PWDIX vs. GPIFX
Compare and contrast key facts about Donoghue Forlines Dividend Fund (PWDIX) and GuidePath Flexible Income Allocation Fund (GPIFX).
PWDIX is managed by Donoghue Forlines LLC. It was launched on Nov 6, 2013. GPIFX is managed by GuidePath. It was launched on Aug 30, 2012.
Performance
PWDIX vs. GPIFX - Performance Comparison
Loading graphics...
PWDIX vs. GPIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWDIX Donoghue Forlines Dividend Fund | 5.35% | 17.73% | 12.33% | -0.18% | -9.83% | 31.54% | -6.54% | -2.84% | -7.97% | 11.41% |
GPIFX GuidePath Flexible Income Allocation Fund | -0.45% | 3.69% | 4.22% | 7.13% | -14.14% | 1.17% | 15.17% | 6.64% | -2.48% | 6.83% |
Returns By Period
In the year-to-date period, PWDIX achieves a 5.35% return, which is significantly higher than GPIFX's -0.45% return. Over the past 10 years, PWDIX has outperformed GPIFX with an annualized return of 5.42%, while GPIFX has yielded a comparatively lower 2.64% annualized 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%
GPIFX
- 1D
- 0.12%
- 1M
- -1.47%
- YTD
- -0.45%
- 6M
- 0.64%
- 1Y
- 2.09%
- 3Y*
- 3.78%
- 5Y*
- 0.23%
- 10Y*
- 2.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PWDIX vs. GPIFX - Expense Ratio Comparison
PWDIX has a 1.56% expense ratio, which is higher than GPIFX's 0.50% expense ratio.
Return for Risk
PWDIX vs. GPIFX — Risk / Return Rank
PWDIX
GPIFX
PWDIX vs. GPIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Dividend Fund (PWDIX) and GuidePath Flexible Income Allocation Fund (GPIFX). 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 | GPIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.86 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.09 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.66 | +0.81 |
Martin ratioReturn relative to average drawdown | 6.45 | 1.88 | +4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PWDIX | GPIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.86 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.05 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.50 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.43 | -0.04 |
Correlation
The correlation between PWDIX and GPIFX is 0.31, 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
PWDIX vs. GPIFX - Dividend Comparison
PWDIX's dividend yield for the trailing twelve months is around 1.91%, less than GPIFX's 4.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GPIFX GuidePath Flexible Income Allocation Fund | 4.69% | 5.15% | 5.18% | 4.86% | 1.96% | 3.10% | 2.62% | 3.73% | 3.46% | 3.90% | 1.97% | 1.24% |
Drawdowns
PWDIX vs. GPIFX - Drawdown Comparison
The maximum PWDIX drawdown since its inception was -40.86%, which is greater than GPIFX's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for PWDIX and GPIFX.
Loading graphics...
Drawdown Indicators
| PWDIX | GPIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.86% | -16.72% | -24.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -3.50% | -9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -16.72% | -4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -40.86% | -16.72% | -24.14% |
Current DrawdownCurrent decline from peak | -4.24% | -2.79% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -4.07% | -4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.24% | +1.80% |
Volatility
PWDIX vs. GPIFX - Volatility Comparison
Donoghue Forlines Dividend Fund (PWDIX) has a higher volatility of 2.85% compared to GuidePath Flexible Income Allocation Fund (GPIFX) at 1.29%. This indicates that PWDIX's price experiences larger fluctuations and is considered to be riskier than GPIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PWDIX | GPIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 1.29% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 1.75% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 2.73% | +14.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 4.78% | +9.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 5.31% | +9.24% |