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NWMSX vs. GBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWMSX vs. GBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Destination 2040 Fund (NWMSX) and Nationwide Bond Index Fund (GBIAX). The values are adjusted to include any dividend payments, if applicable.

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NWMSX vs. GBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWMSX
Nationwide Destination 2040 Fund
-4.00%17.51%11.63%18.59%-18.29%15.03%13.50%19.70%-8.44%10.47%
GBIAX
Nationwide Bond Index Fund
-0.61%6.54%0.44%5.03%-14.06%-2.38%6.60%8.08%-0.74%2.89%

Returns By Period

In the year-to-date period, NWMSX achieves a -4.00% return, which is significantly lower than GBIAX's -0.61% return. Over the past 10 years, NWMSX has outperformed GBIAX with an annualized return of 7.62%, while GBIAX has yielded a comparatively lower 0.89% annualized return.


NWMSX

1D
-0.11%
1M
-7.29%
YTD
-4.00%
6M
-1.31%
1Y
13.32%
3Y*
12.12%
5Y*
6.12%
10Y*
7.62%

GBIAX

1D
0.42%
1M
-2.33%
YTD
-0.61%
6M
0.20%
1Y
3.11%
3Y*
2.76%
5Y*
-0.55%
10Y*
0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWMSX vs. GBIAX - Expense Ratio Comparison

NWMSX has a 0.38% expense ratio, which is lower than GBIAX's 0.64% expense ratio.


Return for Risk

NWMSX vs. GBIAX — Risk / Return Rank

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

NWMSX
NWMSX Risk / Return Rank: 5959
Overall Rank
NWMSX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NWMSX Sortino Ratio Rank: 5959
Sortino Ratio Rank
NWMSX Omega Ratio Rank: 5656
Omega Ratio Rank
NWMSX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NWMSX Martin Ratio Rank: 6464
Martin Ratio Rank

GBIAX
GBIAX Risk / Return Rank: 4242
Overall Rank
GBIAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GBIAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GBIAX Omega Ratio Rank: 2626
Omega Ratio Rank
GBIAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
GBIAX Martin Ratio Rank: 4242
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.

NWMSX vs. GBIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Destination 2040 Fund (NWMSX) and Nationwide Bond Index Fund (GBIAX). 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.


NWMSXGBIAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.83

+0.25

Sortino ratio

Return per unit of downside risk

1.57

1.19

+0.38

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.37

1.56

-0.19

Martin ratio

Return relative to average drawdown

6.13

4.33

+1.79

NWMSX vs. GBIAX - Sharpe Ratio Comparison

The current NWMSX Sharpe Ratio is 1.08, which is higher than the GBIAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of NWMSX and GBIAX, 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


NWMSXGBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.83

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.09

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.18

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.73

-0.41

Correlation

The correlation between NWMSX and GBIAX is -0.13. 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

NWMSX vs. GBIAX - Dividend Comparison

NWMSX's dividend yield for the trailing twelve months is around 9.10%, more than GBIAX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
NWMSX
Nationwide Destination 2040 Fund
9.10%8.66%14.65%6.81%2.49%9.45%6.28%7.29%11.84%1.98%8.03%5.32%
GBIAX
Nationwide Bond Index Fund
2.97%3.18%3.07%2.57%1.59%3.02%1.79%2.27%2.29%1.93%2.15%2.43%

Drawdowns

NWMSX vs. GBIAX - Drawdown Comparison

The maximum NWMSX drawdown since its inception was -55.33%, which is greater than GBIAX's maximum drawdown of -20.26%. Use the drawdown chart below to compare losses from any high point for NWMSX and GBIAX.


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Drawdown Indicators


NWMSXGBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-20.26%

-35.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-2.73%

-6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-30.39%

-19.07%

-11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

-20.26%

-12.54%

Current Drawdown

Current decline from peak

-7.75%

-6.97%

-0.78%

Average Drawdown

Average peak-to-trough decline

-9.39%

-3.02%

-6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

0.98%

+1.03%

Volatility

NWMSX vs. GBIAX - Volatility Comparison

Nationwide Destination 2040 Fund (NWMSX) has a higher volatility of 4.19% compared to Nationwide Bond Index Fund (GBIAX) at 1.57%. This indicates that NWMSX's price experiences larger fluctuations and is considered to be riskier than GBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWMSXGBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

1.57%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

2.63%

+4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

4.37%

+8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

5.98%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

4.94%

+10.19%