GTAIX vs. PDX

Last updated Apr 1, 2026

Compare and contrast key facts about Donoghue Forlines Tactical Allocation Fund (GTAIX) and PIMCO Dynamic Income Strategy Fund (PDX).

GTAIX is managed by Donoghue Forlines LLC. It was launched on Apr 5, 2018. PDX is an actively managed fund by PIMCO. It was launched on Feb 1, 2019.

Performance

GTAIX vs. PDX - Performance Comparison

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

GTAIX vs. PDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GTAIX Donoghue Forlines Tactical Allocation Fund	1.75%	13.49%	8.39%	15.59%	-14.49%	9.25%	-0.10%	10.40%
PDX PIMCO Dynamic Income Strategy Fund	19.83%	-10.59%	36.99%	44.51%	23.02%	68.79%	-44.20%	-10.78%

Returns By Period

In the year-to-date period, GTAIX achieves a 1.75% return, which is significantly lower than PDX's 19.83% return.

GTAIX

• 1D: -0.51%
• 1M: -3.80%
• YTD: 1.75%
• 6M: 3.92%
• 1Y: 15.65%
• 3Y*: 11.92%
• 5Y*: 5.67%
• 10Y*: —

PDX

• 1D: 0.32%
• 1M: 9.93%
• YTD: 19.83%
• 6M: 6.73%
• 1Y: 12.24%
• 3Y*: 28.85%
• 5Y*: 27.34%
• 10Y*: —

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

GTAIX vs. PDX - Expense Ratio Comparison

GTAIX has a 1.20% expense ratio, which is lower than PDX's 2.31% expense ratio.

PDX

PIMCO Dynamic Income Strategy Fund

GTAIX

Donoghue Forlines Tactical Allocation Fund

Return for Risk

GTAIX vs. PDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTAIX

GTAIX Risk / Return Rank: 80
GTAIX Sharpe Ratio Rank: 79
GTAIX Sortino Ratio Rank: 78
GTAIX Omega Ratio Rank: 80
GTAIX Calmar Ratio Rank: 76
GTAIX Martin Ratio Rank: 84

PDX

PDX Risk / Return Rank: 22
PDX Sharpe Ratio Rank: 22
PDX Sortino Ratio Rank: 20
PDX Omega Ratio Rank: 26
PDX Calmar Ratio Rank: 24
PDX Martin Ratio Rank: 17

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. PDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Tactical Allocation Fund (GTAIX) and PIMCO Dynamic Income Strategy Fund (PDX). 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	PDX	Difference
Sharpe ratio Return per unit of total volatility	1.45	0.54	+0.91
Sortino ratio Return per unit of downside risk	1.99	0.83	+1.16
Omega ratio Gain probability vs. loss probability	1.32	1.14	+0.18
Calmar ratio Return relative to maximum drawdown	1.81	0.71	+1.10
Martin ratio Return relative to average drawdown	8.65	1.74	+6.90
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. PDX - Sharpe Ratio Comparison

The current GTAIX Sharpe Ratio is 1.45, which is higher than the PDX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GTAIX and PDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GTAIX	PDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	0.54	+0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	1.07	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.32	+0.08

Correlation

The correlation between GTAIX and PDX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GTAIX vs. PDX - Dividend Comparison

GTAIX's dividend yield for the trailing twelve months is around 5.42%, less than PDX's 20.72% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GTAIX Donoghue Forlines Tactical Allocation Fund	5.42%	5.82%	3.38%	2.69%	1.65%	2.35%	0.82%	1.77%	1.92%
PDX PIMCO Dynamic Income Strategy Fund	20.72%	24.34%	6.31%	4.30%	5.89%	5.28%	14.11%	9.58%	0.00%

Drawdowns

GTAIX vs. PDX - Drawdown Comparison

The maximum GTAIX drawdown since its inception was -24.25%, smaller than the maximum PDX drawdown of -80.63%. Use the drawdown chart below to compare losses from any high point for GTAIX and PDX.

Drawdown Indicators

	GTAIX	PDX	Difference
Max Drawdown Largest peak-to-trough decline	-24.25%	-80.63%	+56.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.32%	-20.21%	+11.89%
Max Drawdown (5Y) Largest decline over 5 years	-19.43%	-37.24%	+17.81%
Current Drawdown Current decline from peak	-4.51%	-12.96%	+8.45%
Average Drawdown Average peak-to-trough decline	-4.92%	-18.92%	+14.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	8.25%	-6.51%

Volatility

GTAIX vs. PDX - Volatility Comparison

The current volatility for Donoghue Forlines Tactical Allocation Fund (GTAIX) is 3.25%, while PIMCO Dynamic Income Strategy Fund (PDX) has a volatility of 4.60%. This indicates that GTAIX experiences smaller price fluctuations and is considered to be less risky than PDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTAIX	PDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	4.60%	-1.35%
Volatility (6M) Calculated over the trailing 6-month period	6.35%	11.16%	-4.81%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	22.72%	-11.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.70%	25.78%	-15.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.53%	36.86%	-25.33%