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MOJOX vs. TEBRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MOJOX vs. TEBRX - Performance Comparison

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

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MOJOX vs. TEBRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MOJOX
Donoghue Forlines Momentum Fund
15.26%22.91%22.29%19.10%-22.78%28.86%-1.95%8.66%-3.03%14.80%
TEBRX
Teberg Fund
-0.87%18.67%20.76%34.92%-22.47%25.02%20.61%26.55%-6.70%14.54%

Returns By Period

In the year-to-date period, MOJOX achieves a 15.26% return, which is significantly higher than TEBRX's -0.87% return.


MOJOX

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

TEBRX

1D
3.37%
1M
-4.87%
YTD
-0.87%
6M
2.23%
1Y
23.06%
3Y*
19.89%
5Y*
10.94%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MOJOX vs. TEBRX - Expense Ratio Comparison

MOJOX has a 2.00% expense ratio, which is higher than TEBRX's 1.75% expense ratio.


Return for Risk

MOJOX vs. TEBRX — Risk / Return Rank

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

MOJOX
MOJOX Risk / Return Rank: 9393
Overall Rank
MOJOX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MOJOX Sortino Ratio Rank: 9090
Sortino Ratio Rank
MOJOX Omega Ratio Rank: 8888
Omega Ratio Rank
MOJOX Calmar Ratio Rank: 9696
Calmar Ratio Rank
MOJOX Martin Ratio Rank: 9797
Martin Ratio Rank

TEBRX
TEBRX Risk / Return Rank: 6969
Overall Rank
TEBRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TEBRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TEBRX Omega Ratio Rank: 5959
Omega Ratio Rank
TEBRX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TEBRX Martin Ratio Rank: 8181
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. TEBRX - Risk-Adjusted Trends Comparison

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


MOJOXTEBRXDifference

Sharpe ratio

Return per unit of total volatility

2.08

1.18

+0.90

Sortino ratio

Return per unit of downside risk

2.66

1.75

+0.91

Omega ratio

Gain probability vs. loss probability

1.39

1.25

+0.14

Calmar ratio

Return relative to maximum drawdown

3.86

2.15

+1.72

Martin ratio

Return relative to average drawdown

17.52

8.82

+8.70

MOJOX vs. TEBRX - Sharpe Ratio Comparison

The current MOJOX Sharpe Ratio is 2.08, which is higher than the TEBRX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of MOJOX and TEBRX, 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


MOJOXTEBRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

1.18

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.55

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.51

+0.13

Correlation

The correlation between MOJOX and TEBRX is 0.80, 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. TEBRX - Dividend Comparison

MOJOX's dividend yield for the trailing twelve months is around 23.27%, more than TEBRX's 0.12% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
TEBRX
Teberg Fund
0.12%0.12%1.66%0.00%0.00%0.00%0.47%0.60%0.77%0.92%0.00%10.62%

Drawdowns

MOJOX vs. TEBRX - Drawdown Comparison

The maximum MOJOX drawdown since its inception was -28.85%, smaller than the maximum TEBRX drawdown of -39.10%. Use the drawdown chart below to compare losses from any high point for MOJOX and TEBRX.


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Drawdown Indicators


MOJOXTEBRXDifference

Max Drawdown

Largest peak-to-trough decline

-28.85%

-39.10%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-11.04%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-30.35%

+5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-32.22%

Current Drawdown

Current decline from peak

-4.82%

-6.91%

+2.09%

Average Drawdown

Average peak-to-trough decline

-7.97%

-5.78%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.69%

0.00%

Volatility

MOJOX vs. TEBRX - Volatility Comparison

Donoghue Forlines Momentum Fund (MOJOX) has a higher volatility of 9.31% compared to Teberg Fund (TEBRX) at 6.58%. This indicates that MOJOX's price experiences larger fluctuations and is considered to be riskier than TEBRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOJOXTEBRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.31%

6.58%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.25%

12.59%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

19.87%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

19.85%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

18.59%

-2.61%