RQEIX vs. MOJOX

Last updated Apr 2, 2026

Compare and contrast key facts about RESQ Dynamic Allocation Fund (RQEIX) and Donoghue Forlines Momentum Fund (MOJOX).

RQEIX is managed by RESQ Funds. It was launched on Dec 19, 2013. MOJOX is managed by Donoghue Forlines LLC. It was launched on Dec 22, 2016.

Performance

RQEIX vs. MOJOX - Performance Comparison

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

RQEIX vs. MOJOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RQEIX RESQ Dynamic Allocation Fund	-0.72%	14.97%	15.35%	20.27%	-17.06%	-8.45%	14.11%	7.53%	-6.02%	10.89%
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%

Returns By Period

In the year-to-date period, RQEIX achieves a -0.72% return, which is significantly lower than MOJOX's 15.26% return.

RQEIX

• 1D: 0.62%
• 1M: -2.00%
• YTD: -0.72%
• 6M: -0.39%
• 1Y: 15.88%
• 3Y*: 13.10%
• 5Y*: 3.43%
• 10Y*: 4.94%

MOJOX

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

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

RQEIX vs. MOJOX - Expense Ratio Comparison

RQEIX has a 1.80% expense ratio, which is lower than MOJOX's 2.00% expense ratio.

MOJOX

Donoghue Forlines Momentum Fund

RQEIX

RESQ Dynamic Allocation Fund

Return for Risk

RQEIX vs. MOJOX — Risk / Return Rank

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

RQEIX

RQEIX Risk / Return Rank: 60
RQEIX Sharpe Ratio Rank: 58
RQEIX Sortino Ratio Rank: 61
RQEIX Omega Ratio Rank: 75
RQEIX Calmar Ratio Rank: 40
RQEIX Martin Ratio Rank: 64

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

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.

RQEIX vs. MOJOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RESQ Dynamic Allocation Fund (RQEIX) and Donoghue Forlines Momentum Fund (MOJOX). 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.

	RQEIX	MOJOX	Difference
Sharpe ratio Return per unit of total volatility	1.19	2.08	-0.89
Sortino ratio Return per unit of downside risk	1.77	2.66	-0.89
Omega ratio Gain probability vs. loss probability	1.31	1.39	-0.08
Calmar ratio Return relative to maximum drawdown	1.31	3.86	-2.55
Martin ratio Return relative to average drawdown	7.16	17.52	-10.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RQEIX vs. MOJOX - Sharpe Ratio Comparison

The current RQEIX Sharpe Ratio is 1.19, which is lower than the MOJOX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of RQEIX and MOJOX, 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

	RQEIX	MOJOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	2.08	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.68	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.63	-0.45

Correlation

The correlation between RQEIX and MOJOX is 0.55, 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

RQEIX vs. MOJOX - Dividend Comparison

RQEIX's dividend yield for the trailing twelve months is around 14.92%, less than MOJOX's 23.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
RQEIX RESQ Dynamic Allocation Fund	14.92%	14.53%	0.38%	0.00%	0.38%	0.00%	0.23%	0.00%	0.00%	0.00%
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%

Drawdowns

RQEIX vs. MOJOX - Drawdown Comparison

The maximum RQEIX drawdown since its inception was -33.25%, which is greater than MOJOX's maximum drawdown of -28.85%. Use the drawdown chart below to compare losses from any high point for RQEIX and MOJOX.

Drawdown Indicators

	RQEIX	MOJOX	Difference
Max Drawdown Largest peak-to-trough decline	-33.25%	-28.85%	-4.40%
Max Drawdown (1Y) Largest decline over 1 year	-12.50%	-12.21%	-0.29%
Max Drawdown (5Y) Largest decline over 5 years	-33.25%	-25.32%	-7.93%
Max Drawdown (10Y) Largest decline over 10 years	-33.25%	—	—
Current Drawdown Current decline from peak	-2.76%	-4.82%	+2.06%
Average Drawdown Average peak-to-trough decline	-11.42%	-7.97%	-3.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.69%	-0.40%

Volatility

RQEIX vs. MOJOX - Volatility Comparison

The current volatility for RESQ Dynamic Allocation Fund (RQEIX) is 1.83%, while Donoghue Forlines Momentum Fund (MOJOX) has a volatility of 9.31%. This indicates that RQEIX experiences smaller price fluctuations and is considered to be less risky than MOJOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RQEIX	MOJOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.83%	9.31%	-7.48%
Volatility (6M) Calculated over the trailing 6-month period	4.44%	16.25%	-11.81%
Volatility (1Y) Calculated over the trailing 1-year period	13.73%	22.35%	-8.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.85%	17.30%	-0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.00%	15.98%	+0.02%