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NWJCX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NWJCX and VFIAX is 0.92, 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.


-0.50.00.51.00.9

Performance

NWJCX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide NYSE Arca Tech 100 Index Fund (NWJCX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-20.10%
9.58%
NWJCX
VFIAX

Key characteristics

Sharpe Ratio

NWJCX:

-0.20

VFIAX:

2.17

Sortino Ratio

NWJCX:

-0.04

VFIAX:

2.89

Omega Ratio

NWJCX:

0.99

VFIAX:

1.41

Calmar Ratio

NWJCX:

-0.22

VFIAX:

3.21

Martin Ratio

NWJCX:

-1.29

VFIAX:

14.16

Ulcer Index

NWJCX:

4.58%

VFIAX:

1.92%

Daily Std Dev

NWJCX:

29.87%

VFIAX:

12.52%

Max Drawdown

NWJCX:

-32.00%

VFIAX:

-55.20%

Current Drawdown

NWJCX:

-24.84%

VFIAX:

-2.16%

Returns By Period

In the year-to-date period, NWJCX achieves a -6.16% return, which is significantly lower than VFIAX's 26.50% return. Over the past 10 years, NWJCX has underperformed VFIAX with an annualized return of 11.33%, while VFIAX has yielded a comparatively higher 13.06% annualized return.


NWJCX

YTD

-6.16%

1M

-22.84%

6M

-20.10%

1Y

-5.92%

5Y*

8.74%

10Y*

11.33%

VFIAX

YTD

26.50%

1M

-0.13%

6M

10.01%

1Y

26.93%

5Y*

14.84%

10Y*

13.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NWJCX vs. VFIAX - Expense Ratio Comparison

NWJCX has a 0.65% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


NWJCX
Nationwide NYSE Arca Tech 100 Index Fund
Expense ratio chart for NWJCX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

NWJCX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide NYSE Arca Tech 100 Index Fund (NWJCX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for NWJCX, currently valued at -0.20, compared to the broader market-1.000.001.002.003.004.00-0.202.16
The chart of Sortino ratio for NWJCX, currently valued at -0.04, compared to the broader market-2.000.002.004.006.008.0010.00-0.042.87
The chart of Omega ratio for NWJCX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.991.40
The chart of Calmar ratio for NWJCX, currently valued at -0.22, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.223.19
The chart of Martin ratio for NWJCX, currently valued at -1.29, compared to the broader market0.0020.0040.0060.00-1.2914.01
NWJCX
VFIAX

The current NWJCX Sharpe Ratio is -0.20, which is lower than the VFIAX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of NWJCX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
2.16
NWJCX
VFIAX

Dividends

NWJCX vs. VFIAX - Dividend Comparison

NWJCX's dividend yield for the trailing twelve months is around 0.33%, less than VFIAX's 0.90% yield.


TTM20232022202120202019201820172016201520142013
NWJCX
Nationwide NYSE Arca Tech 100 Index Fund
0.33%0.47%0.88%0.27%0.55%0.65%0.42%0.48%0.74%0.64%0.60%0.23%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.90%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NWJCX vs. VFIAX - Drawdown Comparison

The maximum NWJCX drawdown since its inception was -32.00%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for NWJCX and VFIAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.84%
-2.16%
NWJCX
VFIAX

Volatility

NWJCX vs. VFIAX - Volatility Comparison

Nationwide NYSE Arca Tech 100 Index Fund (NWJCX) has a higher volatility of 27.63% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.76%. This indicates that NWJCX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
27.63%
3.76%
NWJCX
VFIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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