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NWJCX vs. NWAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWJCX vs. NWAUX - 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 GQG US Quality Equity Fund (NWAUX). The values are adjusted to include any dividend payments, if applicable.

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NWJCX vs. NWAUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NWJCX
Nationwide NYSE Arca Tech 100 Index Fund
1.42%19.96%18.77%41.70%-21.56%22.35%
NWAUX
Nationwide GQG US Quality Equity Fund
9.49%-4.92%27.90%18.30%-3.23%22.65%

Returns By Period

In the year-to-date period, NWJCX achieves a 1.42% return, which is significantly lower than NWAUX's 9.49% 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%

NWAUX

1D
-0.20%
1M
-1.80%
YTD
9.49%
6M
7.91%
1Y
4.79%
3Y*
17.34%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWJCX vs. NWAUX - Expense Ratio Comparison

NWJCX has a 0.65% expense ratio, which is lower than NWAUX's 0.74% expense ratio.


Return for Risk

NWJCX vs. NWAUX — 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

NWAUX
NWAUX Risk / Return Rank: 1313
Overall Rank
NWAUX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1111
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1010
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 1919
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1313
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. NWAUX - 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 GQG US Quality Equity Fund (NWAUX). 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.


NWJCXNWAUXDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.38

+0.89

Sortino ratio

Return per unit of downside risk

1.86

0.59

+1.27

Omega ratio

Gain probability vs. loss probability

1.26

1.08

+0.18

Calmar ratio

Return relative to maximum drawdown

2.27

0.66

+1.62

Martin ratio

Return relative to average drawdown

9.19

1.53

+7.66

NWJCX vs. NWAUX - Sharpe Ratio Comparison

The current NWJCX Sharpe Ratio is 1.27, which is higher than the NWAUX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of NWJCX and NWAUX, 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


NWJCXNWAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.38

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.78

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.82

-0.06

Correlation

The correlation between NWJCX and NWAUX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NWJCX vs. NWAUX - Dividend Comparison

NWJCX's dividend yield for the trailing twelve months is around 4.26%, less than NWAUX's 4.70% 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%
NWAUX
Nationwide GQG US Quality Equity Fund
4.70%4.35%13.58%0.40%1.93%0.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NWJCX vs. NWAUX - Drawdown Comparison

The maximum NWJCX drawdown since its inception was -31.31%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for NWJCX and NWAUX.


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Drawdown Indicators


NWJCXNWAUXDifference

Max Drawdown

Largest peak-to-trough decline

-31.31%

-21.07%

-10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-8.57%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-31.31%

-21.07%

-10.24%

Max Drawdown (10Y)

Largest decline over 10 years

-31.31%

Current Drawdown

Current decline from peak

-6.88%

-7.22%

+0.34%

Average Drawdown

Average peak-to-trough decline

-5.17%

-6.85%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.83%

-0.68%

Volatility

NWJCX vs. NWAUX - Volatility Comparison

Nationwide NYSE Arca Tech 100 Index Fund (NWJCX) has a higher volatility of 7.82% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that NWJCX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWJCXNWAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

2.74%

+5.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

7.29%

+6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

12.55%

+10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

16.10%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.37%

16.04%

+5.33%