RDMIX vs. PWDIX

Last updated Aug 5, 2026

RDMIX (Rational/ReSolve Adaptive Asset Allocation Fund) and PWDIX (Donoghue Forlines Dividend Fund) are both Tactical Allocation funds. Over the past 10 years, RDMIX returned 4.32%/yr vs 5.90%/yr for PWDIX. Their 0.23 correlation means their historical movements had little consistent relationship. RDMIX charges 1.97%/yr vs 1.56%/yr for PWDIX.

Performance

RDMIX vs. PWDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Donoghue Forlines Dividend Fund (PWDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RDMIX achieves a 11.95% return, which is significantly lower than PWDIX's 18.85% return. Over the past 10 years, RDMIX has underperformed PWDIX with an annualized return of 4.32%, while PWDIX has yielded a comparatively higher 5.90% annualized return.

RDMIX

• 1D: -0.34%
• 1M: 0.30%
• 6M: 13.61%
• YTD: 11.95%
• 1Y: 20.41%
• 3Y*: 8.62%
• 5Y*: 4.52%
• 10Y*: 4.32%
• ALL TIME*: 5.62%

PWDIX

• 1D: 0.72%
• 1M: 3.90%
• 6M: 10.58%
• YTD: 18.85%
• 1Y: 28.19%
• 3Y*: 16.75%
• 5Y*: 8.81%
• 10Y*: 5.90%
• ALL TIME*: 6.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PWDIX Donoghue Forlines Dividend Fund	$0.00	$0.00	$0.00
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	$0.00	$0.00	$0.00

RDMIX vs. PWDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	11.95%	5.07%	9.88%	-0.52%	-3.06%	11.18%	0.65%	18.24%	-7.65%	3.85%
PWDIX Donoghue Forlines Dividend Fund	18.85%	17.73%	12.33%	-0.18%	-9.83%	31.54%	-6.54%	-2.84%	-7.97%	11.41%

Correlation

The correlation between RDMIX and PWDIX is 0.22, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.22
Correlation (3Y) Balances recent behavior with more history.	0.16
Correlation (5Y) Shows whether the relationship held over a longer period.	0.19
Correlation (10Y) Provides a long-term view across more market conditions.	0.26
Correlation (All Time) Calculated using the full available price history since Nov 8, 2013	0.23

The correlation between RDMIX and PWDIX shifts across timeframes, from 0.15 (3 years) to 0.26 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

RDMIX vs. PWDIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RDMIX

RDMIX Risk / Return Rank: 77
RDMIX Sharpe Ratio Rank: 78
RDMIX Sortino Ratio Rank: 76
RDMIX Omega Ratio Rank: 72
RDMIX Calmar Ratio Rank: 89
RDMIX Martin Ratio Rank: 70

PWDIX

PWDIX Risk / Return Rank: 94
PWDIX Sharpe Ratio Rank: 94
PWDIX Sortino Ratio Rank: 94
PWDIX Omega Ratio Rank: 88
PWDIX Calmar Ratio Rank: 97
PWDIX Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RDMIX vs. PWDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Donoghue Forlines Dividend Fund (PWDIX). 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.

	RDMIX	PWDIX	Difference
Sharpe ratio: Return per unit of total volatility	1.92	2.62	-0.70
Sortino ratio: Return per unit of downside risk	2.68	3.78	-1.10
Omega ratio: Gain probability vs. loss probability	1.34	1.45	-0.11
Calmar ratio: Return relative to maximum drawdown	3.52	5.47	-1.94
Martin ratio: Return relative to average drawdown	9.55	17.02	-7.47

RDMIX vs. PWDIX - Sharpe Ratio Comparison

The current RDMIX Sharpe Ratio is 1.92, which is comparable to the PWDIX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of RDMIX and PWDIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RDMIX vs. PWDIX - Drawdown Comparison

The maximum RDMIX drawdown since its inception was -31.57%, smaller than the maximum PWDIX drawdown of -40.86%. Use the drawdown chart below to compare losses from any high point for RDMIX and PWDIX.

Drawdown Indicators

	RDMIX	PWDIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.57%	-40.86%	+9.29%
Max Drawdown (1Y) Largest decline over 1 year	-6.10%	-5.44%	-0.66%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	-16.86%	+0.32%
Max Drawdown (5Y) Largest decline over 5 years	-19.96%	-21.29%	+1.33%
Max Drawdown (10Y) Largest decline over 10 years	-21.92%	-40.86%	+18.94%
Current Drawdown Current decline from peak	-1.86%	-0.48%	-1.38%
Average Drawdown Average peak-to-trough decline	-8.28%	-8.43%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	1.74%	+0.51%

Volatility

RDMIX vs. PWDIX - Volatility Comparison

The current volatility for Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) is 2.70%, while Donoghue Forlines Dividend Fund (PWDIX) has a volatility of 3.67%. This indicates that RDMIX experiences smaller price fluctuations and is considered to be less risky than PWDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RDMIX	PWDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.70%	3.67%	-0.97%
Volatility (6M) Calculated over the trailing 6-month period	7.57%	8.15%	-0.58%
Volatility (1Y) Calculated over the trailing 1-year period	11.22%	11.38%	-0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.12%	14.09%	-2.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.19%	14.42%	-3.23%

RDMIX vs. PWDIX - Expense Ratio Comparison

RDMIX has a 1.97% expense ratio, which is higher than PWDIX's 1.56% expense ratio.

Dividends

RDMIX vs. PWDIX - Dividend Comparison

RDMIX's dividend yield for the trailing twelve months is around 0.81%, less than PWDIX's 1.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PWDIX Donoghue Forlines Dividend Fund	1.83%	1.22%	2.16%	1.75%	1.29%	2.31%	3.66%	3.10%	30.58%	3.25%	1.45%	3.55%
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	0.81%	0.90%	6.81%	10.63%	0.39%	16.40%	0.47%	15.46%	0.94%	0.07%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RDMIX and PWDIX in my portfolio?

RDMIX and PWDIX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RDMIX or PWDIX?

PWDIX has higher volatility (3.67%) compared to RDMIX (2.70%). In terms of maximum drawdown, RDMIX dropped -31.57% vs PWDIX's -40.86%.

Which has better risk-adjusted returns?

PWDIX currently has the higher Sharpe Ratio (2.62 vs 1.92), 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.