CRDBX vs. QUS

In the year-to-date period, CRDBX achieves a 2.45% return, which is significantly lower than QUS's 2.78% return.

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CRDBX has a 1.24% expense ratio, which is higher than QUS's 0.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Conquer Risk Defensive Bull Fund (CRDBX) and SPDR MSCI USA StrategicFactors ETF (QUS). 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.

The current CRDBX Sharpe Ratio is 0.48, which is lower than the QUS Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CRDBX and QUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CRDBX's dividend yield for the trailing twelve months is around 12.28%, more than QUS's 1.45% yield.

The maximum CRDBX drawdown since its inception was -28.34%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CRDBX and QUS.

The current volatility for Conquer Risk Defensive Bull Fund (CRDBX) is 1.35%, while SPDR MSCI USA StrategicFactors ETF (QUS) has a volatility of 3.88%. This indicates that CRDBX experiences smaller price fluctuations and is considered to be less risky than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.