CRDBX vs. COTZX
Compare and contrast key facts about Conquer Risk Defensive Bull Fund (CRDBX) and Columbia Thermostat Fund (COTZX).
CRDBX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020. COTZX is managed by Columbia. It was launched on Sep 24, 2002.
Performance
CRDBX vs. COTZX - Performance Comparison
Loading graphics...
CRDBX vs. COTZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CRDBX Conquer Risk Defensive Bull Fund | 1.84% | 25.36% | 19.91% | 18.44% | -8.22% | 28.08% | 24.03% |
COTZX Columbia Thermostat Fund | -1.58% | 15.02% | 7.98% | 11.66% | -12.92% | 6.44% | 12.31% |
Returns By Period
In the year-to-date period, CRDBX achieves a 1.84% return, which is significantly higher than COTZX's -1.58% return.
CRDBX
- 1D
- 4.87%
- 1M
- 4.80%
- YTD
- 1.84%
- 6M
- 8.34%
- 1Y
- 36.76%
- 3Y*
- 15.04%
- 5Y*
- 12.48%
- 10Y*
- —
COTZX
- 1D
- 1.22%
- 1M
- -2.29%
- YTD
- -1.58%
- 6M
- -0.40%
- 1Y
- 12.29%
- 3Y*
- 9.35%
- 5Y*
- 4.20%
- 10Y*
- 7.08%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CRDBX vs. COTZX - Expense Ratio Comparison
CRDBX has a 1.24% expense ratio, which is higher than COTZX's 0.24% expense ratio.
Return for Risk
CRDBX vs. COTZX — Risk / Return Rank
CRDBX
COTZX
CRDBX vs. COTZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conquer Risk Defensive Bull Fund (CRDBX) and Columbia Thermostat Fund (COTZX). 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.
| CRDBX | COTZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.49 | +0.27 |
Sortino ratioReturn per unit of downside risk | 3.26 | 2.39 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.37 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 5.17 | 2.41 | +2.77 |
Martin ratioReturn relative to average drawdown | 16.62 | 12.35 | +4.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CRDBX | COTZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.49 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.58 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.63 | -0.62 |
Correlation
The correlation between CRDBX and COTZX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CRDBX vs. COTZX - Dividend Comparison
CRDBX's dividend yield for the trailing twelve months is around 15.08%, more than COTZX's 3.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRDBX Conquer Risk Defensive Bull Fund | 15.08% | 15.36% | 12.58% | 9.91% | 0.18% | 25.05% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COTZX Columbia Thermostat Fund | 3.42% | 3.37% | 3.55% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 4.45% | 3.13% | 2.66% | 4.26% |
Drawdowns
CRDBX vs. COTZX - Drawdown Comparison
The maximum CRDBX drawdown since its inception was -97.00%, which is greater than COTZX's maximum drawdown of -47.48%. Use the drawdown chart below to compare losses from any high point for CRDBX and COTZX.
Loading graphics...
Drawdown Indicators
| CRDBX | COTZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.00% | -47.48% | -49.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -5.40% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -97.00% | -17.80% | -79.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.80% | — |
Current DrawdownCurrent decline from peak | -95.71% | -2.62% | -93.09% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -3.49% | -22.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 1.05% | +1.17% |
Volatility
CRDBX vs. COTZX - Volatility Comparison
Conquer Risk Defensive Bull Fund (CRDBX) has a higher volatility of 5.18% compared to Columbia Thermostat Fund (COTZX) at 2.55%. This indicates that CRDBX's price experiences larger fluctuations and is considered to be riskier than COTZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CRDBX | COTZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 2.55% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 3.61% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.01% | 8.58% | +12.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,635.86% | 7.30% | +1,628.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,525.82% | 7.36% | +1,518.46% |