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GTAIX vs. MOJOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

GTAIX vs. MOJOX

Last updated Apr 2, 2026

Compare and contrast key facts about Donoghue Forlines Tactical Allocation Fund (GTAIX) and Donoghue Forlines Momentum Fund (MOJOX).

GTAIX is managed by Donoghue Forlines LLC. It was launched on Apr 5, 2018. MOJOX is managed by Donoghue Forlines LLC. It was launched on Dec 22, 2016.

Performance

GTAIX vs. MOJOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donoghue Forlines Tactical Allocation Fund (GTAIX) and Donoghue Forlines Momentum Fund (MOJOX). The values are adjusted to include any dividend payments, if applicable.

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GTAIX vs. MOJOX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
GTAIX
Donoghue Forlines Tactical Allocation Fund		3.23%13.49%8.39%15.59%-14.49%9.25%-0.10%16.08%-8.93%
MOJOX
Donoghue Forlines Momentum Fund		15.26%22.91%22.29%19.10%-22.78%28.86%-1.95%8.66%-0.85%

Returns By Period

In the year-to-date period, GTAIX achieves a 3.23% return, which is significantly lower than MOJOX's 15.26% return.

GTAIX

1D
1.46%
1M
-2.56%
YTD
3.23%
6M
5.17%
1Y
17.00%
3Y*
12.47%
5Y*
5.78%
10Y*
—

MOJOX

1D
3.09%
1M
-3.90%
YTD
15.26%
6M
20.47%
1Y
45.54%
3Y*
25.14%
5Y*
11.64%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Donoghue Forlines Tactical Allocation Fund

Donoghue Forlines Momentum Fund

Often compared with GTAIX:
GTAIX vs. FLOTXGTAIX vs. PWRIXGTAIX vs. GPIFXGTAIX vs. GIPIXGTAIX vs. ABRZXGTAIX vs. CRDBXGTAIX vs. HSTRX
Often compared with MOJOX:
MOJOX vs. SMIDXMOJOX vs. FLOTXMOJOX vs. PAUIXMOJOX vs. AVALXMOJOX vs. ABRZXMOJOX vs. SAPEXMOJOX vs. GIPIX

GTAIX vs. MOJOX - Expense Ratio Comparison

GTAIX has a 1.20% expense ratio, which is lower than MOJOX's 2.00% expense ratio.

MOJOX
Donoghue Forlines Momentum Fund
GTAIX
Donoghue Forlines Tactical Allocation Fund

Return for Risk

GTAIX vs. MOJOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GTAIX
GTAIX Risk / Return Rank: 8181
Overall Rank
GTAIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GTAIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GTAIX Omega Ratio Rank: 8181
Omega Ratio Rank
GTAIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
GTAIX Martin Ratio Rank: 8787
Martin Ratio Rank
MOJOX
MOJOX Risk / Return Rank: 9393
Overall Rank
MOJOX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MOJOX Sortino Ratio Rank: 9090
Sortino Ratio Rank
MOJOX Omega Ratio Rank: 8888
Omega Ratio Rank
MOJOX Calmar Ratio Rank: 9696
Calmar Ratio Rank
MOJOX Martin Ratio Rank: 9797
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.

GTAIX vs. MOJOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Tactical Allocation Fund (GTAIX) and Donoghue Forlines Momentum Fund (MOJOX). 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.

GTAIXMOJOXDifference

Sharpe ratio

Return per unit of total volatility

1.55

2.08

-0.53

Sortino ratio

Return per unit of downside risk

2.13

2.66

-0.53

Omega ratio

Gain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratio

Return relative to maximum drawdown

2.14

3.86

-1.72

Martin ratio

Return relative to average drawdown

10.15

17.52

-7.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTAIX vs. MOJOX - Sharpe Ratio Comparison

The current GTAIX Sharpe Ratio is 1.55, which is comparable to the MOJOX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of GTAIX and MOJOX, 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

GTAIXMOJOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.08

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.68

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.63

-0.22

Correlation

The correlation between GTAIX and MOJOX is 0.79, 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. MOJOX - Dividend Comparison

GTAIX's dividend yield for the trailing twelve months is around 5.34%, less than MOJOX's 23.27% yield.

TTM202520242023202220212020201920182017
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%
MOJOX
Donoghue Forlines Momentum Fund		23.27%26.83%2.13%0.00%0.00%0.00%0.00%5.49%5.78%4.75%

Drawdowns

GTAIX vs. MOJOX - Drawdown Comparison

The maximum GTAIX drawdown since its inception was -24.25%, smaller than the maximum MOJOX drawdown of -28.85%. Use the drawdown chart below to compare losses from any high point for GTAIX and MOJOX.

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Drawdown Indicators

GTAIXMOJOXDifference

Max Drawdown

Largest peak-to-trough decline

-24.25%

-28.85%

+4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-12.21%

+3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-19.43%

-25.32%

+5.89%

Current Drawdown

Current decline from peak

-3.12%

-4.82%

+1.70%

Average Drawdown

Average peak-to-trough decline

-4.92%

-7.97%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.69%

-0.94%

Volatility

GTAIX vs. MOJOX - Volatility Comparison

The current volatility for Donoghue Forlines Tactical Allocation Fund (GTAIX) is 3.63%, while Donoghue Forlines Momentum Fund (MOJOX) has a volatility of 9.31%. This indicates that GTAIX experiences smaller price fluctuations and is considered to be less risky than MOJOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GTAIXMOJOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

9.31%

-5.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

16.25%

-9.74%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

22.35%

-11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.72%

17.30%

-6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.54%

15.98%

-4.44%