NWZNX vs. VIGAX
NWZNX (Nationwide Loomis All Cap Growth Fund) and VIGAX (Vanguard Growth Index Fund Admiral Shares) are both Large Cap Growth Equities funds. Over the past 5 years, NWZNX returned 8.48%/yr vs 11.90%/yr for VIGAX. Their correlation of 0.94 means they have usually moved in the same direction. NWZNX charges 1.07%/yr vs 0.05%/yr for VIGAX.
Performance
NWZNX vs. VIGAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NWZNX achieves a -6.11% return, which is significantly lower than VIGAX's 3.80% return.
NWZNX
- 1D
- 0.32%
- 1M
- -3.65%
- 6M
- -4.19%
- YTD
- -6.11%
- 1Y
- -1.78%
- 3Y*
- 13.94%
- 5Y*
- 8.48%
- 10Y*
- —
- ALL TIME*
- 13.68%
VIGAX
- 1D
- 2.71%
- 1M
- -1.61%
- 6M
- 5.19%
- YTD
- 3.80%
- 1Y
- 14.04%
- 3Y*
- 20.59%
- 5Y*
- 11.90%
- 10Y*
- 17.14%
- ALL TIME*
- 9.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NWZNX vs. VIGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWZNX Nationwide Loomis All Cap Growth Fund | -6.11% | 13.28% | 32.96% | 44.70% | -27.67% | 16.89% | 30.82% | 30.51% | -2.95% | 12.69% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 3.80% | 19.43% | 32.67% | 46.76% | -33.14% | 27.26% | 40.18% | 37.23% | -3.35% | 9.51% |
Correlation
The correlation between NWZNX and VIGAX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2017 | 0.94 |
The correlation between NWZNX and VIGAX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NWZNX vs. VIGAX — Risk / Return Rank
NWZNX
VIGAX
NWZNX vs. VIGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nationwide Loomis All Cap Growth Fund (NWZNX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.
| NWZNX | VIGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.12 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.71 | -0.90 |
| Martin ratioReturn relative to average drawdown | -0.45 | 2.26 | -2.71 |
Loading charts...
Drawdowns
NWZNX vs. VIGAX - Drawdown Comparison
The maximum NWZNX drawdown since its inception was -36.41%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for NWZNX and VIGAX.
Loading charts...
Drawdown Indicators
| NWZNX | VIGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.41% | -50.66% | +14.25% |
Max Drawdown (1Y)Largest decline over 1 year | -19.85% | -16.51% | -3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -24.01% | -23.04% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -36.41% | -35.63% | -0.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.63% | — |
Current DrawdownCurrent decline from peak | -11.91% | -6.60% | -5.31% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -11.92% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.34% | 5.16% | +3.18% |
Volatility
NWZNX vs. VIGAX - Volatility Comparison
The current volatility for Nationwide Loomis All Cap Growth Fund (NWZNX) is 5.08%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.41%. This indicates that NWZNX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NWZNX | VIGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.41% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 14.24% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 17.76% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 22.62% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 21.69% | +0.09% |
NWZNX vs. VIGAX - Expense Ratio Comparison
NWZNX has a 1.07% expense ratio, which is higher than VIGAX's 0.05% expense ratio.
Dividends
NWZNX vs. VIGAX - Dividend Comparison
NWZNX's dividend yield for the trailing twelve months is around 9.19%, more than VIGAX's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWZNX Nationwide Loomis All Cap Growth Fund | 9.19% | 8.63% | 9.42% | 7.12% | 8.43% | 10.57% | 2.57% | 1.35% | 8.44% | 0.42% | 0.00% | 0.00% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.39% | 0.40% | 0.46% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% |
Frequently Asked Questions
NWZNX and VIGAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIGAX has higher volatility (5.41%) compared to NWZNX (5.08%). In terms of maximum drawdown, NWZNX dropped -36.41% vs VIGAX's -50.66%.
VIGAX currently has the higher Sharpe Ratio (0.66 vs -0.22), 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.
Find the right allocation for NWZNX and VIGAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer