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VIIIX vs. NWAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIIIX vs. NWAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) and Nationwide GQG US Quality Equity Fund (NWAUX). The values are adjusted to include any dividend payments, if applicable.

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VIIIX vs. NWAUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
-7.06%17.87%26.29%25.79%-18.14%24.35%
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, VIIIX achieves a -7.06% return, which is significantly lower than NWAUX's 9.70% return.


VIIIX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
17.57%
5Y*
11.54%
10Y*
13.82%

NWAUX

1D
0.74%
1M
-1.92%
YTD
9.70%
6M
7.83%
1Y
4.93%
3Y*
17.42%
5Y*
12.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIIIX vs. NWAUX - Expense Ratio Comparison

VIIIX has a 0.02% expense ratio, which is lower than NWAUX's 0.74% expense ratio.


Return for Risk

VIIIX vs. NWAUX — Risk / Return Rank

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

VIIIX
VIIIX Risk / Return Rank: 4646
Overall Rank
VIIIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VIIIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VIIIX Omega Ratio Rank: 5050
Omega Ratio Rank
VIIIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VIIIX Martin Ratio Rank: 5353
Martin Ratio Rank

NWAUX
NWAUX Risk / Return Rank: 1717
Overall Rank
NWAUX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1616
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 2020
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1414
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.

VIIIX vs. NWAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) 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.


VIIIXNWAUXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.49

+0.35

Sortino ratio

Return per unit of downside risk

1.30

0.73

+0.57

Omega ratio

Gain probability vs. loss probability

1.20

1.10

+0.10

Calmar ratio

Return relative to maximum drawdown

1.06

0.58

+0.47

Martin ratio

Return relative to average drawdown

5.14

1.36

+3.78

VIIIX vs. NWAUX - Sharpe Ratio Comparison

The current VIIIX Sharpe Ratio is 0.84, which is higher than the NWAUX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VIIIX and NWAUX, 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


VIIIXNWAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.49

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.79

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.83

-0.37

Correlation

The correlation between VIIIX and NWAUX is 0.71, 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

VIIIX vs. NWAUX - Dividend Comparison

VIIIX's dividend yield for the trailing twelve months is around 2.90%, less than NWAUX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.90%2.11%3.66%2.66%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%
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

VIIIX vs. NWAUX - Drawdown Comparison

The maximum VIIIX drawdown since its inception was -55.18%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for VIIIX and NWAUX.


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Drawdown Indicators


VIIIXNWAUXDifference

Max Drawdown

Largest peak-to-trough decline

-55.18%

-21.07%

-34.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-8.87%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-21.07%

-3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-8.90%

-7.03%

-1.87%

Average Drawdown

Average peak-to-trough decline

-10.07%

-6.85%

-3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.83%

-1.34%

Volatility

VIIIX vs. NWAUX - Volatility Comparison

Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) has a higher volatility of 4.24% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that VIIIX'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.


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Volatility by Period


VIIIXNWAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

2.74%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

7.29%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

12.58%

+5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

16.10%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

16.05%

+1.97%