CRDBX vs. GOIIX
Compare and contrast key facts about Conquer Risk Defensive Bull Fund (CRDBX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX).
CRDBX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020. GOIIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
CRDBX vs. GOIIX - Performance Comparison
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CRDBX vs. GOIIX - 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% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | -1.56% | 15.03% | 14.81% | 15.16% | -15.86% | 12.65% | 15.56% |
Returns By Period
In the year-to-date period, CRDBX achieves a 1.84% return, which is significantly higher than GOIIX's -1.56% return.
CRDBX
- 1D
- 4.87%
- 1M
- 4.80%
- YTD
- 1.84%
- 6M
- 8.34%
- 1Y
- 36.76%
- 3Y*
- 15.04%
- 5Y*
- 12.48%
- 10Y*
- —
GOIIX
- 1D
- 1.89%
- 1M
- -4.56%
- YTD
- -1.56%
- 6M
- 0.73%
- 1Y
- 14.06%
- 3Y*
- 12.49%
- 5Y*
- 6.49%
- 10Y*
- 7.90%
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CRDBX vs. GOIIX - Expense Ratio Comparison
CRDBX has a 1.24% expense ratio, which is higher than GOIIX's 0.19% expense ratio.
Return for Risk
CRDBX vs. GOIIX — Risk / Return Rank
CRDBX
GOIIX
CRDBX vs. GOIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conquer Risk Defensive Bull Fund (CRDBX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). 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 | GOIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.39 | +0.37 |
Sortino ratioReturn per unit of downside risk | 3.26 | 1.85 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.28 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 5.17 | 1.30 | +3.88 |
Martin ratioReturn relative to average drawdown | 16.62 | 5.74 | +10.88 |
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
| CRDBX | GOIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.39 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.62 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.52 | -0.51 |
Correlation
The correlation between CRDBX and GOIIX is 0.61, 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. GOIIX - Dividend Comparison
CRDBX's dividend yield for the trailing twelve months is around 15.08%, more than GOIIX's 8.72% 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% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | 8.72% | 7.98% | 9.79% | 1.97% | 5.09% | 6.80% | 3.47% | 2.29% | 3.04% | 2.73% | 1.37% | 3.99% |
Drawdowns
CRDBX vs. GOIIX - Drawdown Comparison
The maximum CRDBX drawdown since its inception was -97.00%, which is greater than GOIIX's maximum drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for CRDBX and GOIIX.
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Drawdown Indicators
| CRDBX | GOIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.00% | -43.63% | -53.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -8.55% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -97.00% | -23.78% | -73.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.07% | — |
Current DrawdownCurrent decline from peak | -95.71% | -5.34% | -90.37% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -6.44% | -19.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.15% | +0.07% |
Volatility
CRDBX vs. GOIIX - Volatility Comparison
Conquer Risk Defensive Bull Fund (CRDBX) has a higher volatility of 5.18% compared to Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) at 4.36%. This indicates that CRDBX's price experiences larger fluctuations and is considered to be riskier than GOIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRDBX | GOIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.36% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 6.73% | +3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.01% | 10.54% | +10.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,635.86% | 10.61% | +1,625.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,525.82% | 11.23% | +1,514.59% |