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NWJJX vs. QDIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWJJX vs. QDIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Loomis Core Bond Fund (NWJJX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). The values are adjusted to include any dividend payments, if applicable.

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NWJJX vs. QDIBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NWJJX
Nationwide Loomis Core Bond Fund
-0.39%6.71%1.86%5.28%-13.82%-1.55%8.26%-0.03%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
0.00%7.72%1.66%6.71%-14.11%-0.17%6.77%-0.10%

Returns By Period


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%

QDIBX

1D
0.22%
1M
-1.22%
YTD
0.00%
6M
0.90%
1Y
4.08%
3Y*
4.27%
5Y*
0.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWJJX vs. QDIBX - Expense Ratio Comparison

NWJJX has a 0.73% expense ratio, which is higher than QDIBX's 0.03% expense ratio.


Return for Risk

NWJJX vs. QDIBX — 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

QDIBX
QDIBX Risk / Return Rank: 5151
Overall Rank
QDIBX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QDIBX Sortino Ratio Rank: 5151
Sortino Ratio Rank
QDIBX Omega Ratio Rank: 3636
Omega Ratio Rank
QDIBX Calmar Ratio Rank: 7070
Calmar Ratio Rank
QDIBX Martin Ratio Rank: 4646
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. QDIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Loomis Core Bond Fund (NWJJX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). 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.


NWJJXQDIBXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.06

-0.24

Sortino ratio

Return per unit of downside risk

1.16

1.55

-0.38

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

1.48

1.81

-0.33

Martin ratio

Return relative to average drawdown

4.11

5.30

-1.18

NWJJX vs. QDIBX - Sharpe Ratio Comparison

The current NWJJX Sharpe Ratio is 0.81, which is comparable to the QDIBX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of NWJJX and QDIBX, 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


NWJJXQDIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.06

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.06

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.17

+0.30

Correlation

The correlation between NWJJX and QDIBX is 0.89, 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.


Dividends

NWJJX vs. QDIBX - Dividend Comparison

NWJJX's dividend yield for the trailing twelve months is around 3.82%, more than QDIBX's 3.50% 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%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
3.50%3.50%3.55%3.65%2.51%1.80%3.25%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NWJJX vs. QDIBX - Drawdown Comparison

The maximum NWJJX drawdown since its inception was -18.99%, roughly equal to the maximum QDIBX drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for NWJJX and QDIBX.


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Drawdown Indicators


NWJJXQDIBXDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-19.63%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.58%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-19.63%

+0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

Current Drawdown

Current decline from peak

-3.45%

-1.76%

-1.69%

Average Drawdown

Average peak-to-trough decline

-4.11%

-6.52%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.88%

+0.12%

Volatility

NWJJX vs. QDIBX - Volatility Comparison

Nationwide Loomis Core Bond Fund (NWJJX) has a higher volatility of 1.54% compared to Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) at 1.46%. This indicates that NWJJX's price experiences larger fluctuations and is considered to be riskier than QDIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWJJXQDIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.46%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

2.54%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

4.32%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.82%

6.58%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

6.32%

-1.48%