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MOJOX vs. FLOTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MOJOX vs. FLOTX

Last updated Jun 24, 2026

MOJOX (Donoghue Forlines Momentum Fund) and FLOTX (Donoghue Forlines Risk Managed Income Fund) are both mutual funds - MOJOX is a Tactical Allocation fund managed by Donoghue Forlines LLC, while FLOTX is a Bank Loan fund managed by Donoghue Forlines LLC. Over the past 5 years, MOJOX returned 15.99%/yr vs 2.69%/yr for FLOTX. At a 0.41 correlation, their price movements are largely independent. MOJOX charges 2.00%/yr vs 1.07%/yr for FLOTX.

Performance

MOJOX vs. FLOTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, MOJOX achieves a 43.41% return, which is significantly higher than FLOTX's -0.55% return.

MOJOX

1D
1.22%
1M
7.62%
YTD
43.41%
6M
41.15%
1Y
60.93%
3Y*
34.08%
5Y*
15.99%
10Y*
—

FLOTX

1D
0.00%
1M
0.33%
YTD
-0.55%
6M
-0.45%
1Y
2.89%
3Y*
4.87%
5Y*
2.69%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOJOX vs. FLOTX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
MOJOX
Donoghue Forlines Momentum Fund		43.41%22.91%22.29%19.10%-22.78%28.86%-1.95%8.66%-1.21%
FLOTX
Donoghue Forlines Risk Managed Income Fund		-0.55%2.47%6.76%8.28%-3.59%2.45%3.95%3.51%1.96%

Correlation

The correlation between MOJOX and FLOTX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.41

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Donoghue Forlines Momentum Fund

Donoghue Forlines Risk Managed Income Fund

Often compared with MOJOX:
MOJOX vs. GUGMOJOX vs. PAUIXMOJOX vs. SMIDXMOJOX vs. ABRZXMOJOX vs. TFAQXMOJOX vs. PWRIXMOJOX vs. GTAIX
Often compared with FLOTX:
FLOTX vs. PWDIXFLOTX vs. PWRIXFLOTX vs. CAPIXFLOTX vs. GTAIXFLOTX vs. PYFRXFLOTX vs. RCRIXFLOTX vs. DFLYX

Return for Risk

MOJOX vs. FLOTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MOJOX
MOJOX Risk / Return Rank: 9292
Overall Rank
MOJOX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
MOJOX Sortino Ratio Rank: 8585
Sortino Ratio Rank
MOJOX Omega Ratio Rank: 8383
Omega Ratio Rank
MOJOX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MOJOX Martin Ratio Rank: 9898
Martin Ratio Rank
FLOTX
FLOTX Risk / Return Rank: 3636
Overall Rank
FLOTX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FLOTX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FLOTX Omega Ratio Rank: 6262
Omega Ratio Rank
FLOTX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FLOTX Martin Ratio Rank: 1212
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.

MOJOX vs. FLOTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Momentum Fund (MOJOX) and Donoghue Forlines Risk Managed Income Fund (FLOTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

MOJOXFLOTXDifference
Sharpe ratioReturn per unit of total volatility
3.02
1.80

+1.22

Sortino ratioReturn per unit of downside risk
3.74
2.61

+1.13

Omega ratioGain probability vs. loss probability

1.51

1.40

+0.10

Calmar ratioReturn relative to maximum drawdown

7.65

1.28

+6.37

Martin ratioReturn relative to average drawdown

28.97

3.31

+25.66

MOJOX vs. FLOTX - Sharpe Ratio Comparison

The current MOJOX Sharpe Ratio is 3.02, which is higher than the FLOTX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of MOJOX and FLOTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

MOJOX vs. FLOTX - Drawdown Comparison

The maximum MOJOX drawdown since its inception was -28.85%, which is greater than FLOTX's maximum drawdown of -4.40%. Use the drawdown chart below to compare losses from any high point for MOJOX and FLOTX.

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Drawdown Indicators

MOJOXFLOTXDifference

Max Drawdown

Largest peak-to-trough decline

-28.85%

-4.40%

-24.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-2.36%

-5.79%

Max Drawdown (3Y)

Largest decline over 3 years

-22.50%

-3.34%

-19.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-4.40%

-20.92%

Current Drawdown

Current decline from peak

0.00%

-0.97%

+0.97%

Average Drawdown

Average peak-to-trough decline

-7.81%

-1.03%

-6.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.91%

+1.24%

Volatility

MOJOX vs. FLOTX - Volatility Comparison

Donoghue Forlines Momentum Fund (MOJOX) has a higher volatility of 8.26% compared to Donoghue Forlines Risk Managed Income Fund (FLOTX) at 0.48%. This indicates that MOJOX's price experiences larger fluctuations and is considered to be riskier than FLOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MOJOXFLOTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

0.48%

+7.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.12%

1.35%

+15.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

1.68%

+18.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

2.69%

+15.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

2.45%

+13.77%

MOJOX vs. FLOTX - Expense Ratio Comparison

MOJOX has a 2.00% expense ratio, which is higher than FLOTX's 1.07% expense ratio.

Dividends

MOJOX vs. FLOTX - Dividend Comparison

MOJOX's dividend yield for the trailing twelve months is around 18.70%, more than FLOTX's 6.80% yield.

PositionTTM202520242023202220212020201920182017
FLOTX
Donoghue Forlines Risk Managed Income Fund		6.80%5.79%7.15%7.16%1.56%2.13%2.42%3.78%3.20%0.00%
MOJOX
Donoghue Forlines Momentum Fund		18.70%26.83%2.13%0.00%0.00%0.00%0.00%5.49%5.78%4.75%

Frequently Asked Questions

MOJOX and FLOTX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOJOX has higher volatility (8.26%) compared to FLOTX (0.48%). In terms of maximum drawdown, MOJOX dropped -28.85% vs FLOTX's -4.40%.

MOJOX currently has the higher Sharpe Ratio (3.02 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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