PWDIX vs. CRDBX
PWDIX (Donoghue Forlines Dividend Fund) and CRDBX (Potomac Defensive Bull Fund) are both Tactical Allocation funds. Over the past 5 years, PWDIX returned 8.60%/yr vs 14.35%/yr for CRDBX. Their 0.42 correlation means their historical movements had little consistent relationship. PWDIX charges 1.56%/yr vs 1.24%/yr for CRDBX.
Performance
PWDIX vs. CRDBX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PWDIX having a 18.09% return and CRDBX slightly higher at 18.43%.
PWDIX
- 1D
- -0.88%
- 1M
- 3.24%
- 6M
- 11.32%
- YTD
- 18.09%
- 1Y
- 28.79%
- 3Y*
- 15.77%
- 5Y*
- 8.60%
- 10Y*
- 5.84%
- ALL TIME*
- 6.21%
CRDBX
- 1D
- 2.82%
- 1M
- -1.00%
- 6M
- 16.95%
- YTD
- 18.43%
- 1Y
- 33.09%
- 3Y*
- 18.46%
- 5Y*
- 14.35%
- 10Y*
- —
- ALL TIME*
- 20.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PWDIX vs. CRDBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PWDIX Donoghue Forlines Dividend Fund | 18.09% | 17.73% | 12.33% | -0.18% | -9.83% | 31.54% | 10.85% |
CRDBX Potomac Defensive Bull Fund | 18.43% | 25.36% | 19.91% | 18.44% | -8.21% | 28.08% | 24.03% |
Correlation
The correlation between PWDIX and CRDBX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.42 |
The correlation between PWDIX and CRDBX shifts across timeframes, from 0.25 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PWDIX vs. CRDBX — Risk / Return Rank
PWDIX
CRDBX
PWDIX vs. CRDBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Dividend Fund (PWDIX) and Potomac 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PWDIX | CRDBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.96 | 4.03 | +0.93 |
| Martin ratioReturn relative to average drawdown | 15.44 | 12.09 | +3.36 |
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Drawdowns
PWDIX vs. CRDBX - Drawdown Comparison
The maximum PWDIX drawdown since its inception was -40.86%, which is greater than CRDBX's maximum drawdown of -28.12%. Use the drawdown chart below to compare losses from any high point for PWDIX and CRDBX.
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Drawdown Indicators
| PWDIX | CRDBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.86% | -28.12% | -12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -5.44% | -7.13% | +1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -16.15% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -28.12% | +6.83% |
Max Drawdown (10Y)Largest decline over 10 years | -40.86% | — | — |
Current DrawdownCurrent decline from peak | -1.11% | -3.06% | +1.95% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -6.45% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.38% | -0.63% |
Volatility
PWDIX vs. CRDBX - Volatility Comparison
The current volatility for Donoghue Forlines Dividend Fund (PWDIX) is 3.79%, while Potomac Defensive Bull Fund (CRDBX) has a volatility of 5.84%. This indicates that PWDIX 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
| PWDIX | CRDBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 5.84% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 12.54% | -4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.43% | 16.38% | -4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 20.03% | -5.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.42% | 20.42% | -6.00% |
PWDIX vs. CRDBX - Expense Ratio Comparison
PWDIX has a 1.56% expense ratio, which is higher than CRDBX's 1.24% expense ratio.
Dividends
PWDIX vs. CRDBX - Dividend Comparison
PWDIX's dividend yield for the trailing twelve months is around 1.84%, less than CRDBX's 12.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRDBX Potomac Defensive Bull Fund | 12.97% | 15.36% | 12.58% | 9.91% | 0.18% | 25.05% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PWDIX Donoghue Forlines Dividend Fund | 1.84% | 1.22% | 2.16% | 1.75% | 1.29% | 2.31% | 3.66% | 3.10% | 30.58% | 3.25% | 1.45% | 3.55% |
Frequently Asked Questions
PWDIX and CRDBX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRDBX has higher volatility (5.84%) compared to PWDIX (3.79%). In terms of maximum drawdown, PWDIX dropped -40.86% vs CRDBX's -28.12%.
PWDIX currently has the higher Sharpe Ratio (2.37 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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