CRMVX vs. PDIIX
Compare and contrast key facts about Conquer Risk Managed Volatility Fund (CRMVX) and PIMCO Diversified Income Fund (PDIIX).
CRMVX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020. PDIIX is managed by PIMCO. It was launched on Jul 30, 2003.
Performance
CRMVX vs. PDIIX - Performance Comparison
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CRMVX vs. PDIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CRMVX Conquer Risk Managed Volatility Fund | 0.81% | 4.91% | 1.22% | 0.25% | 4.76% | 0.61% | 3.98% |
PDIIX PIMCO Diversified Income Fund | -1.40% | 10.42% | 6.38% | 10.41% | -14.70% | 0.42% | 7.16% |
Returns By Period
In the year-to-date period, CRMVX achieves a 0.81% return, which is significantly higher than PDIIX's -1.40% return.
CRMVX
- 1D
- -0.30%
- 1M
- 0.40%
- YTD
- 0.81%
- 6M
- 1.01%
- 1Y
- 6.50%
- 3Y*
- 3.99%
- 5Y*
- 2.59%
- 10Y*
- —
PDIIX
- 1D
- 0.41%
- 1M
- -2.57%
- YTD
- -1.40%
- 6M
- 0.67%
- 1Y
- 6.51%
- 3Y*
- 7.62%
- 5Y*
- 2.29%
- 10Y*
- 4.38%
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CRMVX vs. PDIIX - Expense Ratio Comparison
CRMVX has a 1.62% expense ratio, which is higher than PDIIX's 0.75% expense ratio.
Return for Risk
CRMVX vs. PDIIX — Risk / Return Rank
CRMVX
PDIIX
CRMVX vs. PDIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conquer Risk Managed Volatility Fund (CRMVX) and PIMCO Diversified Income Fund (PDIIX). 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.
| CRMVX | PDIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.71 | -0.12 |
Sortino ratioReturn per unit of downside risk | 2.17 | 2.43 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.09 | +0.30 |
Martin ratioReturn relative to average drawdown | 7.77 | 8.55 | -0.78 |
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
| CRMVX | PDIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.71 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.47 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 1.20 | -1.20 |
Correlation
The correlation between CRMVX and PDIIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CRMVX vs. PDIIX - Dividend Comparison
CRMVX's dividend yield for the trailing twelve months is around 5.71%, more than PDIIX's 5.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRMVX Conquer Risk Managed Volatility Fund | 5.71% | 5.75% | 3.75% | 2.74% | 0.57% | 2.59% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDIIX PIMCO Diversified Income Fund | 5.12% | 5.42% | 5.21% | 4.66% | 3.91% | 3.65% | 3.68% | 5.04% | 4.46% | 4.84% | 4.94% | 7.68% |
Drawdowns
CRMVX vs. PDIIX - Drawdown Comparison
The maximum CRMVX drawdown since its inception was -97.39%, which is greater than PDIIX's maximum drawdown of -21.96%. Use the drawdown chart below to compare losses from any high point for CRMVX and PDIIX.
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Drawdown Indicators
| CRMVX | PDIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.39% | -21.96% | -75.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -3.55% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -97.39% | -20.50% | -76.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.50% | — |
Current DrawdownCurrent decline from peak | -97.14% | -2.96% | -94.18% |
Average DrawdownAverage peak-to-trough decline | -22.05% | -2.83% | -19.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.87% | -0.01% |
Volatility
CRMVX vs. PDIIX - Volatility Comparison
Conquer Risk Managed Volatility Fund (CRMVX) and PIMCO Diversified Income Fund (PDIIX) have volatilities of 1.80% and 1.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRMVX | PDIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.79% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 2.55% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 3.98% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,708.90% | 4.93% | +1,703.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,593.93% | 4.86% | +1,589.07% |