CGFIX vs. OTRFX
Compare and contrast key facts about abrdn Global Absolute Return Strategies Fund (CGFIX) and OnTrack Core Fund (OTRFX).
CGFIX is managed by Aberdeen. It was launched on Oct 31, 1990. OTRFX is managed by Advisors Preferred. It was launched on Jan 14, 2013.
Performance
CGFIX vs. OTRFX - Performance Comparison
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CGFIX vs. OTRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGFIX abrdn Global Absolute Return Strategies Fund | -0.35% | 5.79% | 4.85% | -2.54% | -9.99% | 1.39% | 6.37% | 7.26% | 0.97% | 1.62% |
OTRFX OnTrack Core Fund | 3.15% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
Returns By Period
In the year-to-date period, CGFIX achieves a -0.35% return, which is significantly lower than OTRFX's 3.15% return. Over the past 10 years, CGFIX has underperformed OTRFX with an annualized return of 1.91%, while OTRFX has yielded a comparatively higher 5.68% annualized return.
CGFIX
- 1D
- 0.36%
- 1M
- -2.43%
- YTD
- -0.35%
- 6M
- 0.47%
- 1Y
- 4.99%
- 3Y*
- 3.59%
- 5Y*
- -0.04%
- 10Y*
- 1.91%
OTRFX
- 1D
- 0.02%
- 1M
- -2.38%
- YTD
- 3.15%
- 6M
- 5.25%
- 1Y
- 9.52%
- 3Y*
- 5.34%
- 5Y*
- 1.88%
- 10Y*
- 5.68%
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CGFIX vs. OTRFX - Expense Ratio Comparison
CGFIX has a 0.78% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Return for Risk
CGFIX vs. OTRFX — Risk / Return Rank
CGFIX
OTRFX
CGFIX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Global Absolute Return Strategies Fund (CGFIX) and OnTrack Core Fund (OTRFX). 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.
| CGFIX | OTRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 2.17 | -0.69 |
Sortino ratioReturn per unit of downside risk | 2.04 | 2.94 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.50 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 3.07 | -1.14 |
Martin ratioReturn relative to average drawdown | 8.06 | 8.74 | -0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGFIX | OTRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.17 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.62 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 1.55 | -1.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.24 | -0.35 |
Correlation
The correlation between CGFIX and OTRFX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CGFIX vs. OTRFX - Dividend Comparison
CGFIX's dividend yield for the trailing twelve months is around 6.14%, less than OTRFX's 12.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGFIX abrdn Global Absolute Return Strategies Fund | 6.14% | 5.51% | 6.43% | 2.08% | 0.00% | 7.49% | 0.23% | 3.29% | 6.05% | 0.33% | 1.12% | 0.35% |
OTRFX OnTrack Core Fund | 12.64% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
Drawdowns
CGFIX vs. OTRFX - Drawdown Comparison
The maximum CGFIX drawdown since its inception was -20.28%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for CGFIX and OTRFX.
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Drawdown Indicators
| CGFIX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -9.73% | -10.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -3.02% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -9.51% | -10.77% |
Max Drawdown (10Y)Largest decline over 10 years | -20.28% | -9.51% | -10.77% |
Current DrawdownCurrent decline from peak | -3.32% | -2.89% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -2.98% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 1.06% | -0.39% |
Volatility
CGFIX vs. OTRFX - Volatility Comparison
The current volatility for abrdn Global Absolute Return Strategies Fund (CGFIX) is 1.50%, while OnTrack Core Fund (OTRFX) has a volatility of 1.79%. This indicates that CGFIX experiences smaller price fluctuations and is considered to be less risky than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGFIX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 1.79% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 3.90% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 4.34% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.76% | 3.06% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.74% | 3.68% | +1.06% |