MOJOX vs. UTMAX
Compare and contrast key facts about Donoghue Forlines Momentum Fund (MOJOX) and USAA Target Managed Allocation Fund (UTMAX).
MOJOX is managed by Donoghue Forlines LLC. It was launched on Dec 22, 2016. UTMAX is managed by USAA. It was launched on Aug 6, 2015.
Performance
MOJOX vs. UTMAX - Performance Comparison
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MOJOX vs. UTMAX - 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% | 14.80% |
UTMAX USAA Target Managed Allocation Fund | -1.82% | 15.25% | 13.81% | 14.40% | -20.44% | 21.52% | 13.42% | 22.64% | -9.01% | 12.98% |
Returns By Period
In the year-to-date period, MOJOX achieves a 15.26% return, which is significantly higher than UTMAX's -1.82% return.
MOJOX
- 1D
- 3.09%
- 1M
- -3.90%
- YTD
- 15.26%
- 6M
- 20.47%
- 1Y
- 45.54%
- 3Y*
- 25.14%
- 5Y*
- 11.64%
- 10Y*
- —
UTMAX
- 1D
- 2.91%
- 1M
- -6.15%
- YTD
- -1.82%
- 6M
- 1.38%
- 1Y
- 17.55%
- 3Y*
- 12.60%
- 5Y*
- 6.04%
- 10Y*
- 8.27%
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MOJOX vs. UTMAX - Expense Ratio Comparison
MOJOX has a 2.00% expense ratio, which is higher than UTMAX's 0.69% expense ratio.
Return for Risk
MOJOX vs. UTMAX — Risk / Return Rank
MOJOX
UTMAX
MOJOX vs. UTMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Momentum Fund (MOJOX) and USAA Target Managed Allocation Fund (UTMAX). 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 | UTMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 1.20 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.66 | 1.64 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.24 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.86 | 1.68 | +2.18 |
Martin ratioReturn relative to average drawdown | 17.52 | 7.22 | +10.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOJOX | UTMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.20 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.27 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.41 | +0.23 |
Correlation
The correlation between MOJOX and UTMAX is 0.77, 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. UTMAX - Dividend Comparison
MOJOX's dividend yield for the trailing twelve months is around 23.27%, more than UTMAX's 7.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UTMAX USAA Target Managed Allocation Fund | 7.00% | 6.87% | 1.59% | 1.41% | 4.47% | 27.44% | 5.94% | 4.84% | 11.05% | 1.13% | 1.36% | 1.23% |
Drawdowns
MOJOX vs. UTMAX - Drawdown Comparison
The maximum MOJOX drawdown since its inception was -28.85%, smaller than the maximum UTMAX drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for MOJOX and UTMAX.
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Drawdown Indicators
| MOJOX | UTMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.85% | -40.49% | +11.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -10.38% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -40.49% | +15.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.49% | — |
Current DrawdownCurrent decline from peak | -4.82% | -6.77% | +1.95% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -11.08% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.42% | +0.27% |
Volatility
MOJOX vs. UTMAX - Volatility Comparison
Donoghue Forlines Momentum Fund (MOJOX) has a higher volatility of 9.31% compared to USAA Target Managed Allocation Fund (UTMAX) at 6.14%. This indicates that MOJOX's price experiences larger fluctuations and is considered to be riskier than UTMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOJOX | UTMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.31% | 6.14% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 16.25% | 10.37% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 14.96% | +7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 22.37% | -5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 19.26% | -3.28% |