GTAIX vs. PWRIX
Compare and contrast key facts about Donoghue Forlines Tactical Allocation Fund (GTAIX) and Donoghue Forlines Tactical Income Fund (PWRIX).
GTAIX is managed by Donoghue Forlines LLC. It was launched on Apr 5, 2018. PWRIX is managed by Donoghue Forlines LLC. It was launched on Sep 13, 2010.
Performance
GTAIX vs. PWRIX - Performance Comparison
Loading graphics...
GTAIX vs. PWRIX - 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% |
PWRIX Donoghue Forlines Tactical Income Fund | -0.93% | 3.58% | 4.57% | 8.09% | -9.39% | 3.11% | -4.54% | 9.07% | -1.06% |
Returns By Period
In the year-to-date period, GTAIX achieves a 3.23% return, which is significantly higher than PWRIX's -0.93% return.
GTAIX
- 1D
- 1.46%
- 1M
- -2.56%
- YTD
- 3.23%
- 6M
- 5.17%
- 1Y
- 17.00%
- 3Y*
- 12.47%
- 5Y*
- 5.78%
- 10Y*
- —
PWRIX
- 1D
- 0.11%
- 1M
- -1.15%
- YTD
- -0.93%
- 6M
- -0.16%
- 1Y
- 0.65%
- 3Y*
- 4.52%
- 5Y*
- 1.42%
- 10Y*
- 1.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTAIX vs. PWRIX - Expense Ratio Comparison
GTAIX has a 1.20% expense ratio, which is lower than PWRIX's 1.53% expense ratio.
Return for Risk
GTAIX vs. PWRIX — Risk / Return Rank
GTAIX
PWRIX
GTAIX vs. PWRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Tactical Allocation Fund (GTAIX) and Donoghue Forlines Tactical Income Fund (PWRIX). 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 | PWRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.31 | +1.24 |
Sortino ratioReturn per unit of downside risk | 2.13 | 0.41 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.07 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 0.37 | +1.77 |
Martin ratioReturn relative to average drawdown | 10.15 | 1.06 | +9.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTAIX | PWRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.31 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.32 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.49 | -0.08 |
Correlation
The correlation between GTAIX and PWRIX 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. PWRIX - Dividend Comparison
GTAIX's dividend yield for the trailing twelve months is around 5.34%, more than PWRIX's 3.62% 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% |
PWRIX Donoghue Forlines Tactical Income Fund | 3.62% | 2.17% | 4.85% | 3.78% | 0.41% | 2.88% | 1.14% | 1.79% | 3.99% | 3.91% | 0.66% | 1.96% |
Drawdowns
GTAIX vs. PWRIX - Drawdown Comparison
The maximum GTAIX drawdown since its inception was -24.25%, which is greater than PWRIX's maximum drawdown of -14.55%. Use the drawdown chart below to compare losses from any high point for GTAIX and PWRIX.
Loading graphics...
Drawdown Indicators
| GTAIX | PWRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.25% | -14.55% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -2.09% | -6.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -12.43% | -7.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.55% | — |
Current DrawdownCurrent decline from peak | -3.12% | -1.69% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -2.98% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 0.72% | +1.03% |
Volatility
GTAIX vs. PWRIX - Volatility Comparison
Donoghue Forlines Tactical Allocation Fund (GTAIX) has a higher volatility of 3.63% compared to Donoghue Forlines Tactical Income Fund (PWRIX) at 0.88%. This indicates that GTAIX's price experiences larger fluctuations and is considered to be riskier than PWRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTAIX | PWRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 0.88% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 1.65% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 2.13% | +9.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.72% | 4.46% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.54% | 4.55% | +6.99% |