PWDIX vs. COTZX
Compare and contrast key facts about Donoghue Forlines Dividend Fund (PWDIX) and Columbia Thermostat Fund (COTZX).
PWDIX is managed by Donoghue Forlines LLC. It was launched on Nov 6, 2013. COTZX is managed by Columbia. It was launched on Sep 24, 2002.
Performance
PWDIX vs. COTZX - Performance Comparison
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PWDIX vs. COTZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWDIX Donoghue Forlines Dividend Fund | 6.58% | 17.73% | 12.33% | -0.18% | -9.83% | 31.54% | -6.54% | -2.84% | -7.97% | 11.41% |
COTZX Columbia Thermostat Fund | -1.58% | 15.02% | 7.98% | 11.66% | -12.92% | 6.44% | 29.61% | 15.15% | -1.17% | 3.33% |
Returns By Period
In the year-to-date period, PWDIX achieves a 6.58% return, which is significantly higher than COTZX's -1.58% return. Over the past 10 years, PWDIX has underperformed COTZX with an annualized return of 5.54%, while COTZX has yielded a comparatively higher 7.08% annualized return.
PWDIX
- 1D
- 1.17%
- 1M
- -2.95%
- YTD
- 6.58%
- 6M
- 7.89%
- 1Y
- 21.39%
- 3Y*
- 13.95%
- 5Y*
- 7.44%
- 10Y*
- 5.54%
COTZX
- 1D
- 1.22%
- 1M
- -2.29%
- YTD
- -1.58%
- 6M
- -0.40%
- 1Y
- 12.29%
- 3Y*
- 9.35%
- 5Y*
- 4.20%
- 10Y*
- 7.08%
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PWDIX vs. COTZX - Expense Ratio Comparison
PWDIX has a 1.56% expense ratio, which is higher than COTZX's 0.24% expense ratio.
Return for Risk
PWDIX vs. COTZX — Risk / Return Rank
PWDIX
COTZX
PWDIX vs. COTZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Dividend Fund (PWDIX) and Columbia Thermostat Fund (COTZX). 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.
| PWDIX | COTZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.49 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.39 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.41 | -0.72 |
Martin ratioReturn relative to average drawdown | 7.36 | 12.35 | -4.98 |
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
| PWDIX | COTZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.49 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.58 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.96 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.63 | -0.23 |
Correlation
The correlation between PWDIX and COTZX is 0.51, 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
PWDIX vs. COTZX - Dividend Comparison
PWDIX's dividend yield for the trailing twelve months is around 1.89%, less than COTZX's 3.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWDIX Donoghue Forlines Dividend Fund | 1.89% | 1.22% | 2.16% | 1.75% | 1.29% | 2.31% | 3.66% | 3.10% | 30.58% | 3.25% | 1.45% | 3.55% |
COTZX Columbia Thermostat Fund | 3.42% | 3.37% | 3.55% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 4.45% | 3.13% | 2.66% | 4.26% |
Drawdowns
PWDIX vs. COTZX - Drawdown Comparison
The maximum PWDIX drawdown since its inception was -40.86%, smaller than the maximum COTZX drawdown of -47.48%. Use the drawdown chart below to compare losses from any high point for PWDIX and COTZX.
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Drawdown Indicators
| PWDIX | COTZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.86% | -47.48% | +6.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -5.40% | -7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -17.80% | -3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -40.86% | -17.80% | -23.06% |
Current DrawdownCurrent decline from peak | -3.12% | -2.62% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -3.49% | -5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.05% | +2.00% |
Volatility
PWDIX vs. COTZX - Volatility Comparison
Donoghue Forlines Dividend Fund (PWDIX) has a higher volatility of 3.11% compared to Columbia Thermostat Fund (COTZX) at 2.55%. This indicates that PWDIX's price experiences larger fluctuations and is considered to be riskier than COTZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWDIX | COTZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.55% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 3.61% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 8.58% | +8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 7.30% | +6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 7.36% | +7.19% |