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ISIN
US20369B1089
Inception Date
Apr 28, 2016
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

CDCDX Performance Chart

The Community Development Fund (CDCDX) is up 0.3% since the beginning of the year. CDCDX is currently trading at $9 per share. Investors who bought $1,000 worth of CDCDX shares 5 years ago would now be looking at an investment worth $1,027.


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S&P 500 Index

Returns By Period

The Community Development Fund (CDCDX) has returned 0.30% so far this year and 3.23% over the past 12 months.


The Community Development Fund

1D
-0.11%
1M
-0.16%
YTD
0.30%
6M
0.46%
1Y
3.23%
3Y*
3.19%
5Y*
0.53%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDCDX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, CDCDX's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.

Historically, 52% of months were positive and 48% were negative. The best month was Dec 2023 with a return of +2.8%, while the worst month was Sep 2022 at -2.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 11 months.

On a daily basis, CDCDX closed higher 38% of trading days. The best single day was Mar 23, 2020 with a return of +1.2%, while the worst single day was Mar 20, 2020 at -1.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.28%1.49%-1.36%0.06%-0.05%-0.11%0.30%
20250.92%0.82%0.38%0.61%-0.67%0.84%-0.28%1.23%0.27%0.55%0.33%-0.39%4.71%
20240.13%-0.67%0.82%-1.34%1.06%0.94%1.38%1.37%0.80%-1.74%0.82%-1.12%2.41%
20232.00%-1.04%0.86%0.34%-0.24%-0.36%-0.01%-0.24%-1.48%-1.39%2.59%2.79%3.76%
2022-0.84%-0.84%-1.16%-1.28%0.00%-0.75%1.42%-1.59%-2.61%-0.96%1.85%-0.05%-6.68%
2021-0.10%-0.72%-0.51%0.80%0.09%-0.11%0.08%-0.21%-0.31%-0.33%-0.42%-0.12%-1.86%

Benchmark Metrics

The Community Development Fund has an annualized alpha of 1.47%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

  • This fund participated in 8.18% of S&P 500 Index downside but only 6.88% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.47%
Beta
-0.00
0.00
Upside Capture
6.88%
Downside Capture
8.18%

Expense Ratio

CDCDX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CDCDX ranks 15 for risk / return — in the bottom 15% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CDCDX Risk / Return Rank: 1515
Overall Rank
CDCDX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CDCDX Sortino Ratio Rank: 1414
Sortino Ratio Rank
CDCDX Omega Ratio Rank: 1414
Omega Ratio Rank
CDCDX Calmar Ratio Rank: 1616
Calmar Ratio Rank
CDCDX 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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The Community Development Fund (CDCDX) and compare them to S&P 500 Index.


CDCDXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.39

-1.35

Sortino ratio

Return per unit of downside risk

1.55

3.25

-1.71

Omega ratio

Gain probability vs. loss probability

1.19

1.43

-0.24

Calmar ratio

Return relative to maximum drawdown

1.43

3.11

-1.69

Martin ratio

Return relative to average drawdown

4.11

14.38

-10.28

Dividends

Dividend History

The Community Development Fund provided a 2.53% dividend yield over the last twelve months, with an annual payout of $0.23 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.23$0.19$0.24$0.30$0.28$0.09$0.15$0.18$0.18$0.19

Dividend yield

2.53%2.12%2.73%3.36%3.19%0.96%1.46%1.86%1.90%1.94%

Monthly Dividends

The table displays the monthly dividend distributions for The Community Development Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.02$0.03$0.03$0.03$0.00$0.13
2025$0.02$0.02$0.02$0.02$0.00$0.02$0.03$0.00$0.02$0.00$0.00$0.02$0.19
2024$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.00$0.24
2023$0.02$0.02$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.00$0.02$0.13$0.30
2022$0.01$0.02$0.01$0.01$0.01$0.00$0.01$0.01$0.00$0.01$0.01$0.18$0.28
2021$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the The Community Development Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Community Development Fund was 10.67%, occurring on Oct 20, 2022. Recovery took 613 trading sessions.

The current The Community Development Fund drawdown is 1.46%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-10.67%Oct 2022
1y 8mo2y 5mo
4y 2moJan 2021 - Apr 2025
COVID crash2020
-3.90%Mar 2020
16d1mo 2d
1mo 18dMar 2020 - Apr 2020
Rate-hike selloffLate 2018
-3.24%Nov 2018
1y 2mo3mo 20d
1y 5moSep 2017 - Feb 2019
2026 pullback2026
-2.29%May 2026
2mo 18d
3mo 3dMar 2026 - now
2025 selloff2025
-1.99%Apr 2025
4d3mo 25d
3mo 29dApr 2025 - Aug 2025

Drawdown Indicators


CDCDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-10.67%

-56.78%

+46.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-9.10%

+6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-3.97%

-18.90%

+14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-10.36%

-25.43%

+15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.46%

0.00%

-1.46%

Average Drawdown

Average peak-to-trough decline

-2.48%

-10.72%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.97%

-1.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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