CRDBX vs. GPIFX

Last updated Jun 4, 2026

CRDBX (Potomac Defensive Bull Fund) and GPIFX (GuidePath Flexible Income Allocation Fund) are both Tactical Allocation funds. Over the past 5 years, CRDBX returned 15.87%/yr vs 0.49%/yr for GPIFX. At a 0.29 correlation, their price movements are largely independent. CRDBX charges 1.24%/yr vs 0.50%/yr for GPIFX.

Performance

CRDBX vs. GPIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Potomac Defensive Bull Fund (CRDBX) and GuidePath Flexible Income Allocation Fund (GPIFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRDBX achieves a 18.79% return, which is significantly higher than GPIFX's 2.20% return.

CRDBX

• 1D: 0.24%
• 1M: 6.93%
• YTD: 18.79%
• 6M: 18.23%
• 1Y: 42.68%
• 3Y*: 19.96%
• 5Y*: 15.87%
• 10Y*: —

GPIFX

• 1D: 0.11%
• 1M: 0.68%
• YTD: 2.20%
• 6M: 2.40%
• 1Y: 6.75%
• 3Y*: 4.81%
• 5Y*: 0.49%
• 10Y*: 2.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRDBX vs. GPIFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CRDBX Potomac Defensive Bull Fund	18.79%	25.36%	19.91%	18.44%	-8.21%	28.08%	24.03%
GPIFX GuidePath Flexible Income Allocation Fund	2.20%	3.69%	4.22%	7.13%	-14.14%	1.17%	7.33%

Correlation

The correlation between CRDBX and GPIFX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (All Time) Calculated using the full available price history since Jul 2, 2020	0.29

The correlation between CRDBX and GPIFX shifts across timeframes, from 0.26 (5 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

CRDBX vs. GPIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRDBX

CRDBX Risk / Return Rank: 93
CRDBX Sharpe Ratio Rank: 92
CRDBX Sortino Ratio Rank: 90
CRDBX Omega Ratio Rank: 94
CRDBX Calmar Ratio Rank: 96
CRDBX Martin Ratio Rank: 93

GPIFX

GPIFX Risk / Return Rank: 87
GPIFX Sharpe Ratio Rank: 86
GPIFX Sortino Ratio Rank: 87
GPIFX Omega Ratio Rank: 89
GPIFX Calmar Ratio Rank: 85
GPIFX Martin Ratio Rank: 90

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.

CRDBX vs. GPIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Potomac Defensive Bull Fund (CRDBX) and GuidePath Flexible Income Allocation Fund (GPIFX). 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	GPIFX	Difference
Sharpe ratio: Return per unit of total volatility	3.13	2.82	+0.31
Sortino ratio: Return per unit of downside risk	4.40	4.13	+0.27
Omega ratio: Gain probability vs. loss probability	1.73	1.63	+0.10
Calmar ratio: Return relative to maximum drawdown	6.21	4.01	+2.20
Martin ratio: Return relative to average drawdown	20.42	18.30	+2.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRDBX vs. GPIFX - Sharpe Ratio Comparison

The current CRDBX Sharpe Ratio is 3.13, which is comparable to the GPIFX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of CRDBX and GPIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRDBX	GPIFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.13	2.82	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.10	+0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.47	+0.63

Drawdowns

CRDBX vs. GPIFX - Drawdown Comparison

The maximum CRDBX drawdown since its inception was -28.12%, which is greater than GPIFX's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for CRDBX and GPIFX.

Drawdown Indicators

	CRDBX	GPIFX	Difference
Max Drawdown Largest peak-to-trough decline	-28.12%	-16.72%	-11.40%
Max Drawdown (1Y) Largest decline over 1 year	-7.13%	-1.69%	-5.44%
Max Drawdown (3Y) Largest decline over 3 years	-17.77%	-4.14%	-13.63%
Max Drawdown (5Y) Largest decline over 5 years	-28.12%	-16.72%	-11.40%
Max Drawdown (10Y) Largest decline over 10 years	—	-16.72%	—
Current Drawdown Current decline from peak	0.00%	-0.20%	+0.20%
Average Drawdown Average peak-to-trough decline	-6.58%	-4.03%	-2.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	0.37%	+1.79%

Volatility

CRDBX vs. GPIFX - Volatility Comparison

Potomac Defensive Bull Fund (CRDBX) has a higher volatility of 4.15% compared to GuidePath Flexible Income Allocation Fund (GPIFX) at 0.77%. This indicates that CRDBX's price experiences larger fluctuations and is considered to be riskier than GPIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRDBX	GPIFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	0.77%	+3.38%
Volatility (6M) Calculated over the trailing 6-month period	10.80%	1.96%	+8.84%
Volatility (1Y) Calculated over the trailing 1-year period	14.16%	2.41%	+11.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.73%	4.79%	+14.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.36%	5.32%	+15.04%

CRDBX vs. GPIFX - Expense Ratio Comparison

CRDBX has a 1.24% expense ratio, which is higher than GPIFX's 0.50% expense ratio.

Dividends

CRDBX vs. GPIFX - Dividend Comparison

CRDBX's dividend yield for the trailing twelve months is around 12.93%, more than GPIFX's 4.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRDBX Potomac Defensive Bull Fund	12.93%	15.36%	12.58%	9.91%	0.18%	25.05%	1.65%	0.00%	0.00%	0.00%	0.00%	0.00%
GPIFX GuidePath Flexible Income Allocation Fund	4.56%	5.15%	5.18%	4.86%	1.96%	3.10%	2.62%	3.73%	3.46%	3.90%	1.97%	1.24%

Frequently Asked Questions

Can I hold both CRDBX and GPIFX in my portfolio?

CRDBX and GPIFX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRDBX or GPIFX?

CRDBX has higher volatility (4.15%) compared to GPIFX (0.77%). In terms of maximum drawdown, CRDBX dropped -28.12% vs GPIFX's -16.72%.

Which has better risk-adjusted returns?

CRDBX currently has the higher Sharpe Ratio (3.13 vs 2.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.