GTAIX vs. CRDBX
Compare and contrast key facts about Donoghue Forlines Tactical Allocation Fund (GTAIX) and Conquer Risk Defensive Bull Fund (CRDBX).
GTAIX is managed by Donoghue Forlines LLC. It was launched on Apr 5, 2018. CRDBX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020.
Performance
GTAIX vs. CRDBX - Performance Comparison
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GTAIX vs. CRDBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GTAIX Donoghue Forlines Tactical Allocation Fund | 3.23% | 13.49% | 8.39% | 15.59% | -14.49% | 9.25% | 12.07% |
CRDBX Conquer Risk Defensive Bull Fund | 1.84% | 25.36% | 19.91% | 18.44% | -8.22% | 28.08% | 24.03% |
Returns By Period
In the year-to-date period, GTAIX achieves a 3.23% return, which is significantly higher than CRDBX's 1.84% return.
GTAIX
- 1D
- 1.46%
- 1M
- -2.56%
- YTD
- 3.23%
- 6M
- 5.17%
- 1Y
- 17.00%
- 3Y*
- 12.47%
- 5Y*
- 5.78%
- 10Y*
- —
CRDBX
- 1D
- 4.87%
- 1M
- 4.80%
- YTD
- 1.84%
- 6M
- 8.34%
- 1Y
- 36.76%
- 3Y*
- 15.04%
- 5Y*
- 12.48%
- 10Y*
- —
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GTAIX vs. CRDBX - Expense Ratio Comparison
GTAIX has a 1.20% expense ratio, which is lower than CRDBX's 1.24% expense ratio.
Return for Risk
GTAIX vs. CRDBX — Risk / Return Rank
GTAIX
CRDBX
GTAIX vs. CRDBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Tactical Allocation Fund (GTAIX) and Conquer Risk Defensive Bull Fund (CRDBX). 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.
| GTAIX | CRDBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.76 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.13 | 3.26 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.61 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 5.17 | -3.04 |
Martin ratioReturn relative to average drawdown | 10.15 | 16.62 | -6.46 |
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
| GTAIX | CRDBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.76 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.01 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.01 | +0.40 |
Correlation
The correlation between GTAIX and CRDBX is 0.58, 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
GTAIX vs. CRDBX - Dividend Comparison
GTAIX's dividend yield for the trailing twelve months is around 5.34%, less than CRDBX's 15.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GTAIX Donoghue Forlines Tactical Allocation Fund | 5.34% | 5.82% | 3.38% | 2.69% | 1.65% | 2.35% | 0.82% | 1.77% | 1.92% |
CRDBX Conquer Risk Defensive Bull Fund | 15.08% | 15.36% | 12.58% | 9.91% | 0.18% | 25.05% | 1.65% | 0.00% | 0.00% |
Drawdowns
GTAIX vs. CRDBX - Drawdown Comparison
The maximum GTAIX drawdown since its inception was -24.25%, smaller than the maximum CRDBX drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for GTAIX and CRDBX.
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Drawdown Indicators
| GTAIX | CRDBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.25% | -97.00% | +72.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -7.13% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -97.00% | +77.57% |
Current DrawdownCurrent decline from peak | -3.12% | -95.71% | +92.59% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -25.67% | +20.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.22% | -0.47% |
Volatility
GTAIX vs. CRDBX - Volatility Comparison
The current volatility for Donoghue Forlines Tactical Allocation Fund (GTAIX) is 3.63%, while Conquer Risk Defensive Bull Fund (CRDBX) has a volatility of 5.18%. This indicates that GTAIX experiences smaller price fluctuations and is considered to be less risky than CRDBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTAIX | CRDBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.18% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 10.66% | -4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 21.01% | -9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.72% | 1,635.86% | -1,625.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.54% | 1,525.82% | -1,514.28% |