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PWDIX vs. CRDBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PWDIX vs. CRDBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donoghue Forlines Dividend Fund (PWDIX) and Conquer Risk Defensive Bull Fund (CRDBX). The values are adjusted to include any dividend payments, if applicable.

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PWDIX vs. CRDBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PWDIX
Donoghue Forlines Dividend Fund
5.35%17.73%12.33%-0.18%-9.83%31.54%11.00%
CRDBX
Conquer Risk Defensive Bull Fund
-2.90%25.36%19.91%18.44%-8.22%28.08%24.03%

Returns By Period

In the year-to-date period, PWDIX achieves a 5.35% return, which is significantly higher than CRDBX's -2.90% return.


PWDIX

1D
0.19%
1M
-3.75%
YTD
5.35%
6M
7.26%
1Y
19.74%
3Y*
13.51%
5Y*
7.36%
10Y*
5.42%

CRDBX

1D
0.00%
1M
-0.07%
YTD
-2.90%
6M
3.92%
1Y
30.41%
3Y*
13.23%
5Y*
11.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PWDIX vs. CRDBX - Expense Ratio Comparison

PWDIX has a 1.56% expense ratio, which is higher than CRDBX's 1.24% expense ratio.


Return for Risk

PWDIX vs. CRDBX — Risk / Return Rank

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

PWDIX
PWDIX Risk / Return Rank: 6969
Overall Rank
PWDIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PWDIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PWDIX Omega Ratio Rank: 7272
Omega Ratio Rank
PWDIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PWDIX Martin Ratio Rank: 6868
Martin Ratio Rank

CRDBX
CRDBX Risk / Return Rank: 9292
Overall Rank
CRDBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CRDBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CRDBX Omega Ratio Rank: 9595
Omega Ratio Rank
CRDBX Calmar Ratio Rank: 9797
Calmar Ratio Rank
CRDBX Martin Ratio Rank: 9595
Martin Ratio Rank
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.

PWDIX vs. CRDBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Dividend Fund (PWDIX) 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.


PWDIXCRDBXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.50

-0.24

Sortino ratio

Return per unit of downside risk

1.75

2.79

-1.04

Omega ratio

Gain probability vs. loss probability

1.27

1.52

-0.25

Calmar ratio

Return relative to maximum drawdown

1.47

4.28

-2.81

Martin ratio

Return relative to average drawdown

6.45

13.76

-7.31

PWDIX vs. CRDBX - Sharpe Ratio Comparison

The current PWDIX Sharpe Ratio is 1.26, which is comparable to the CRDBX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of PWDIX and CRDBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PWDIXCRDBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.50

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.01

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.01

+0.38

Correlation

The correlation between PWDIX and CRDBX is 0.49, 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. CRDBX - Dividend Comparison

PWDIX's dividend yield for the trailing twelve months is around 1.91%, less than CRDBX's 15.82% yield.


TTM20252024202320222021202020192018201720162015
PWDIX
Donoghue Forlines Dividend Fund
1.91%1.22%2.16%1.75%1.29%2.31%3.66%3.10%30.58%3.25%1.45%3.55%
CRDBX
Conquer Risk Defensive Bull Fund
15.82%15.36%12.58%9.91%0.18%25.05%1.65%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PWDIX vs. CRDBX - Drawdown Comparison

The maximum PWDIX drawdown since its inception was -40.86%, smaller than the maximum CRDBX drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for PWDIX and CRDBX.


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Drawdown Indicators


PWDIXCRDBXDifference

Max Drawdown

Largest peak-to-trough decline

-40.86%

-97.00%

+56.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-7.13%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-97.00%

+75.71%

Max Drawdown (10Y)

Largest decline over 10 years

-40.86%

Current Drawdown

Current decline from peak

-4.24%

-95.91%

+91.67%

Average Drawdown

Average peak-to-trough decline

-8.63%

-25.62%

+16.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.22%

+0.82%

Volatility

PWDIX vs. CRDBX - Volatility Comparison

Donoghue Forlines Dividend Fund (PWDIX) has a higher volatility of 2.85% compared to Conquer Risk Defensive Bull Fund (CRDBX) at 2.03%. This indicates that PWDIX's price experiences larger fluctuations and is considered to be riskier 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


PWDIXCRDBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

2.03%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

9.57%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

20.50%

-3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

1,635.86%

-1,621.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

1,526.35%

-1,511.80%