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NWJJX vs. NWHQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWJJX vs. NWHQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Loomis Core Bond Fund (NWJJX) and Nationwide Bailard Technology and Science Fund (NWHQX). The values are adjusted to include any dividend payments, if applicable.

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NWJJX vs. NWHQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWJJX
Nationwide Loomis Core Bond Fund
-0.39%6.71%1.86%5.28%-13.82%-1.55%8.26%9.58%-0.67%3.14%
NWHQX
Nationwide Bailard Technology and Science Fund
-11.42%18.58%26.23%63.66%-37.23%19.21%50.97%38.91%-3.16%38.22%

Returns By Period

In the year-to-date period, NWJJX achieves a -0.39% return, which is significantly higher than NWHQX's -11.42% return. Over the past 10 years, NWJJX has underperformed NWHQX with an annualized return of 1.69%, while NWHQX has yielded a comparatively higher 17.70% annualized return.


NWJJX

1D
0.21%
1M
-1.77%
YTD
-0.39%
6M
0.22%
1Y
3.22%
3Y*
3.46%
5Y*
-0.04%
10Y*
1.69%

NWHQX

1D
4.64%
1M
-6.19%
YTD
-11.42%
6M
-14.02%
1Y
14.27%
3Y*
21.35%
5Y*
8.98%
10Y*
17.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWJJX vs. NWHQX - Expense Ratio Comparison

NWJJX has a 0.73% expense ratio, which is lower than NWHQX's 0.92% expense ratio.


Return for Risk

NWJJX vs. NWHQX — Risk / Return Rank

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

NWJJX
NWJJX Risk / Return Rank: 3333
Overall Rank
NWJJX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
NWJJX Sortino Ratio Rank: 2828
Sortino Ratio Rank
NWJJX Omega Ratio Rank: 2020
Omega Ratio Rank
NWJJX Calmar Ratio Rank: 5252
Calmar Ratio Rank
NWJJX Martin Ratio Rank: 3333
Martin Ratio Rank

NWHQX
NWHQX Risk / Return Rank: 1919
Overall Rank
NWHQX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NWHQX Sortino Ratio Rank: 2222
Sortino Ratio Rank
NWHQX Omega Ratio Rank: 2020
Omega Ratio Rank
NWHQX Calmar Ratio Rank: 2020
Calmar Ratio Rank
NWHQX Martin Ratio Rank: 1818
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.

NWJJX vs. NWHQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Loomis Core Bond Fund (NWJJX) and Nationwide Bailard Technology and Science Fund (NWHQX). 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.


NWJJXNWHQXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.57

+0.25

Sortino ratio

Return per unit of downside risk

1.16

0.98

+0.18

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

1.48

0.70

+0.78

Martin ratio

Return relative to average drawdown

4.11

2.19

+1.92

NWJJX vs. NWHQX - Sharpe Ratio Comparison

The current NWJJX Sharpe Ratio is 0.81, which is higher than the NWHQX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NWJJX and NWHQX, 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


NWJJXNWHQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.57

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.34

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.71

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.71

-0.24

Correlation

The correlation between NWJJX and NWHQX is -0.05. 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

NWJJX vs. NWHQX - Dividend Comparison

NWJJX's dividend yield for the trailing twelve months is around 3.82%, less than NWHQX's 13.22% yield.


TTM20252024202320222021202020192018201720162015
NWJJX
Nationwide Loomis Core Bond Fund
3.82%4.14%4.10%3.09%1.89%2.18%5.17%3.30%2.60%2.16%3.12%2.42%
NWHQX
Nationwide Bailard Technology and Science Fund
13.22%11.71%12.90%6.49%11.34%17.51%11.54%7.38%17.44%10.29%7.72%8.63%

Drawdowns

NWJJX vs. NWHQX - Drawdown Comparison

The maximum NWJJX drawdown since its inception was -18.99%, smaller than the maximum NWHQX drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for NWJJX and NWHQX.


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Drawdown Indicators


NWJJXNWHQXDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-42.61%

+23.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-21.34%

+18.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-42.61%

+23.83%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

-42.61%

+23.62%

Current Drawdown

Current decline from peak

-3.45%

-17.69%

+14.24%

Average Drawdown

Average peak-to-trough decline

-4.11%

-7.14%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

6.83%

-5.83%

Volatility

NWJJX vs. NWHQX - Volatility Comparison

The current volatility for Nationwide Loomis Core Bond Fund (NWJJX) is 1.54%, while Nationwide Bailard Technology and Science Fund (NWHQX) has a volatility of 8.57%. This indicates that NWJJX experiences smaller price fluctuations and is considered to be less risky than NWHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWJJXNWHQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

8.57%

-7.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

17.26%

-14.68%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

27.55%

-23.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.82%

26.31%

-20.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

25.10%

-20.26%