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NWXEX vs. GBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWXEX vs. GBIAX - Performance Comparison

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

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NWXEX vs. GBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWXEX
Nationwide Strategic Income A
0.69%6.97%9.36%9.00%3.50%4.64%3.24%9.84%-0.39%10.86%
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, NWXEX achieves a 0.69% return, which is significantly higher than GBIAX's -0.61% return. Over the past 10 years, NWXEX has outperformed GBIAX with an annualized return of 6.69%, while GBIAX has yielded a comparatively lower 0.89% annualized return.


NWXEX

1D
0.00%
1M
-0.33%
YTD
0.69%
6M
1.75%
1Y
6.39%
3Y*
8.15%
5Y*
6.20%
10Y*
6.69%

GBIAX

1D
0.42%
1M
-1.83%
YTD
-0.61%
6M
-0.01%
1Y
2.89%
3Y*
2.76%
5Y*
-0.55%
10Y*
0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWXEX vs. GBIAX - Expense Ratio Comparison

NWXEX has a 0.99% expense ratio, which is higher than GBIAX's 0.64% expense ratio.


Return for Risk

NWXEX vs. GBIAX — Risk / Return Rank

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

NWXEX
NWXEX Risk / Return Rank: 9898
Overall Rank
NWXEX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
NWXEX Sortino Ratio Rank: 9898
Sortino Ratio Rank
NWXEX Omega Ratio Rank: 9898
Omega Ratio Rank
NWXEX Calmar Ratio Rank: 9898
Calmar Ratio Rank
NWXEX Martin Ratio Rank: 9898
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.

NWXEX vs. GBIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Strategic Income A (NWXEX) 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.


NWXEXGBIAXDifference

Sharpe ratio

Return per unit of total volatility

3.89

0.83

+3.06

Sortino ratio

Return per unit of downside risk

5.48

1.19

+4.29

Omega ratio

Gain probability vs. loss probability

2.13

1.15

+0.98

Calmar ratio

Return relative to maximum drawdown

4.41

1.56

+2.85

Martin ratio

Return relative to average drawdown

24.68

4.33

+20.34

NWXEX vs. GBIAX - Sharpe Ratio Comparison

The current NWXEX Sharpe Ratio is 3.89, which is higher than the GBIAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of NWXEX 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


NWXEXGBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.89

0.83

+3.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.70

-0.09

+1.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.52

0.18

+1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.73

+0.73

Correlation

The correlation between NWXEX and GBIAX is -0.06. 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

NWXEX vs. GBIAX - Dividend Comparison

NWXEX's dividend yield for the trailing twelve months is around 4.82%, more than GBIAX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
NWXEX
Nationwide Strategic Income A
4.82%4.93%4.73%4.33%16.14%3.99%4.70%3.63%4.30%8.40%7.21%0.43%
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

NWXEX vs. GBIAX - Drawdown Comparison

The maximum NWXEX drawdown since its inception was -22.97%, which is greater than GBIAX's maximum drawdown of -20.26%. Use the drawdown chart below to compare losses from any high point for NWXEX and GBIAX.


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Drawdown Indicators


NWXEXGBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.97%

-20.26%

-2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.20%

-2.73%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-5.60%

-19.07%

+13.47%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

-20.26%

-2.71%

Current Drawdown

Current decline from peak

-0.43%

-6.97%

+6.54%

Average Drawdown

Average peak-to-trough decline

-1.12%

-3.02%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.98%

-0.73%

Volatility

NWXEX vs. GBIAX - Volatility Comparison

The current volatility for Nationwide Strategic Income A (NWXEX) is 0.51%, while Nationwide Bond Index Fund (GBIAX) has a volatility of 1.57%. This indicates that NWXEX experiences smaller price fluctuations and is considered to be less risky 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


NWXEXGBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

1.57%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.89%

2.63%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

1.60%

4.37%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.66%

5.98%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

4.94%

-0.52%