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NWJCX vs. GBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWJCX vs. GBIAX - Performance Comparison

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

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NWJCX vs. GBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWJCX
Nationwide NYSE Arca Tech 100 Index Fund
1.42%19.96%18.77%41.70%-21.56%25.46%24.25%33.67%0.51%31.31%
GBIAX
Nationwide Bond Index Fund
-0.40%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, NWJCX achieves a 1.42% return, which is significantly higher than GBIAX's -0.40% return. Over the past 10 years, NWJCX has outperformed GBIAX with an annualized return of 17.47%, while GBIAX has yielded a comparatively lower 0.91% annualized return.


NWJCX

1D
3.67%
1M
-5.70%
YTD
1.42%
6M
1.60%
1Y
28.37%
3Y*
22.50%
5Y*
13.12%
10Y*
17.47%

GBIAX

1D
0.21%
1M
-1.63%
YTD
-0.40%
6M
0.20%
1Y
3.11%
3Y*
2.83%
5Y*
-0.58%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWJCX vs. GBIAX - Expense Ratio Comparison

NWJCX has a 0.65% expense ratio, which is higher than GBIAX's 0.64% expense ratio.


Return for Risk

NWJCX vs. GBIAX — Risk / Return Rank

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

NWJCX
NWJCX Risk / Return Rank: 7575
Overall Rank
NWJCX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NWJCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
NWJCX Omega Ratio Rank: 6464
Omega Ratio Rank
NWJCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
NWJCX Martin Ratio Rank: 8585
Martin Ratio Rank

GBIAX
GBIAX Risk / Return Rank: 3030
Overall Rank
GBIAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GBIAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GBIAX Omega Ratio Rank: 1919
Omega Ratio Rank
GBIAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
GBIAX Martin Ratio Rank: 3131
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.

NWJCX vs. GBIAX - Risk-Adjusted Trends Comparison

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


NWJCXGBIAXDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.77

+0.50

Sortino ratio

Return per unit of downside risk

1.86

1.10

+0.76

Omega ratio

Gain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratio

Return relative to maximum drawdown

2.27

1.40

+0.88

Martin ratio

Return relative to average drawdown

9.19

3.85

+5.34

NWJCX vs. GBIAX - Sharpe Ratio Comparison

The current NWJCX Sharpe Ratio is 1.27, which is higher than the GBIAX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of NWJCX 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


NWJCXGBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.77

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

-0.10

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.18

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.73

+0.03

Correlation

The correlation between NWJCX and GBIAX is -0.06. 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

NWJCX vs. GBIAX - Dividend Comparison

NWJCX's dividend yield for the trailing twelve months is around 4.26%, more than GBIAX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
NWJCX
Nationwide NYSE Arca Tech 100 Index Fund
4.26%4.27%31.15%11.59%17.83%8.74%5.04%1.98%2.59%3.94%0.74%0.64%
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

NWJCX vs. GBIAX - Drawdown Comparison

The maximum NWJCX drawdown since its inception was -31.31%, which is greater than GBIAX's maximum drawdown of -20.26%. Use the drawdown chart below to compare losses from any high point for NWJCX and GBIAX.


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Drawdown Indicators


NWJCXGBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.31%

-20.26%

-11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-2.73%

-10.02%

Max Drawdown (5Y)

Largest decline over 5 years

-31.31%

-19.07%

-12.24%

Max Drawdown (10Y)

Largest decline over 10 years

-31.31%

-20.26%

-11.05%

Current Drawdown

Current decline from peak

-6.88%

-6.78%

-0.10%

Average Drawdown

Average peak-to-trough decline

-5.17%

-3.02%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

0.99%

+2.16%

Volatility

NWJCX vs. GBIAX - Volatility Comparison

Nationwide NYSE Arca Tech 100 Index Fund (NWJCX) has a higher volatility of 7.82% compared to Nationwide Bond Index Fund (GBIAX) at 1.54%. This indicates that NWJCX'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


NWJCXGBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

1.54%

+6.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

2.62%

+11.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

4.36%

+18.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

5.98%

+15.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.37%

4.94%

+16.43%