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NWXHX vs. PYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NWXHX and PYLD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

NWXHX vs. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Amundi Strategic Income Fund (NWXHX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NWXHX:

5.01

PYLD:

2.48

Sortino Ratio

NWXHX:

7.13

PYLD:

3.51

Omega Ratio

NWXHX:

2.83

PYLD:

1.49

Calmar Ratio

NWXHX:

5.78

PYLD:

3.25

Martin Ratio

NWXHX:

36.69

PYLD:

11.32

Ulcer Index

NWXHX:

0.22%

PYLD:

0.80%

Daily Std Dev

NWXHX:

1.63%

PYLD:

3.68%

Max Drawdown

NWXHX:

-22.96%

PYLD:

-4.52%

Current Drawdown

NWXHX:

0.00%

PYLD:

0.00%

Returns By Period

In the year-to-date period, NWXHX achieves a 2.42% return, which is significantly lower than PYLD's 3.03% return.


NWXHX

YTD

2.42%

1M

1.20%

6M

3.01%

1Y

7.98%

3Y*

5.05%

5Y*

6.87%

10Y*

N/A

PYLD

YTD

3.03%

1M

0.81%

6M

2.63%

1Y

8.84%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NWXHX vs. PYLD - Expense Ratio Comparison

NWXHX has a 0.61% expense ratio, which is higher than PYLD's 0.55% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NWXHX vs. PYLD — Risk-Adjusted Performance Rank

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

NWXHX
The Risk-Adjusted Performance Rank of NWXHX is 9999
Overall Rank
The Sharpe Ratio Rank of NWXHX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of NWXHX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of NWXHX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of NWXHX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NWXHX is 9999
Martin Ratio Rank

PYLD
The Risk-Adjusted Performance Rank of PYLD is 9696
Overall Rank
The Sharpe Ratio Rank of PYLD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of PYLD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PYLD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of PYLD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PYLD is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NWXHX vs. PYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Amundi Strategic Income Fund (NWXHX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.


The current NWXHX Sharpe Ratio is 5.01, which is higher than the PYLD Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of NWXHX and PYLD, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NWXHX vs. PYLD - Dividend Comparison

NWXHX's dividend yield for the trailing twelve months is around 5.43%, less than PYLD's 5.97% yield.


TTM2024202320222021202020192018201720162015
NWXHX
Nationwide Amundi Strategic Income Fund
5.43%5.09%4.58%10.87%4.19%4.90%3.94%4.60%8.67%7.47%0.47%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
5.97%5.97%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NWXHX vs. PYLD - Drawdown Comparison

The maximum NWXHX drawdown since its inception was -22.96%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for NWXHX and PYLD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NWXHX vs. PYLD - Volatility Comparison

The current volatility for Nationwide Amundi Strategic Income Fund (NWXHX) is 0.49%, while PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) has a volatility of 1.07%. This indicates that NWXHX experiences smaller price fluctuations and is considered to be less risky than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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