DDX vs. GHTA

Last updated Aug 2, 2026

DDX (Defined Duration 10 ETF) and GHTA (Goose Hollow Tactical Allocation ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past 3 years, DDX returned 8.02%/yr vs 7.56%/yr for GHTA. Their 0.67 correlation means they have sometimes moved together and sometimes differently. DDX charges 0.25%/yr vs 1.21%/yr for GHTA.

Performance

DDX vs. GHTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defined Duration 10 ETF (DDX) and Goose Hollow Tactical Allocation ETF (GHTA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDX achieves a 5.15% return, which is significantly higher than GHTA's 1.11% return.

DDX

• 1D: -0.16%
• 1M: -0.05%
• 6M: 3.40%
• YTD: 5.15%
• 1Y: 10.72%
• 3Y*: 8.02%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 2.69%

GHTA

• 1D: -0.63%
• 1M: -1.52%
• 6M: -1.30%
• YTD: 1.11%
• 1Y: 4.85%
• 3Y*: 7.56%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.38%

*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)
DDX Defined Duration 10 ETF	$196.84K	$130.52K	$174.66K
GHTA Goose Hollow Tactical Allocation ETF	$79.73K	$68.58K	$100.66K

DDX vs. GHTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DDX Defined Duration 10 ETF	5.15%	12.02%	2.93%	10.48%	-16.19%	0.45%
GHTA Goose Hollow Tactical Allocation ETF	1.11%	10.06%	4.78%	14.10%	1.99%	-1.42%

Correlation

The correlation between DDX and GHTA is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.56
Correlation (3Y) Balances recent behavior with more history.	0.61
Correlation (All Time) Calculated using the full available price history since Nov 17, 2021	0.67

The correlation between DDX and GHTA shifts across timeframes, from 0.56 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DDX vs. GHTA — Risk / Return Rank

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

DDX

DDX Risk / Return Rank: 81
DDX Sharpe Ratio Rank: 84
DDX Sortino Ratio Rank: 86
DDX Omega Ratio Rank: 85
DDX Calmar Ratio Rank: 72
DDX Martin Ratio Rank: 78

GHTA

GHTA Risk / Return Rank: 25
GHTA Sharpe Ratio Rank: 27
GHTA Sortino Ratio Rank: 26
GHTA Omega Ratio Rank: 25
GHTA Calmar Ratio Rank: 25
GHTA Martin Ratio Rank: 24

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.

DDX vs. GHTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defined Duration 10 ETF (DDX) and Goose Hollow Tactical Allocation ETF (GHTA). 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.

	DDX	GHTA	Difference
Sharpe ratio: Return per unit of total volatility	1.97	0.63	+1.34
Sortino ratio: Return per unit of downside risk	2.90	0.97	+1.93
Omega ratio: Gain probability vs. loss probability	1.37	1.12	+0.26
Calmar ratio: Return relative to maximum drawdown	2.53	0.76	+1.77
Martin ratio: Return relative to average drawdown	10.01	1.75	+8.26

DDX vs. GHTA - Sharpe Ratio Comparison

The current DDX Sharpe Ratio is 1.97, which is higher than the GHTA Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of DDX and GHTA, 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

DDX vs. GHTA - Drawdown Comparison

The maximum DDX drawdown since its inception was -21.27%, which is greater than GHTA's maximum drawdown of -13.92%. Use the drawdown chart below to compare losses from any high point for DDX and GHTA.

Drawdown Indicators

	DDX	GHTA	Difference
Max Drawdown Largest peak-to-trough decline	-21.27%	-13.92%	-7.35%
Max Drawdown (1Y) Largest decline over 1 year	-4.41%	-6.18%	+1.77%
Max Drawdown (3Y) Largest decline over 3 years	-5.26%	-13.91%	+8.65%
Current Drawdown Current decline from peak	-0.51%	-3.71%	+3.20%
Average Drawdown Average peak-to-trough decline	-6.90%	-3.50%	-3.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.11%	2.68%	-1.57%

Volatility

DDX vs. GHTA - Volatility Comparison

The current volatility for Defined Duration 10 ETF (DDX) is 1.56%, while Goose Hollow Tactical Allocation ETF (GHTA) has a volatility of 1.84%. This indicates that DDX experiences smaller price fluctuations and is considered to be less risky than GHTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDX	GHTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.56%	1.84%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	4.85%	5.90%	-1.05%
Volatility (1Y) Calculated over the trailing 1-year period	5.65%	7.58%	-1.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.43%	11.79%	-4.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.43%	11.79%	-4.36%

DDX vs. GHTA - Expense Ratio Comparison

DDX has a 0.25% expense ratio, which is lower than GHTA's 1.21% expense ratio.

Dividends

DDX vs. GHTA - Dividend Comparison

DDX's dividend yield for the trailing twelve months is around 3.34%, less than GHTA's 3.79% yield.

Position	TTM	2025	2024	2023	2022	2021
DDX Defined Duration 10 ETF	3.34%	3.17%	3.11%	2.41%	1.38%	1.14%
GHTA Goose Hollow Tactical Allocation ETF	3.79%	3.84%	2.46%	2.32%	0.38%	0.41%

Frequently Asked Questions

Can I hold both DDX and GHTA in my portfolio?

DDX and GHTA have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDX or GHTA?

GHTA has higher volatility (1.84%) compared to DDX (1.56%). In terms of maximum drawdown, DDX dropped -21.27% vs GHTA's -13.92%.

Which ETF is better, DDX or GHTA?

On 3-year performance, DDX leads with 8.02% vs 7.56% for GHTA. On fees, DDX is cheaper at 0.25% per year. On volatility, DDX has been the lower-risk option at 1.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DDX or GHTA?

Over the 3-year period, DDX has performed better with a 8.02% return vs 7.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DDX or GHTA?

DDX is cheaper with a 0.25% expense ratio, compared with 1.21% for GHTA.

Which ETF pays a higher dividend yield, DDX or GHTA?

GHTA has the higher dividend yield at 3.79%, compared with 3.34% for DDX.

What is the main difference between DDX and GHTA?

They also come from different issuers: Discipline Funds and Goose Hollow. Their fees differ too: 0.25% for DDX and 1.21% for GHTA.

Which has better risk-adjusted returns?

DDX currently has the higher Sharpe Ratio (1.97 vs 0.63), 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.