GTAIX vs. COTZX
Compare and contrast key facts about Donoghue Forlines Tactical Allocation Fund (GTAIX) and Columbia Thermostat Fund (COTZX).
GTAIX is managed by Donoghue Forlines LLC. It was launched on Apr 5, 2018. COTZX is managed by Columbia. It was launched on Sep 24, 2002.
Performance
GTAIX vs. COTZX - Performance Comparison
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GTAIX vs. COTZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GTAIX Donoghue Forlines Tactical Allocation Fund | 3.23% | 13.49% | 8.39% | 15.59% | -14.49% | 9.25% | -0.10% | 16.08% | -8.93% |
COTZX Columbia Thermostat Fund | -1.58% | 15.02% | 7.98% | 11.66% | -12.92% | 6.44% | 29.61% | 15.15% | -0.83% |
Returns By Period
In the year-to-date period, GTAIX achieves a 3.23% return, which is significantly higher than COTZX's -1.58% return.
GTAIX
- 1D
- 1.46%
- 1M
- -2.56%
- YTD
- 3.23%
- 6M
- 5.17%
- 1Y
- 17.00%
- 3Y*
- 12.47%
- 5Y*
- 5.78%
- 10Y*
- —
COTZX
- 1D
- 1.22%
- 1M
- -2.29%
- YTD
- -1.58%
- 6M
- -0.40%
- 1Y
- 12.29%
- 3Y*
- 9.35%
- 5Y*
- 4.20%
- 10Y*
- 7.08%
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GTAIX vs. COTZX - Expense Ratio Comparison
GTAIX has a 1.20% expense ratio, which is higher than COTZX's 0.24% expense ratio.
Return for Risk
GTAIX vs. COTZX — Risk / Return Rank
GTAIX
COTZX
GTAIX vs. COTZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Tactical Allocation Fund (GTAIX) and Columbia Thermostat Fund (COTZX). 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.
| GTAIX | COTZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.49 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.13 | 2.39 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.41 | -0.27 |
Martin ratioReturn relative to average drawdown | 10.15 | 12.35 | -2.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTAIX | COTZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.49 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.58 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.63 | -0.22 |
Correlation
The correlation between GTAIX and COTZX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GTAIX vs. COTZX - Dividend Comparison
GTAIX's dividend yield for the trailing twelve months is around 5.34%, more than COTZX's 3.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTAIX Donoghue Forlines Tactical Allocation Fund | 5.34% | 5.82% | 3.38% | 2.69% | 1.65% | 2.35% | 0.82% | 1.77% | 1.92% | 0.00% | 0.00% | 0.00% |
COTZX Columbia Thermostat Fund | 3.42% | 3.37% | 3.55% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 4.45% | 3.13% | 2.66% | 4.26% |
Drawdowns
GTAIX vs. COTZX - Drawdown Comparison
The maximum GTAIX drawdown since its inception was -24.25%, smaller than the maximum COTZX drawdown of -47.48%. Use the drawdown chart below to compare losses from any high point for GTAIX and COTZX.
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Drawdown Indicators
| GTAIX | COTZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.25% | -47.48% | +23.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -5.40% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -17.80% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.80% | — |
Current DrawdownCurrent decline from peak | -3.12% | -2.62% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -3.49% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.05% | +0.70% |
Volatility
GTAIX vs. COTZX - Volatility Comparison
Donoghue Forlines Tactical Allocation Fund (GTAIX) has a higher volatility of 3.63% compared to Columbia Thermostat Fund (COTZX) at 2.55%. This indicates that GTAIX's price experiences larger fluctuations and is considered to be riskier than COTZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTAIX | COTZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 2.55% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 3.61% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 8.58% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.72% | 7.30% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.54% | 7.36% | +4.18% |