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NWMSX vs. ETV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NWMSX vs. ETV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Destination 2040 Fund (NWMSX) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NWMSX achieves a 8.94% return, which is significantly higher than ETV's 7.08% return. Over the past 10 years, NWMSX has underperformed ETV with an annualized return of 8.42%, while ETV has yielded a comparatively higher 9.27% annualized return.


NWMSX

1D
1.76%
1M
0.10%
6M
6.49%
YTD
8.94%
1Y
18.66%
3Y*
14.07%
5Y*
7.45%
10Y*
8.42%
ALL TIME*
6.36%

ETV

1D
0.76%
1M
-1.75%
6M
4.24%
YTD
7.08%
1Y
16.92%
3Y*
12.83%
5Y*
6.62%
10Y*
9.27%
ALL TIME*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.10M$2.19M$2.41M
$0.00$0.00$0.00

NWMSX vs. ETV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWMSX
Nationwide Destination 2040 Fund
8.94%17.51%11.63%18.59%-18.29%15.03%13.50%19.70%-8.44%10.47%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
7.08%8.63%27.67%9.94%-19.73%18.41%13.03%21.25%-4.29%12.98%

Correlation

The correlation between NWMSX and ETV is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2007

0.70

The correlation between NWMSX and ETV has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

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Return for Risk

NWMSX vs. ETV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NWMSX
NWMSX Risk / Return Rank: 6363
Overall Rank
NWMSX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NWMSX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NWMSX Omega Ratio Rank: 5959
Omega Ratio Rank
NWMSX Calmar Ratio Rank: 6262
Calmar Ratio Rank
NWMSX Martin Ratio Rank: 7575
Martin Ratio Rank

ETV
ETV Risk / Return Rank: 7777
Overall Rank
ETV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ETV Sortino Ratio Rank: 7474
Sortino Ratio Rank
ETV Omega Ratio Rank: 7373
Omega Ratio Rank
ETV Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETV Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NWMSX vs. ETV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Destination 2040 Fund (NWMSX) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). 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.


NWMSXETVDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratioReturn relative to maximum drawdown

2.19

1.50

+0.69

Martin ratioReturn relative to average drawdown

9.45

7.19

+2.26

NWMSX vs. ETV - Sharpe Ratio Comparison

The current NWMSX Sharpe Ratio is 1.56, which is higher than the ETV Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of NWMSX and ETV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NWMSX vs. ETV - Drawdown Comparison

The maximum NWMSX drawdown since its inception was -55.33%, which is greater than ETV's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for NWMSX and ETV.


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Drawdown Indicators


NWMSXETVDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-52.11%

-3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-10.34%

+2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-12.62%

-20.27%

+7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-30.39%

-22.71%

-7.68%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

-42.39%

+9.59%

Current Drawdown

Current decline from peak

-0.88%

-3.23%

+2.35%

Average Drawdown

Average peak-to-trough decline

-9.24%

-5.55%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

2.16%

-0.35%

Volatility

NWMSX vs. ETV - Volatility Comparison

The current volatility for Nationwide Destination 2040 Fund (NWMSX) is 3.29%, while Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) has a volatility of 4.67%. This indicates that NWMSX experiences smaller price fluctuations and is considered to be less risky than ETV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWMSXETVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

4.67%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

10.88%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

13.22%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

17.00%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

19.32%

-4.21%

NWMSX vs. ETV - Expense Ratio Comparison

NWMSX has a 0.38% expense ratio, which is lower than ETV's 1.08% expense ratio.


Dividends

NWMSX vs. ETV - Dividend Comparison

NWMSX's dividend yield for the trailing twelve months is around 7.96%, less than ETV's 8.13% yield.


PositionTTM20252024202320222021202020192018201720162015
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
8.13%8.30%8.18%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%
NWMSX
Nationwide Destination 2040 Fund
7.96%8.66%14.65%6.81%2.49%9.45%6.28%7.29%11.84%1.98%8.03%5.32%

Frequently Asked Questions


NWMSX and ETV have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETV has higher volatility (4.67%) compared to NWMSX (3.29%). In terms of maximum drawdown, NWMSX dropped -55.33% vs ETV's -52.11%.

NWMSX currently has the higher Sharpe Ratio (1.56 vs 1.18), 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.

Portfolio Optimizer

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