PortfoliosLab logoPortfoliosLab logo
Donoghue Forlines Dividend Fund (PWDIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US66538B8265
CUSIP
66538B826
Inception Date
Nov 6, 2013
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Donoghue Forlines Dividend Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Donoghue Forlines Dividend Fund (PWDIX) has returned 5.35% so far this year and 19.74% over the past 12 months. Over the last ten years, PWDIX has returned 5.42% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Donoghue Forlines Dividend Fund

1D
0.19%
1M
-3.75%
YTD
5.35%
6M
7.26%
1Y
19.74%
3Y*
13.51%
5Y*
7.36%
10Y*
5.42%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 8, 2013, PWDIX's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +15.0%, while the worst month was Feb 2020 at -10.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 10 months.

On a daily basis, PWDIX closed higher 46% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 3, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.08%3.17%-3.75%5.35%
20255.98%1.44%-3.65%-5.05%5.10%3.80%1.53%4.33%1.75%-2.38%2.93%1.33%17.73%
2024-0.72%3.61%4.61%-3.13%3.00%-1.98%5.73%2.60%1.03%-1.36%5.32%-6.25%12.33%
20235.39%-3.78%-6.22%0.25%-2.35%3.74%4.04%-4.24%-4.01%-2.45%3.57%6.97%-0.18%
2022-2.19%-0.43%3.00%-5.21%4.62%-10.15%3.05%-2.05%-4.98%6.38%3.69%-4.64%-9.83%
20212.68%4.56%7.72%3.02%3.72%-0.29%-0.66%1.55%-3.77%4.32%-1.64%7.15%31.54%

Benchmark Metrics

Donoghue Forlines Dividend Fund has an annualized alpha of -0.98%, beta of 0.61, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since November 11, 2013.

  • This fund participated in 84.36% of S&P 500 Index downside but only 64.71% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.61 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.98%
Beta
0.61
0.59
Upside Capture
64.71%
Downside Capture
84.36%

Expense Ratio

PWDIX has a high expense ratio of 1.56%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PWDIX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PWDIX Risk / Return Rank: 6868
Overall Rank
PWDIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PWDIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PWDIX Omega Ratio Rank: 7171
Omega Ratio Rank
PWDIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PWDIX Martin Ratio Rank: 6868
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 Donoghue Forlines Dividend Fund (PWDIX) and compare them to a chosen benchmark (S&P 500 Index).


PWDIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.90

+0.37

Sortino ratio

Return per unit of downside risk

1.75

1.39

+0.37

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.47

1.40

+0.08

Martin ratio

Return relative to average drawdown

6.45

6.61

-0.16

Explore PWDIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Donoghue Forlines Dividend Fund provided a 1.91% dividend yield over the last twelve months, with an annual payout of $0.21 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.21$0.13$0.20$0.15$0.11$0.22$0.27$0.26$2.69$0.41$0.17$0.37

Dividend yield

1.91%1.22%2.16%1.75%1.29%2.31%3.66%3.10%30.58%3.25%1.45%3.55%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.11$0.11
2025$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.00$0.13
2024$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.08$0.20
2023$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.02$0.15
2022$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.11
2021$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.07$0.22

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Donoghue Forlines Dividend 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 Donoghue Forlines Dividend Fund was 40.86%, occurring on Mar 23, 2020. Recovery took 411 trading sessions.

The current Donoghue Forlines Dividend Fund drawdown is 4.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.86%Jan 29, 2018541Mar 23, 2020411Nov 5, 2021952
-21.29%Apr 21, 2022383Oct 27, 2023211Aug 30, 2024594
-16.86%Feb 20, 202534Apr 8, 202557Jul 1, 202591
-7.98%Dec 2, 202415Dec 20, 202418Jan 21, 202533
-7.7%May 5, 2015194Feb 9, 201682Jun 7, 2016276

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...