

Current Drawdown

Current decline from peak

-4.38%

-2.82%

-1.56%

Average Drawdown

Average peak-to-trough decline

-8.00%

-4.60%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

1.01%

+0.56%

Volatility

NWISX vs. FFFCX - Volatility Comparison

Nationwide Destination 2030 Fund (NWISX) has a higher volatility of 3.76% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.59%. This indicates that NWISX's price experiences larger fluctuations and is considered to be riskier than FFFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWISXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

2.59%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

3.56%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

5.56%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

6.33%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.89%

6.28%

+5.61%