CRDBX vs. OTRFX
CRDBX (Potomac Defensive Bull Fund) and OTRFX (OnTrack Core Fund) are both Tactical Allocation funds. Over the past 5 years, CRDBX returned 14.59%/yr vs 1.82%/yr for OTRFX. Their 0.25 correlation means their historical movements had little consistent relationship. CRDBX charges 1.24%/yr vs 2.58%/yr for OTRFX.
Performance
CRDBX vs. OTRFX - Performance Comparison
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Returns By Period
In the year-to-date period, CRDBX achieves a 19.70% return, which is significantly higher than OTRFX's 5.10% return.
CRDBX
- 1D
- 1.07%
- 1M
- 0.06%
- 6M
- 17.14%
- YTD
- 19.70%
- 1Y
- 34.51%
- 3Y*
- 19.07%
- 5Y*
- 14.59%
- 10Y*
- —
- ALL TIME*
- 20.50%
OTRFX
- 1D
- 0.16%
- 1M
- 0.06%
- 6M
- 1.48%
- YTD
- 5.10%
- 1Y
- 9.57%
- 3Y*
- 5.85%
- 5Y*
- 1.82%
- 10Y*
- 5.25%
- ALL TIME*
- 4.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
OTRFX OnTrack Core Fund | $0.00 | $0.00 | $0.00 |
CRDBX vs. OTRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CRDBX Potomac Defensive Bull Fund | 19.70% | 25.36% | 19.91% | 18.44% | -8.21% | 28.08% | 24.03% |
OTRFX OnTrack Core Fund | 5.10% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 11.59% |
Correlation
The correlation between CRDBX and OTRFX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.25 |
Over the past year, CRDBX and OTRFX have become more correlated (0.46) than their long-term average of 0.25, meaning their price movements have been converging.
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Return for Risk
CRDBX vs. OTRFX — Risk / Return Rank
CRDBX
OTRFX
CRDBX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Potomac Defensive Bull Fund (CRDBX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRDBX | OTRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.57 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 3.15 | +1.18 |
| Martin ratioReturn relative to average drawdown | 13.02 | 6.62 | +6.40 |
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Drawdowns
CRDBX vs. OTRFX - Drawdown Comparison
The maximum CRDBX drawdown since its inception was -28.12%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for CRDBX and OTRFX.
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Drawdown Indicators
| CRDBX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.12% | -9.73% | -18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -3.02% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.15% | -5.76% | -10.39% |
Max Drawdown (5Y)Largest decline over 5 years | -28.12% | -9.51% | -18.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.51% | — |
Current DrawdownCurrent decline from peak | -2.02% | -1.05% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -2.95% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.43% | +0.94% |
Volatility
CRDBX vs. OTRFX - Volatility Comparison
Potomac Defensive Bull Fund (CRDBX) has a higher volatility of 5.95% compared to OnTrack Core Fund (OTRFX) at 0.49%. This indicates that CRDBX's price experiences larger fluctuations and is considered to be riskier 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
| CRDBX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 0.49% | +5.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 2.29% | +10.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 4.15% | +12.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.03% | 3.07% | +16.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 3.56% | +16.85% |
CRDBX vs. OTRFX - Expense Ratio Comparison
CRDBX has a 1.24% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Dividends
CRDBX vs. OTRFX - Dividend Comparison
CRDBX's dividend yield for the trailing twelve months is around 12.83%, more than OTRFX's 12.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRDBX Potomac Defensive Bull Fund | 12.83% | 15.36% | 12.58% | 9.91% | 0.18% | 25.05% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OTRFX OnTrack Core Fund | 12.41% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
Frequently Asked Questions
CRDBX and OTRFX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRDBX has higher volatility (5.95%) compared to OTRFX (0.49%). In terms of maximum drawdown, CRDBX dropped -28.12% vs OTRFX's -9.73%.
OTRFX currently has the higher Sharpe Ratio (2.30 vs 1.88), 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.
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