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PWDIX vs. HSTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PWDIX vs. HSTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donoghue Forlines Dividend Fund (PWDIX) and Hussman Strategic Total Return Fund (HSTRX). The values are adjusted to include any dividend payments, if applicable.

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PWDIX vs. HSTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HSTRX
Hussman Strategic Total Return Fund
3.20%20.33%6.06%6.04%-6.23%1.21%11.45%11.42%1.48%1.21%

Returns By Period

In the year-to-date period, PWDIX achieves a 5.35% return, which is significantly higher than HSTRX's 3.20% return. Both investments have delivered pretty close results over the past 10 years, with PWDIX having a 5.42% annualized return and HSTRX not far ahead at 5.53%.


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%

HSTRX

1D
0.40%
1M
-1.97%
YTD
3.20%
6M
5.15%
1Y
17.13%
3Y*
10.52%
5Y*
6.20%
10Y*
5.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PWDIX vs. HSTRX - Expense Ratio Comparison

PWDIX has a 1.56% expense ratio, which is higher than HSTRX's 0.75% expense ratio.


Return for Risk

PWDIX vs. HSTRX — 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

HSTRX
HSTRX Risk / Return Rank: 9797
Overall Rank
HSTRX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HSTRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
HSTRX Omega Ratio Rank: 9595
Omega Ratio Rank
HSTRX Calmar Ratio Rank: 9898
Calmar Ratio Rank
HSTRX Martin Ratio Rank: 9898
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. HSTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Dividend Fund (PWDIX) and Hussman Strategic Total Return Fund (HSTRX). 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.


PWDIXHSTRXDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.55

-1.29

Sortino ratio

Return per unit of downside risk

1.75

3.54

-1.79

Omega ratio

Gain probability vs. loss probability

1.27

1.52

-0.25

Calmar ratio

Return relative to maximum drawdown

1.47

5.41

-3.94

Martin ratio

Return relative to average drawdown

6.45

19.66

-13.21

PWDIX vs. HSTRX - Sharpe Ratio Comparison

The current PWDIX Sharpe Ratio is 1.26, which is lower than the HSTRX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of PWDIX and HSTRX, 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


PWDIXHSTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.55

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.97

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.93

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.86

-0.47

Correlation

The correlation between PWDIX and HSTRX is 0.17, 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. HSTRX - Dividend Comparison

PWDIX's dividend yield for the trailing twelve months is around 1.91%, less than HSTRX's 1.98% 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%
HSTRX
Hussman Strategic Total Return Fund
1.98%2.25%2.91%2.54%2.15%1.33%0.52%1.29%1.20%0.37%0.25%0.42%

Drawdowns

PWDIX vs. HSTRX - Drawdown Comparison

The maximum PWDIX drawdown since its inception was -40.86%, which is greater than HSTRX's maximum drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for PWDIX and HSTRX.


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Drawdown Indicators


PWDIXHSTRXDifference

Max Drawdown

Largest peak-to-trough decline

-40.86%

-13.53%

-27.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-3.14%

-10.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-13.53%

-7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-40.86%

-13.53%

-27.33%

Current Drawdown

Current decline from peak

-4.24%

-1.97%

-2.27%

Average Drawdown

Average peak-to-trough decline

-8.63%

-2.70%

-5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

0.87%

+2.17%

Volatility

PWDIX vs. HSTRX - Volatility Comparison

Donoghue Forlines Dividend Fund (PWDIX) has a higher volatility of 2.85% compared to Hussman Strategic Total Return Fund (HSTRX) at 1.22%. This indicates that PWDIX's price experiences larger fluctuations and is considered to be riskier than HSTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWDIXHSTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

1.22%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

3.21%

+4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

6.62%

+10.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

6.46%

+7.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

5.96%

+8.59%