RETSX vs. NWAUX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and Nationwide GQG US Quality Equity Fund (NWAUX).
RETSX is managed by BlackRock. It was launched on Oct 7, 1996. NWAUX is managed by Nationwide. It was launched on Jan 24, 2021.
Performance
RETSX vs. NWAUX - Performance Comparison
Loading graphics...
RETSX vs. NWAUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | -7.47% | 14.45% | 20.43% | 24.74% | -18.96% | 21.70% |
NWAUX Nationwide GQG US Quality Equity Fund | 9.70% | -4.92% | 27.90% | 18.30% | -3.23% | 22.65% |
Returns By Period
In the year-to-date period, RETSX achieves a -7.47% return, which is significantly lower than NWAUX's 9.70% return.
RETSX
- 1D
- -0.28%
- 1M
- -7.60%
- YTD
- -7.47%
- 6M
- -5.43%
- 1Y
- 11.02%
- 3Y*
- 14.07%
- 5Y*
- 8.91%
- 10Y*
- 11.63%
NWAUX
- 1D
- 0.74%
- 1M
- -1.92%
- YTD
- 9.70%
- 6M
- 7.83%
- 1Y
- 4.93%
- 3Y*
- 17.42%
- 5Y*
- 12.67%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RETSX vs. NWAUX - Expense Ratio Comparison
RETSX has a 0.92% expense ratio, which is higher than NWAUX's 0.74% expense ratio.
Return for Risk
RETSX vs. NWAUX — Risk / Return Rank
RETSX
NWAUX
RETSX vs. NWAUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and Nationwide GQG US Quality Equity Fund (NWAUX). 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.
| RETSX | NWAUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.49 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.05 | 0.73 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.10 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.58 | +0.18 |
Martin ratioReturn relative to average drawdown | 3.50 | 1.36 | +2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RETSX | NWAUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.49 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.79 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.83 | -0.40 |
Correlation
The correlation between RETSX and NWAUX is 0.70, 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
RETSX vs. NWAUX - Dividend Comparison
RETSX's dividend yield for the trailing twelve months is around 0.48%, less than NWAUX's 4.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | 0.48% | 0.44% | 0.49% | 0.54% | 0.59% | 0.14% | 0.47% | 0.78% | 0.90% | 1.02% | 0.84% | 0.76% |
NWAUX Nationwide GQG US Quality Equity Fund | 4.69% | 4.35% | 13.58% | 0.40% | 1.93% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RETSX vs. NWAUX - Drawdown Comparison
The maximum RETSX drawdown since its inception was -57.35%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for RETSX and NWAUX.
Loading graphics...
Drawdown Indicators
| RETSX | NWAUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -21.07% | -36.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -8.87% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -21.07% | -4.55% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | — | — |
Current DrawdownCurrent decline from peak | -9.29% | -7.03% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -6.85% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 3.83% | -1.15% |
Volatility
RETSX vs. NWAUX - Volatility Comparison
Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) has a higher volatility of 4.12% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that RETSX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RETSX | NWAUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 2.74% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 7.29% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 12.58% | +5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 16.10% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 16.05% | +1.74% |