MOJOX vs. GTAIX
MOJOX (Donoghue Forlines Momentum Fund) and GTAIX (Donoghue Forlines Tactical Allocation Fund) are both Tactical Allocation funds from Donoghue Forlines. Over the past 5 years, MOJOX returned 13.56%/yr vs 6.84%/yr for GTAIX. Their correlation of 0.80 means they have usually moved in the same direction. MOJOX charges 2.00%/yr vs 1.20%/yr for GTAIX.
Performance
MOJOX vs. GTAIX - Performance Comparison
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Returns By Period
In the year-to-date period, MOJOX achieves a 33.55% return, which is significantly higher than GTAIX's 12.72% return.
MOJOX
- 1D
- 3.86%
- 1M
- -3.13%
- 6M
- 20.45%
- YTD
- 33.55%
- 1Y
- 47.50%
- 3Y*
- 28.30%
- 5Y*
- 13.56%
- 10Y*
- —
- ALL TIME*
- 11.45%
GTAIX
- 1D
- 1.26%
- 1M
- -0.54%
- 6M
- 8.46%
- YTD
- 12.72%
- 1Y
- 19.59%
- 3Y*
- 13.20%
- 5Y*
- 6.84%
- 10Y*
- —
- ALL TIME*
- 5.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MOJOX vs. GTAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MOJOX Donoghue Forlines Momentum Fund | 33.55% | 22.91% | 22.29% | 19.10% | -22.78% | 28.86% | -1.95% | 8.66% | -1.96% |
GTAIX Donoghue Forlines Tactical Allocation Fund | 12.72% | 13.49% | 8.39% | 15.59% | -14.49% | 9.25% | -0.10% | 16.08% | -8.93% |
Correlation
The correlation between MOJOX and GTAIX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2018 | 0.80 |
The correlation between MOJOX and GTAIX shifts across timeframes, from 0.80 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MOJOX vs. GTAIX — Risk / Return Rank
MOJOX
GTAIX
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.
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.
| MOJOX | GTAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 4.15 | +0.36 |
| Martin ratioReturn relative to average drawdown | 17.84 | 16.25 | +1.58 |
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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.
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Drawdown Indicators
| MOJOX | GTAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.85% | -24.25% | -4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -4.51% | -5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -22.50% | -11.89% | -10.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -19.43% | -5.89% |
Current DrawdownCurrent decline from peak | -6.88% | -1.86% | -5.02% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -4.75% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 1.15% | +1.46% |
Volatility
MOJOX vs. GTAIX - Volatility Comparison
Donoghue Forlines Momentum Fund (MOJOX) has a higher volatility of 8.18% compared to Donoghue Forlines Tactical Allocation Fund (GTAIX) at 2.87%. 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.
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Volatility by Period
| MOJOX | GTAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 2.87% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 18.64% | 7.66% | +10.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.36% | 9.11% | +13.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 10.83% | +7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 11.50% | +4.90% |
MOJOX vs. GTAIX - Expense Ratio Comparison
MOJOX has a 2.00% expense ratio, which is higher than GTAIX's 1.20% expense ratio.
Dividends
MOJOX vs. GTAIX - Dividend Comparison
MOJOX's dividend yield for the trailing twelve months is around 20.09%, more than GTAIX's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GTAIX Donoghue Forlines Tactical Allocation Fund | 5.07% | 5.82% | 3.38% | 2.69% | 1.65% | 2.35% | 0.82% | 1.77% | 1.92% | 0.00% |
MOJOX Donoghue Forlines Momentum Fund | 20.09% | 26.83% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% | 5.49% | 5.78% | 4.75% |
Frequently Asked Questions
With a correlation of 0.92, MOJOX and GTAIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MOJOX has higher volatility (8.18%) compared to GTAIX (2.87%). In terms of maximum drawdown, MOJOX dropped -28.85% vs GTAIX's -24.25%.
MOJOX currently has the higher Sharpe Ratio (2.09 vs 2.06), 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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