Lots of info here, but really interesting stuff:
Nadal has stopped them both 5 times each at the FO.
Djokovic-Nadal:
Only male pair in Open Era history to have met in each of the four Grand Slam finals
Only male pair in Open Era history to have met in four Grand Slam finals in a row
Record of 10 finals played against each other in Masters 1000 (shared with Federer-Nadal)
Record of 19 matches played against each other in Masters 1000
Longest Grand Slam final in Open Era history (at the 2012 Australian Open final)
Longest match in Australian Open history
Longest ATP three-set match of the Open Era with tiebreak in last set (at the 2009 Madrid Masters)
Longest ATP Masters 1000 three-set match of the Open Era (at the 2009 Madrid Masters)
Most consecutive defeats of the world number 1 in a season by the same player (No2/No3 Djokovic def No1 Nadal 5 times in 2011)
Latest finish for an uninterrupted Grand Slam match (2012 Australian Open Final)
Latest finish for an uninterrupted Grand Slam final (2012 Australian Open)
This rivalry is ranked third in most matches played in the Open Era (only behind Lendl-McEnroe and Connors-Lendl)
Only rivalry to take place in nine of ten ATP Masters Series tournaments (played in Hamburg but missing Shanghai)
Federer-Nadal:
From the 2003 Wimbledon Championships to the 2011 French Open, Federer and Nadal have won an unprecedented 26 out of 32 Grand Slam titles. In this time, both men have also completed the Career Grand Slam (Nadal has also completed the Career Golden Slam by winning the 2008 Beijing Olympics).
From Nadal's first Grand Slam victory at the 2005 French Open until the 2011 French Open, Federer and Nadal had won 22 of 25 Grand Slam titles (12 for Federer, 10 for Nadal). The exceptions were the 2008 and 2011 Australian Open, won by Novak Djokovic, and the 2009 US Open, won by Juan Martín del Potro.
Federer and Nadal are the only No. 1 and No. 2 pair in the open era to contest the French Open and Wimbledon men's finals back to back in a calendar year. They are also the only pair in the history of tennis to contest both of these finals back to back for three consecutive years (2006–08 ).
In the history of tennis, Federer and Nadal are the only pair to face each other in eight Grand Slam singles finals (2006–08 Wimbledon, 2006–08, 2011 French Open, 2009 Australian Open) in the span of 6 years. This broke the previous record of seven finals set by Bill Tilden and William Johnston (1919–25 U.S. Championships). Their match at the 2012 Australian Open also marked a record 10th time two players had faced each other in Grand Slam men's singles matches, tying with the record set by John McEnroe and Ivan Lendl.[66] This record has now been surpassed by Federer-Djokovic when they met for the 11th time in a Grand Slam at the 2012 Wimbledon semi-finals.
Federer and Nadal are the only No. 1 and No. 2 pair to win 11 consecutive Grand Slam singles tournaments between them (from the 2005 French Open to the 2007 US Open). In this period, Federer won 3 consecutive titles at both Wimbledon and the US Open and 2 consecutive titles at the Australian Open, while Nadal won 3 consecutive French Open titles.
During the open era, only two pairs of players have played each other in the final of the same Grand Slam singles tournament three consecutive years: Becker–Edberg (1988–90 Wimbledon) and Federer-Nadal (2006–08 French Open and 2006–08 Wimbledon).
Federer and Nadal are the only pair to win at least four consecutive finals at three different Grand Slams during the same period (2005–08 French Open for Nadal, 2003–07 Wimbledon and 2004–08 US Open for Federer).
From the 2004 Wimbledon Championships to the 2011 French Open, the pair appeared in 25 of 28 Grand Slams finals, winning all of them except the 2005 Australian Open, the 2008 Australian Open, the 2011 Australian Open, and the 2009 US Open.
Federer and Nadal have combined to win 8 consecutive Wimbledon (2003–10) and 9 consecutive French Open (2005–13).
Federer and Nadal won the French Open, Wimbledon and US Open trio for 4 consecutive years (2005–08 ).