NWJJX vs. DFXIX
NWJJX (Nationwide Loomis Core Bond Fund) and DFXIX (DFA Diversified Fixed Income Portfolio) are both Intermediate Core Bond funds. Over the past 5 years, NWJJX returned -0.66%/yr vs 1.03%/yr for DFXIX. Their correlation of 0.87 means they have usually moved in the same direction. NWJJX charges 0.73%/yr vs 0.15%/yr for DFXIX.
Performance
NWJJX vs. DFXIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NWJJX achieves a -0.69% return, which is significantly lower than DFXIX's 0.66% return.
NWJJX
- 1D
- 0.00%
- 1M
- -1.27%
- 6M
- -1.04%
- YTD
- -0.69%
- 1Y
- 1.58%
- 3Y*
- 3.67%
- 5Y*
- -0.66%
- 10Y*
- 1.35%
- ALL TIME*
- 2.03%
DFXIX
- 1D
- 0.00%
- 1M
- -0.43%
- 6M
- 0.44%
- YTD
- 0.66%
- 1Y
- 2.55%
- 3Y*
- 4.09%
- 5Y*
- 1.03%
- 10Y*
- —
- ALL TIME*
- 1.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NWJJX vs. DFXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWJJX Nationwide Loomis Core Bond Fund | -0.69% | 6.71% | 1.86% | 5.28% | -13.82% | -1.55% | 8.26% | 9.58% | -0.67% | 3.14% |
DFXIX DFA Diversified Fixed Income Portfolio | 0.66% | 5.85% | 3.05% | 4.93% | -7.88% | -0.56% | 5.90% | 5.54% | 1.07% | 0.87% |
Correlation
The correlation between NWJJX and DFXIX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.87 |
The correlation between NWJJX and DFXIX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NWJJX vs. DFXIX — Risk / Return Rank
NWJJX
DFXIX
NWJJX vs. DFXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nationwide Loomis Core Bond Fund (NWJJX) and DFA Diversified Fixed Income Portfolio (DFXIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NWJJX | DFXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.85 | -0.89 |
| Martin ratioReturn relative to average drawdown | 2.35 | 4.95 | -2.60 |
Loading charts...
Drawdowns
NWJJX vs. DFXIX - Drawdown Comparison
The maximum NWJJX drawdown since its inception was -18.99%, which is greater than DFXIX's maximum drawdown of -10.51%. Use the drawdown chart below to compare losses from any high point for NWJJX and DFXIX.
Loading charts...
Drawdown Indicators
| NWJJX | DFXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.99% | -10.51% | -8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -1.69% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -5.01% | -2.00% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.78% | -10.51% | -8.27% |
Max Drawdown (10Y)Largest decline over 10 years | -18.99% | — | — |
Current DrawdownCurrent decline from peak | -3.75% | -0.93% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -2.29% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.63% | +0.56% |
Volatility
NWJJX vs. DFXIX - Volatility Comparison
Nationwide Loomis Core Bond Fund (NWJJX) has a higher volatility of 0.97% compared to DFA Diversified Fixed Income Portfolio (DFXIX) at 0.56%. This indicates that NWJJX's price experiences larger fluctuations and is considered to be riskier than DFXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NWJJX | DFXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.56% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 2.01% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 2.62% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.86% | 3.59% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.87% | 3.13% | +1.74% |
NWJJX vs. DFXIX - Expense Ratio Comparison
NWJJX has a 0.73% expense ratio, which is higher than DFXIX's 0.15% expense ratio.
Dividends
NWJJX vs. DFXIX - Dividend Comparison
NWJJX's dividend yield for the trailing twelve months is around 3.89%, which matches DFXIX's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFXIX DFA Diversified Fixed Income Portfolio | 3.86% | 3.21% | 3.72% | 3.02% | 2.69% | 2.31% | 1.39% | 2.11% | 2.10% | 1.09% | 0.00% | 0.00% |
NWJJX Nationwide Loomis Core Bond Fund | 3.89% | 4.14% | 4.10% | 3.09% | 1.89% | 2.18% | 5.17% | 3.30% | 2.60% | 2.16% | 3.12% | 2.42% |
Frequently Asked Questions
NWJJX and DFXIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NWJJX has higher volatility (0.97%) compared to DFXIX (0.56%). In terms of maximum drawdown, NWJJX dropped -18.99% vs DFXIX's -10.51%.
DFXIX currently has the higher Sharpe Ratio (1.19 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for NWJJX and DFXIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer