PWDIX vs. GPTUX

Last updated Aug 4, 2026

PWDIX (Donoghue Forlines Dividend Fund) and GPTUX (GuidePath Tactical Allocation Fund) are both Tactical Allocation funds. Over the past 10 years, PWDIX returned 5.95%/yr vs 8.93%/yr for GPTUX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. PWDIX charges 1.56%/yr vs 0.79%/yr for GPTUX.

Performance

PWDIX vs. GPTUX - Performance Comparison

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

Returns By Period

In the year-to-date period, PWDIX achieves a 18.00% return, which is significantly higher than GPTUX's 5.52% return. Over the past 10 years, PWDIX has underperformed GPTUX with an annualized return of 5.95%, while GPTUX has yielded a comparatively higher 8.93% annualized return.

PWDIX

• 1D: -0.08%
• 1M: 3.16%
• 6M: 10.65%
• YTD: 18.00%
• 1Y: 28.69%
• 3Y*: 15.83%
• 5Y*: 8.58%
• 10Y*: 5.95%
• ALL TIME*: 6.20%

GPTUX

• 1D: -0.43%
• 1M: -1.27%
• 6M: 3.56%
• YTD: 5.52%
• 1Y: 13.85%
• 3Y*: 11.64%
• 5Y*: 9.12%
• 10Y*: 8.93%
• ALL TIME*: 7.48%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GPTUX GuidePath Tactical Allocation Fund	$0.00	$0.00	$0.00
PWDIX Donoghue Forlines Dividend Fund	$0.00	$0.00	$0.00

PWDIX vs. GPTUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PWDIX Donoghue Forlines Dividend Fund	18.00%	17.73%	12.33%	-0.18%	-9.83%	31.54%	-6.54%	-2.84%	-7.97%	11.41%
GPTUX GuidePath Tactical Allocation Fund	5.52%	7.08%	20.29%	14.85%	-6.15%	19.72%	-3.42%	20.50%	-4.54%	18.93%

Correlation

The correlation between PWDIX and GPTUX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.52
Correlation (3Y) Balances recent behavior with more history.	0.68
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (10Y) Provides a long-term view across more market conditions.	0.73
Correlation (All Time) Calculated using the full available price history since Nov 8, 2013	0.73

Over the past year, the correlation between PWDIX and GPTUX has dropped to 0.52 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

Return for Risk

PWDIX vs. GPTUX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PWDIX

PWDIX Risk / Return Rank: 92
PWDIX Sharpe Ratio Rank: 93
PWDIX Sortino Ratio Rank: 92
PWDIX Omega Ratio Rank: 85
PWDIX Calmar Ratio Rank: 97
PWDIX Martin Ratio Rank: 95

GPTUX

GPTUX Risk / Return Rank: 29
GPTUX Sharpe Ratio Rank: 26
GPTUX Sortino Ratio Rank: 26
GPTUX Omega Ratio Rank: 25
GPTUX Calmar Ratio Rank: 33
GPTUX Martin Ratio Rank: 37

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PWDIX vs. GPTUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Dividend Fund (PWDIX) and GuidePath Tactical Allocation Fund (GPTUX). 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.

	PWDIX	GPTUX	Difference
Sharpe ratio: Return per unit of total volatility	2.43	0.98	+1.45
Sortino ratio: Return per unit of downside risk	3.52	1.44	+2.09
Omega ratio: Gain probability vs. loss probability	1.42	1.18	+0.24
Calmar ratio: Return relative to maximum drawdown	5.08	1.55	+3.53
Martin ratio: Return relative to average drawdown	15.82	5.76	+10.06

PWDIX vs. GPTUX - Sharpe Ratio Comparison

The current PWDIX Sharpe Ratio is 2.43, which is higher than the GPTUX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of PWDIX and GPTUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PWDIX vs. GPTUX - Drawdown Comparison

The maximum PWDIX drawdown since its inception was -40.86%, which is greater than GPTUX's maximum drawdown of -22.84%. Use the drawdown chart below to compare losses from any high point for PWDIX and GPTUX.

Drawdown Indicators

	PWDIX	GPTUX	Difference
Max Drawdown Largest peak-to-trough decline	-40.86%	-22.84%	-18.02%
Max Drawdown (1Y) Largest decline over 1 year	-5.44%	-8.31%	+2.87%
Max Drawdown (3Y) Largest decline over 3 years	-16.86%	-16.31%	-0.55%
Max Drawdown (5Y) Largest decline over 5 years	-21.29%	-16.31%	-4.98%
Max Drawdown (10Y) Largest decline over 10 years	-40.86%	-22.84%	-18.02%
Current Drawdown Current decline from peak	-1.19%	-2.17%	+0.98%
Average Drawdown Average peak-to-trough decline	-8.43%	-4.29%	-4.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	2.23%	-0.48%

Volatility

PWDIX vs. GPTUX - Volatility Comparison

Donoghue Forlines Dividend Fund (PWDIX) has a higher volatility of 3.75% compared to GuidePath Tactical Allocation Fund (GPTUX) at 3.38%. This indicates that PWDIX's price experiences larger fluctuations and is considered to be riskier than GPTUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PWDIX	GPTUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	3.38%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	8.13%	10.13%	-2.00%
Volatility (1Y) Calculated over the trailing 1-year period	11.41%	13.13%	-1.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.09%	13.06%	+1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.42%	12.94%	+1.48%

PWDIX vs. GPTUX - Expense Ratio Comparison

PWDIX has a 1.56% expense ratio, which is higher than GPTUX's 0.79% expense ratio.

Dividends

PWDIX vs. GPTUX - Dividend Comparison

PWDIX's dividend yield for the trailing twelve months is around 1.84%, less than GPTUX's 7.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GPTUX GuidePath Tactical Allocation Fund	7.93%	8.37%	6.41%	1.24%	4.81%	10.27%	4.82%	4.34%	4.68%	3.43%	1.05%	1.05%
PWDIX Donoghue Forlines Dividend Fund	1.84%	1.22%	2.16%	1.75%	1.29%	2.31%	3.66%	3.10%	30.58%	3.25%	1.45%	3.55%

Frequently Asked Questions

Can I hold both PWDIX and GPTUX in my portfolio?

PWDIX and GPTUX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PWDIX or GPTUX?

PWDIX has higher volatility (3.75%) compared to GPTUX (3.38%). In terms of maximum drawdown, PWDIX dropped -40.86% vs GPTUX's -22.84%.

Which has better risk-adjusted returns?

PWDIX currently has the higher Sharpe Ratio (2.43 vs 0.98), 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.