Yes, upgrade from OS X El Capitan to macOS Mojave is absolutely possible. Check the below solution to upgrade from El Capitan to directly Mojave without facing any data loss problems.
Step 1: First Check your System Compatibility:-
FortiClient5.4.2.523macosx.dmg 2016-11-10 16:11:07 On Mac OS X 10.12, when upgrading FortiClient to 5.4.2, you must use the OnlineInstaller from the FortiClient – FortiClient (Mac OS X) supports Mac OS X v10.12 Sierra. – FortiClient in standalone mode no longer includes a banner at the bottom of the console. Download for Windows 32 bit Download for Windows 64 bit Download for MacOS. Download for Linux. Get FortiClient 6.0 for Mac OSX. Mac OSX v10.12 Sierra or higher. Download; Get FortiClient 6.0 for Linux. Ubuntu 16.04 or higher Red Hat, CentOS 7.4 or higher. Info; Get FortiClient for iOS. Currently the supported Operating Systems for FortiClient include: Mac OSX v10.12 Sierra or higher Step 1: Click here to download the VPN launcher Step 2: Navigate to the downloads folder and run the installer by double-clicking it. Installing Mac OS X El Capitan. The installation process of mac os el Capitan includes two methods. The first method is termed as an upgrade install, also known as the default method. The second method is known as a clean install. Mac OS X El Capitan 10.11 DMG Install and Download. Upgrade install-Follow to below steps-Visit the Mac App Store.
First and foremost, make sure your Mac is compatible with macOS Mojave. In general, most Macs from 2012 or newer are compatible. Here's a list of Macs that can run macOS Mojave:-
1.1)MacBook (Early 2015 or newer)
1.2)MacBook Air (Mid 2012 or newer)
1.3)MacBook Pro (Mid 2012 or newer)
1.4)Mac mini (Late 2012 or newer)
1.5)iMac (Late 2012 or newer)
1.6)iMac Pro (2017)
1.7)Mac Pro (Late 2013, plus mid-2010 and mid-2012 models with recommended Metal-capable GPU)
Step 2: Take Mac Data Backup
Before downloading any major update to your Mac operating system, it is very important to backup your data. The best way to ensure a smooth transition from an older operating system to Mojave is with Time Machine. If you don't already have a backup plan in place, there are a few options you can check out.

Step 3: Download and install macOS Mojave
Apple has made it very easier to simply download and install Mojave, even if you are running an older operating system. If your Mac is running El Capitan, Sierra, or High Sierra, here's how to download macOS Mojave.
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3.1)First, click on the Apple icon in the upper left corner of your screen.
3.2)Click on App Store.
3.3)Click on the Featured.
3.4)Click on macOS Mojave in the Mac App Store.
3.5)Click on Download under the Mojave icon.
3.6)Wait for macOS Mojave to finish downloading.
3.7)Click Install to begin the installation process.
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After following the above steps, you will be able to upgrade your operating system from Mac OS X El Capitan to macOS Mojave.