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NWXEX vs. NWXHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWXEX vs. NWXHX - Performance Comparison

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

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NWXEX vs. NWXHX - 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%
NWXHX
Nationwide Amundi Strategic Income Fund
0.76%7.36%9.76%9.39%3.56%4.86%3.48%10.18%-0.11%11.16%

Returns By Period

In the year-to-date period, NWXEX achieves a 0.69% return, which is significantly lower than NWXHX's 0.76% return. Both investments have delivered pretty close results over the past 10 years, with NWXEX having a 6.69% annualized return and NWXHX not far ahead at 6.99%.


NWXEX

1D
0.00%
1M
-0.33%
YTD
0.69%
6M
1.75%
1Y
6.39%
3Y*
8.15%
5Y*
6.22%
10Y*
6.69%

NWXHX

1D
0.00%
1M
-0.21%
YTD
0.76%
6M
2.00%
1Y
6.79%
3Y*
8.51%
5Y*
6.51%
10Y*
6.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWXEX vs. NWXHX - Expense Ratio Comparison

NWXEX has a 0.99% expense ratio, which is higher than NWXHX's 0.61% expense ratio.


Return for Risk

NWXEX vs. NWXHX — Risk / Return Rank

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

NWXEX
NWXEX Risk / Return Rank: 9999
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: 9999
Martin Ratio Rank

NWXHX
NWXHX Risk / Return Rank: 9999
Overall Rank
NWXHX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
NWXHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
NWXHX Omega Ratio Rank: 9999
Omega Ratio Rank
NWXHX Calmar Ratio Rank: 9898
Calmar Ratio Rank
NWXHX Martin Ratio Rank: 9999
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. NWXHX - Risk-Adjusted Trends Comparison

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


NWXEXNWXHXDifference

Sharpe ratio

Return per unit of total volatility

3.97

4.08

-0.11

Sortino ratio

Return per unit of downside risk

5.59

5.70

-0.11

Omega ratio

Gain probability vs. loss probability

2.17

2.29

-0.12

Calmar ratio

Return relative to maximum drawdown

4.74

4.69

+0.05

Martin ratio

Return relative to average drawdown

27.08

27.35

-0.26

NWXEX vs. NWXHX - Sharpe Ratio Comparison

The current NWXEX Sharpe Ratio is 3.97, which is comparable to the NWXHX Sharpe Ratio of 4.08. The chart below compares the historical Sharpe Ratios of NWXEX and NWXHX, 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


NWXEXNWXHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.97

4.08

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.71

1.77

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.52

1.58

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

1.58

-0.11

Correlation

The correlation between NWXEX and NWXHX is 0.85, 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

NWXEX vs. NWXHX - Dividend Comparison

NWXEX's dividend yield for the trailing twelve months is around 4.82%, less than NWXHX's 5.09% 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%
NWXHX
Nationwide Amundi Strategic Income Fund
5.09%5.19%5.09%4.57%16.34%4.20%4.92%3.94%4.59%8.67%7.55%0.00%

Drawdowns

NWXEX vs. NWXHX - Drawdown Comparison

The maximum NWXEX drawdown since its inception was -22.97%, roughly equal to the maximum NWXHX drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for NWXEX and NWXHX.


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Drawdown Indicators


NWXEXNWXHXDifference

Max Drawdown

Largest peak-to-trough decline

-22.97%

-22.96%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.20%

-1.30%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-5.60%

-5.52%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

-22.96%

-0.01%

Current Drawdown

Current decline from peak

-0.43%

-0.41%

-0.02%

Average Drawdown

Average peak-to-trough decline

-1.12%

-1.06%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.24%

-0.01%

Volatility

NWXEX vs. NWXHX - Volatility Comparison

Nationwide Strategic Income A (NWXEX) has a higher volatility of 0.51% compared to Nationwide Amundi Strategic Income Fund (NWXHX) at 0.40%. This indicates that NWXEX's price experiences larger fluctuations and is considered to be riskier than NWXHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWXEXNWXHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

0.40%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

0.76%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

1.62%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.66%

3.70%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

4.43%

-0.01%