FLOTX vs. RCRIX

Last updated Apr 1, 2026

Compare and contrast key facts about Donoghue Forlines Risk Managed Income Fund (FLOTX) and RiverPark Floating Rate CMBS Fund (RCRIX).

FLOTX is managed by Donoghue Forlines LLC. It was launched on Dec 26, 2017. RCRIX is managed by RiverPark Funds. It was launched on Sep 29, 2016.

Performance

FLOTX vs. RCRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donoghue Forlines Risk Managed Income Fund (FLOTX) and RiverPark Floating Rate CMBS Fund (RCRIX). The values are adjusted to include any dividend payments, if applicable.

FLOTX vs. RCRIX - 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%
RCRIX RiverPark Floating Rate CMBS Fund	0.88%	5.56%	10.01%	9.85%	-0.72%	2.81%	-8.51%	4.46%	45.17%

Returns By Period

In the year-to-date period, FLOTX achieves a -1.65% return, which is significantly lower than RCRIX's 0.88% return.

FLOTX

• 1D: 0.08%
• 1M: -0.79%
• YTD: -1.65%
• 6M: -0.38%
• 1Y: 0.89%
• 3Y*: 4.95%
• 5Y*: 2.62%
• 10Y*: —

RCRIX

• 1D: 0.11%
• 1M: 0.11%
• YTD: 0.88%
• 6M: 2.04%
• 1Y: 5.49%
• 3Y*: 8.16%
• 5Y*: 5.21%
• 10Y*: —

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

FLOTX vs. RCRIX - Expense Ratio Comparison

FLOTX has a 1.07% expense ratio, which is higher than RCRIX's 0.85% expense ratio.

FLOTX

Donoghue Forlines Risk Managed Income Fund

RCRIX

RiverPark Floating Rate CMBS Fund

Return for Risk

FLOTX vs. RCRIX — Risk / Return Rank

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

FLOTX

FLOTX Risk / Return Rank: 11
FLOTX Sharpe Ratio Rank: 13
FLOTX Sortino Ratio Rank: 9
FLOTX Omega Ratio Rank: 13
FLOTX Calmar Ratio Rank: 11
FLOTX Martin Ratio Rank: 10

RCRIX

RCRIX Risk / Return Rank: 98
RCRIX Sharpe Ratio Rank: 99
RCRIX Sortino Ratio Rank: 98
RCRIX Omega Ratio Rank: 99
RCRIX Calmar Ratio Rank: 93
RCRIX Martin Ratio Rank: 98

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.

FLOTX vs. RCRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Risk Managed Income Fund (FLOTX) and RiverPark Floating Rate CMBS Fund (RCRIX). 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	RCRIX	Difference
Sharpe ratio Return per unit of total volatility	0.35	3.51	-3.16
Sortino ratio Return per unit of downside risk	0.43	5.49	-5.06
Omega ratio Gain probability vs. loss probability	1.09	3.02	-1.93
Calmar ratio Return relative to maximum drawdown	0.28	2.84	-2.56
Martin ratio Return relative to average drawdown	0.64	23.96	-23.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLOTX vs. RCRIX - Sharpe Ratio Comparison

The current FLOTX Sharpe Ratio is 0.35, which is lower than the RCRIX Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of FLOTX and RCRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLOTX	RCRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	3.51	-3.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	3.27	-2.29
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	1.08	+0.12

Correlation

The correlation between FLOTX and RCRIX is 0.11, 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

FLOTX vs. RCRIX - Dividend Comparison

FLOTX's dividend yield for the trailing twelve months is around 6.88%, more than RCRIX's 4.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
RCRIX RiverPark Floating Rate CMBS Fund	4.67%	5.30%	6.85%	7.90%	3.80%	2.34%	3.16%	3.36%	49.16%	3.64%

Drawdowns

FLOTX vs. RCRIX - Drawdown Comparison

The maximum FLOTX drawdown since its inception was -4.40%, smaller than the maximum RCRIX drawdown of -30.00%. Use the drawdown chart below to compare losses from any high point for FLOTX and RCRIX.

Drawdown Indicators

	FLOTX	RCRIX	Difference
Max Drawdown Largest peak-to-trough decline	-4.40%	-30.00%	+25.60%
Max Drawdown (1Y) Largest decline over 1 year	-2.36%	-1.82%	-0.54%
Max Drawdown (5Y) Largest decline over 5 years	-4.40%	-3.75%	-0.65%
Current Drawdown Current decline from peak	-2.07%	0.00%	-2.07%
Average Drawdown Average peak-to-trough decline	-1.02%	-3.07%	+2.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	0.23%	+0.83%

Volatility

FLOTX vs. RCRIX - Volatility Comparison

Donoghue Forlines Risk Managed Income Fund (FLOTX) has a higher volatility of 0.63% compared to RiverPark Floating Rate CMBS Fund (RCRIX) at 0.30%. This indicates that FLOTX's price experiences larger fluctuations and is considered to be riskier than RCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLOTX	RCRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.63%	0.30%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	1.33%	0.58%	+0.75%
Volatility (1Y) Calculated over the trailing 1-year period	2.25%	1.54%	+0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.67%	1.60%	+1.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.47%	8.01%	-5.54%