MOJOX vs. GTAIX

Last updated Apr 2, 2026

Compare and contrast key facts about Donoghue Forlines Momentum Fund (MOJOX) and Donoghue Forlines Tactical Allocation Fund (GTAIX).

MOJOX is managed by Donoghue Forlines LLC. It was launched on Dec 22, 2016. GTAIX is managed by Donoghue Forlines LLC. It was launched on Apr 5, 2018.

Performance

MOJOX vs. GTAIX - Performance Comparison

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

MOJOX vs. GTAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MOJOX Donoghue Forlines Momentum Fund	15.26%	22.91%	22.29%	19.10%	-22.78%	28.86%	-1.95%	8.66%	-0.85%
GTAIX Donoghue Forlines Tactical Allocation Fund	3.23%	13.49%	8.39%	15.59%	-14.49%	9.25%	-0.10%	16.08%	-8.93%

Returns By Period

In the year-to-date period, MOJOX achieves a 15.26% return, which is significantly higher than GTAIX's 3.23% return.

MOJOX

• 1D: 3.09%
• 1M: -3.90%
• YTD: 15.26%
• 6M: 20.47%
• 1Y: 45.54%
• 3Y*: 25.14%
• 5Y*: 11.64%
• 10Y*: —

GTAIX

• 1D: 1.46%
• 1M: -2.56%
• YTD: 3.23%
• 6M: 5.17%
• 1Y: 17.00%
• 3Y*: 12.47%
• 5Y*: 5.78%
• 10Y*: —

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

MOJOX vs. GTAIX - Expense Ratio Comparison

MOJOX has a 2.00% expense ratio, which is higher than GTAIX's 1.20% expense ratio.

MOJOX

Donoghue Forlines Momentum Fund

GTAIX

Donoghue Forlines Tactical Allocation Fund

Return for Risk

MOJOX vs. GTAIX — Risk / Return Rank

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

MOJOX

MOJOX Risk / Return Rank: 93
MOJOX Sharpe Ratio Rank: 92
MOJOX Sortino Ratio Rank: 90
MOJOX Omega Ratio Rank: 88
MOJOX Calmar Ratio Rank: 96
MOJOX Martin Ratio Rank: 97

GTAIX

GTAIX Risk / Return Rank: 81
GTAIX Sharpe Ratio Rank: 79
GTAIX Sortino Ratio Rank: 78
GTAIX Omega Ratio Rank: 81
GTAIX Calmar Ratio Rank: 80
GTAIX Martin Ratio Rank: 87

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. GTAIX - Risk-Adjusted Trends Comparison

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

	MOJOX	GTAIX	Difference
Sharpe ratio Return per unit of total volatility	2.08	1.55	+0.53
Sortino ratio Return per unit of downside risk	2.66	2.13	+0.53
Omega ratio Gain probability vs. loss probability	1.39	1.34	+0.05
Calmar ratio Return relative to maximum drawdown	3.86	2.14	+1.72
Martin ratio Return relative to average drawdown	17.52	10.15	+7.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MOJOX vs. GTAIX - Sharpe Ratio Comparison

The current MOJOX Sharpe Ratio is 2.08, which is higher than the GTAIX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of MOJOX and GTAIX, 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

	MOJOX	GTAIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	1.55	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.54	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.41	+0.22

Correlation

The correlation between MOJOX and GTAIX is 0.79, 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

MOJOX vs. GTAIX - Dividend Comparison

MOJOX's dividend yield for the trailing twelve months is around 23.27%, more than GTAIX's 5.34% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MOJOX Donoghue Forlines Momentum Fund	23.27%	26.83%	2.13%	0.00%	0.00%	0.00%	0.00%	5.49%	5.78%	4.75%
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%

Drawdowns

MOJOX vs. GTAIX - Drawdown Comparison

The maximum MOJOX drawdown since its inception was -28.85%, which is greater than GTAIX's maximum drawdown of -24.25%. Use the drawdown chart below to compare losses from any high point for MOJOX and GTAIX.

Drawdown Indicators

	MOJOX	GTAIX	Difference
Max Drawdown Largest peak-to-trough decline	-28.85%	-24.25%	-4.60%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-8.32%	-3.89%
Max Drawdown (5Y) Largest decline over 5 years	-25.32%	-19.43%	-5.89%
Current Drawdown Current decline from peak	-4.82%	-3.12%	-1.70%
Average Drawdown Average peak-to-trough decline	-7.97%	-4.92%	-3.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	1.75%	+0.94%

Volatility

MOJOX vs. GTAIX - Volatility Comparison

Donoghue Forlines Momentum Fund (MOJOX) has a higher volatility of 9.31% compared to Donoghue Forlines Tactical Allocation Fund (GTAIX) at 3.63%. This indicates that MOJOX's price experiences larger fluctuations and is considered to be riskier than GTAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOJOX	GTAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.31%	3.63%	+5.68%
Volatility (6M) Calculated over the trailing 6-month period	16.25%	6.51%	+9.74%
Volatility (1Y) Calculated over the trailing 1-year period	22.35%	11.23%	+11.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	10.72%	+6.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.98%	11.54%	+4.44%