FLOTX vs. PWRIX
Compare and contrast key facts about Donoghue Forlines Risk Managed Income Fund (FLOTX) and Donoghue Forlines Tactical Income Fund (PWRIX).
FLOTX is managed by Donoghue Forlines LLC. It was launched on Dec 26, 2017. PWRIX is managed by Donoghue Forlines LLC. It was launched on Sep 13, 2010.
Performance
FLOTX vs. PWRIX - Performance Comparison
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FLOTX vs. PWRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLOTX Donoghue Forlines Risk Managed Income Fund | -1.65% | 2.47% | 6.76% | 8.28% | -3.59% | 2.45% | 3.95% | 3.51% | 1.96% |
PWRIX Donoghue Forlines Tactical Income Fund | -1.04% | 3.58% | 4.57% | 8.09% | -9.39% | 3.11% | -4.54% | 9.07% | -0.96% |
Returns By Period
In the year-to-date period, FLOTX achieves a -1.65% return, which is significantly lower than PWRIX's -1.04% return.
FLOTX
- 1D
- 0.08%
- 1M
- -0.79%
- YTD
- -1.65%
- 6M
- -0.38%
- 1Y
- 0.89%
- 3Y*
- 4.95%
- 5Y*
- 2.62%
- 10Y*
- —
PWRIX
- 1D
- 0.29%
- 1M
- -1.48%
- YTD
- -1.04%
- 6M
- -0.27%
- 1Y
- 0.54%
- 3Y*
- 4.48%
- 5Y*
- 1.50%
- 10Y*
- 1.89%
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FLOTX vs. PWRIX - Expense Ratio Comparison
FLOTX has a 1.07% expense ratio, which is lower than PWRIX's 1.53% expense ratio.
Return for Risk
FLOTX vs. PWRIX — Risk / Return Rank
FLOTX
PWRIX
FLOTX vs. PWRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Risk Managed Income Fund (FLOTX) and Donoghue Forlines Tactical Income Fund (PWRIX). 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.
| FLOTX | PWRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.31 | +0.05 |
Sortino ratioReturn per unit of downside risk | 0.43 | 0.41 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.07 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 0.38 | -0.10 |
Martin ratioReturn relative to average drawdown | 0.64 | 1.13 | -0.48 |
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
| FLOTX | PWRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.31 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.34 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.49 | +0.71 |
Correlation
The correlation between FLOTX and PWRIX is 0.44, 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
FLOTX vs. PWRIX - Dividend Comparison
FLOTX's dividend yield for the trailing twelve months is around 6.88%, more than PWRIX's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLOTX Donoghue Forlines Risk Managed Income Fund | 6.88% | 5.79% | 7.15% | 7.16% | 1.56% | 2.13% | 2.42% | 3.78% | 3.20% | 0.00% | 0.00% | 0.00% |
PWRIX Donoghue Forlines Tactical Income Fund | 3.63% | 2.17% | 4.85% | 3.78% | 0.41% | 2.88% | 1.14% | 1.79% | 3.99% | 3.91% | 0.66% | 1.96% |
Drawdowns
FLOTX vs. PWRIX - Drawdown Comparison
The maximum FLOTX drawdown since its inception was -4.40%, smaller than the maximum PWRIX drawdown of -14.55%. Use the drawdown chart below to compare losses from any high point for FLOTX and PWRIX.
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Drawdown Indicators
| FLOTX | PWRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.40% | -14.55% | +10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -2.36% | -2.09% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -4.40% | -12.43% | +8.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.55% | — |
Current DrawdownCurrent decline from peak | -2.07% | -1.80% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -2.98% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 0.71% | +0.35% |
Volatility
FLOTX vs. PWRIX - Volatility Comparison
The current volatility for Donoghue Forlines Risk Managed Income Fund (FLOTX) is 0.63%, while Donoghue Forlines Tactical Income Fund (PWRIX) has a volatility of 0.87%. This indicates that FLOTX experiences smaller price fluctuations and is considered to be less risky than PWRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLOTX | PWRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 0.87% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.33% | 1.65% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.25% | 2.13% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.67% | 4.46% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.47% | 4.55% | -2.08% |