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GTAIX vs. PWDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTAIX vs. PWDIX - Performance Comparison

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

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GTAIX vs. PWDIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GTAIX
Donoghue Forlines Tactical Allocation Fund
1.75%13.49%8.39%15.59%-14.49%9.25%-0.10%16.08%-8.93%
PWDIX
Donoghue Forlines Dividend Fund
5.35%17.73%12.33%-0.18%-9.83%31.54%-6.54%-2.84%-3.71%

Returns By Period

In the year-to-date period, GTAIX achieves a 1.75% return, which is significantly lower than PWDIX's 5.35% return.


GTAIX

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

PWDIX

1D
0.19%
1M
-3.75%
YTD
5.35%
6M
7.26%
1Y
19.74%
3Y*
13.51%
5Y*
7.36%
10Y*
5.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTAIX vs. PWDIX - Expense Ratio Comparison

GTAIX has a 1.20% expense ratio, which is lower than PWDIX's 1.56% expense ratio.


Return for Risk

GTAIX vs. PWDIX — Risk / Return Rank

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

GTAIX
GTAIX Risk / Return Rank: 8080
Overall Rank
GTAIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GTAIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GTAIX Omega Ratio Rank: 8080
Omega Ratio Rank
GTAIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GTAIX Martin Ratio Rank: 8484
Martin Ratio Rank

PWDIX
PWDIX Risk / Return Rank: 6969
Overall Rank
PWDIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PWDIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PWDIX Omega Ratio Rank: 7272
Omega Ratio Rank
PWDIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PWDIX Martin Ratio Rank: 6868
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. PWDIX - Risk-Adjusted Trends Comparison

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


GTAIXPWDIXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.26

+0.19

Sortino ratio

Return per unit of downside risk

1.99

1.75

+0.23

Omega ratio

Gain probability vs. loss probability

1.32

1.27

+0.05

Calmar ratio

Return relative to maximum drawdown

1.81

1.47

+0.33

Martin ratio

Return relative to average drawdown

8.65

6.45

+2.20

GTAIX vs. PWDIX - Sharpe Ratio Comparison

The current GTAIX Sharpe Ratio is 1.45, which is comparable to the PWDIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GTAIX and PWDIX, 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


GTAIXPWDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.26

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.52

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

0.00

Correlation

The correlation between GTAIX and PWDIX is 0.73, 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. PWDIX - Dividend Comparison

GTAIX's dividend yield for the trailing twelve months is around 5.42%, more than PWDIX's 1.91% yield.


TTM20252024202320222021202020192018201720162015
GTAIX
Donoghue Forlines Tactical Allocation Fund
5.42%5.82%3.38%2.69%1.65%2.35%0.82%1.77%1.92%0.00%0.00%0.00%
PWDIX
Donoghue Forlines Dividend Fund
1.91%1.22%2.16%1.75%1.29%2.31%3.66%3.10%30.58%3.25%1.45%3.55%

Drawdowns

GTAIX vs. PWDIX - Drawdown Comparison

The maximum GTAIX drawdown since its inception was -24.25%, smaller than the maximum PWDIX drawdown of -40.86%. Use the drawdown chart below to compare losses from any high point for GTAIX and PWDIX.


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Drawdown Indicators


GTAIXPWDIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.25%

-40.86%

+16.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-13.30%

+4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-19.43%

-21.29%

+1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-40.86%

Current Drawdown

Current decline from peak

-4.51%

-4.24%

-0.27%

Average Drawdown

Average peak-to-trough decline

-4.92%

-8.63%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

3.04%

-1.30%

Volatility

GTAIX vs. PWDIX - Volatility Comparison

Donoghue Forlines Tactical Allocation Fund (GTAIX) has a higher volatility of 3.25% compared to Donoghue Forlines Dividend Fund (PWDIX) at 2.85%. This indicates that GTAIX's price experiences larger fluctuations and is considered to be riskier than PWDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTAIXPWDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.85%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

8.15%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

16.76%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.70%

14.18%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.53%

14.55%

-3.02%