MOJOX vs. UNAVX

Last updated Apr 2, 2026

Compare and contrast key facts about Donoghue Forlines Momentum Fund (MOJOX) and USA Mutuals All Seasons Fund (UNAVX).

MOJOX is managed by Donoghue Forlines LLC. It was launched on Dec 22, 2016. UNAVX is managed by USA Mutuals. It was launched on Oct 12, 2017.

Performance

MOJOX vs. UNAVX - Performance Comparison

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

MOJOX vs. UNAVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MOJOX Donoghue Forlines Momentum Fund	15.26%	22.91%	22.29%	19.10%	-22.78%	28.86%	-1.95%	8.66%	-3.03%	4.19%
UNAVX USA Mutuals All Seasons Fund	-3.58%	1.91%	6.76%	3.44%	6.91%	11.74%	-8.36%	25.57%	-4.91%	4.62%

Returns By Period

In the year-to-date period, MOJOX achieves a 15.26% return, which is significantly higher than UNAVX's -3.58% return.

MOJOX

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

UNAVX

• 1D: 1.33%
• 1M: -3.40%
• YTD: -3.58%
• 6M: -6.39%
• 1Y: 0.95%
• 3Y*: 0.98%
• 5Y*: 4.85%
• 10Y*: —

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

MOJOX vs. UNAVX - Expense Ratio Comparison

MOJOX has a 2.00% expense ratio, which is higher than UNAVX's 1.99% expense ratio.

MOJOX

Donoghue Forlines Momentum Fund

UNAVX

USA Mutuals All Seasons Fund

Return for Risk

MOJOX vs. UNAVX — 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

UNAVX

UNAVX Risk / Return Rank: 6
UNAVX Sharpe Ratio Rank: 6
UNAVX Sortino Ratio Rank: 5
UNAVX Omega Ratio Rank: 6
UNAVX Calmar Ratio Rank: 6
UNAVX Martin Ratio Rank: 6

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. UNAVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Momentum Fund (MOJOX) and USA Mutuals All Seasons Fund (UNAVX). 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	UNAVX	Difference
Sharpe ratio Return per unit of total volatility	2.08	0.17	+1.92
Sortino ratio Return per unit of downside risk	2.66	0.28	+2.38
Omega ratio Gain probability vs. loss probability	1.39	1.05	+0.34
Calmar ratio Return relative to maximum drawdown	3.86	0.11	+3.75
Martin ratio Return relative to average drawdown	17.52	0.34	+17.19
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. UNAVX - Sharpe Ratio Comparison

The current MOJOX Sharpe Ratio is 2.08, which is higher than the UNAVX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of MOJOX and UNAVX, 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	UNAVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	0.17	+1.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.62	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.37	+0.26

Correlation

The correlation between MOJOX and UNAVX is 0.56, 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

MOJOX vs. UNAVX - Dividend Comparison

MOJOX's dividend yield for the trailing twelve months is around 23.27%, more than UNAVX's 2.62% 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%
UNAVX USA Mutuals All Seasons Fund	2.62%	2.52%	2.88%	1.62%	0.00%	0.00%	0.00%	5.70%	0.85%	0.61%

Drawdowns

MOJOX vs. UNAVX - Drawdown Comparison

The maximum MOJOX drawdown since its inception was -28.85%, roughly equal to the maximum UNAVX drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for MOJOX and UNAVX.

Drawdown Indicators

	MOJOX	UNAVX	Difference
Max Drawdown Largest peak-to-trough decline	-28.85%	-30.05%	+1.20%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-7.89%	-4.32%
Max Drawdown (5Y) Largest decline over 5 years	-25.32%	-7.89%	-17.43%
Current Drawdown Current decline from peak	-4.82%	-6.66%	+1.84%
Average Drawdown Average peak-to-trough decline	-7.97%	-4.72%	-3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	2.60%	+0.09%

Volatility

MOJOX vs. UNAVX - Volatility Comparison

Donoghue Forlines Momentum Fund (MOJOX) has a higher volatility of 9.31% compared to USA Mutuals All Seasons Fund (UNAVX) at 2.66%. This indicates that MOJOX's price experiences larger fluctuations and is considered to be riskier than UNAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOJOX	UNAVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.31%	2.66%	+6.65%
Volatility (6M) Calculated over the trailing 6-month period	16.25%	3.74%	+12.51%
Volatility (1Y) Calculated over the trailing 1-year period	22.35%	5.55%	+16.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	7.83%	+9.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.98%	12.93%	+3.05%