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GTAIX vs. TTIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTAIX vs. TTIFX - Performance Comparison

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

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GTAIX vs. TTIFX - 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%
TTIFX
Goldman Sachs TacticalTiltOverlayFund
-0.19%6.79%-2.91%6.04%0.93%8.25%5.13%4.99%-0.73%

Returns By Period

In the year-to-date period, GTAIX achieves a 1.75% return, which is significantly higher than TTIFX's -0.19% return.


GTAIX

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

TTIFX

1D
0.28%
1M
-1.83%
YTD
-0.19%
6M
1.87%
1Y
4.97%
3Y*
2.51%
5Y*
2.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTAIX vs. TTIFX - Expense Ratio Comparison

GTAIX has a 1.20% expense ratio, which is higher than TTIFX's 0.68% expense ratio.


Return for Risk

GTAIX vs. TTIFX — 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

TTIFX
TTIFX Risk / Return Rank: 7676
Overall Rank
TTIFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TTIFX Sortino Ratio Rank: 7575
Sortino Ratio Rank
TTIFX Omega Ratio Rank: 8383
Omega Ratio Rank
TTIFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TTIFX Martin Ratio Rank: 7474
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. TTIFX - Risk-Adjusted Trends Comparison

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


GTAIXTTIFXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.32

+0.13

Sortino ratio

Return per unit of downside risk

1.99

1.86

+0.13

Omega ratio

Gain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratio

Return relative to maximum drawdown

1.81

1.66

+0.14

Martin ratio

Return relative to average drawdown

8.65

7.02

+1.63

GTAIX vs. TTIFX - Sharpe Ratio Comparison

The current GTAIX Sharpe Ratio is 1.45, which is comparable to the TTIFX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of GTAIX and TTIFX, 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


GTAIXTTIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.32

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.47

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.50

-0.10

Correlation

The correlation between GTAIX and TTIFX is 0.51, 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. TTIFX - Dividend Comparison

GTAIX's dividend yield for the trailing twelve months is around 5.42%, more than TTIFX's 3.01% yield.


TTM202520242023202220212020201920182017
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%
TTIFX
Goldman Sachs TacticalTiltOverlayFund
3.01%3.01%0.00%5.33%0.84%2.02%4.71%1.09%0.00%0.94%

Drawdowns

GTAIX vs. TTIFX - Drawdown Comparison

The maximum GTAIX drawdown since its inception was -24.25%, which is greater than TTIFX's maximum drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for GTAIX and TTIFX.


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Drawdown Indicators


GTAIXTTIFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.25%

-13.21%

-11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-2.66%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.43%

-9.04%

-10.39%

Current Drawdown

Current decline from peak

-4.51%

-2.10%

-2.41%

Average Drawdown

Average peak-to-trough decline

-4.92%

-2.15%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.65%

+1.09%

Volatility

GTAIX vs. TTIFX - Volatility Comparison

Donoghue Forlines Tactical Allocation Fund (GTAIX) has a higher volatility of 3.25% compared to Goldman Sachs TacticalTiltOverlayFund (TTIFX) at 1.05%. This indicates that GTAIX's price experiences larger fluctuations and is considered to be riskier than TTIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTAIXTTIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

1.05%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

1.80%

+4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

4.39%

+6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.70%

5.91%

+4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.53%

5.93%

+5.60%