- ISIN
- US66538J8291
- CUSIP
- 66538J829
- Inception Date
- Dec 10, 2017
- Category
- Global Allocation
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
PFADX Performance Chart
PFG BNY Mellon Diversifier Strategy Fund (PFADX) is up 2.8% since the beginning of the year. PFADX is currently trading at $10 per share. Investors who bought $1,000 worth of PFADX shares 5 years ago would now be looking at an investment worth $1,074.
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Returns By Period
PFG BNY Mellon Diversifier Strategy Fund (PFADX) has returned 2.77% so far this year and 8.07% over the past 12 months.
PFG BNY Mellon Diversifier Strategy Fund
- 1D
- 0.10%
- 1M
- 0.10%
- YTD
- 2.77%
- 6M
- 2.87%
- 1Y
- 8.07%
- 3Y*
- 5.00%
- 5Y*
- 1.44%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
PFADX Monthly Returns History
Based on dividend-adjusted daily data since Dec 27, 2017, PFADX's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Mar 2020 at -6.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PFADX closed higher 46% of trading days. The best single day was Dec 30, 2021 with a return of +3.5%, while the worst single day was Dec 31, 2021 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.05% | 2.31% | -2.65% | 1.41% | 0.10% | -0.40% | 2.77% | ||||||
| 2025 | 0.96% | 1.27% | -0.94% | -0.42% | 0.43% | 1.80% | -0.10% | 1.14% | 1.44% | 0.41% | 0.91% | 0.00% | 7.07% |
| 2024 | -0.43% | -0.53% | 1.83% | -2.43% | 1.95% | 0.42% | 2.32% | 1.34% | 1.32% | -2.71% | 1.45% | -2.24% | 2.13% |
| 2023 | 3.06% | -2.65% | 0.98% | 0.65% | -2.14% | 0.33% | 0.65% | -0.98% | -2.30% | -2.02% | 4.46% | 3.91% | 3.69% |
| 2022 | -2.44% | -0.38% | -0.29% | -2.71% | 0.10% | -3.38% | 2.16% | -1.11% | -4.68% | 0.32% | 3.51% | -0.74% | -9.50% |
| 2021 | -0.75% | 0.28% | 0.47% | 1.60% | 0.93% | 0.09% | 0.18% | 0.46% | -1.55% | 2.04% | -1.54% | 1.64% | 3.85% |
Benchmark Metrics
PFG BNY Mellon Diversifier Strategy Fund has an annualized alpha of 0.11%, beta of 0.16, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since December 27, 2017.
- This fund participated in 37.38% of S&P 500 Index downside but only 22.01% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.31 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.31 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.11%
- Beta
- 0.16
- R²
- 0.31
- Upside Capture
- 22.01%
- Downside Capture
- 37.38%
Expense Ratio
PFADX has a high expense ratio of 2.05%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PFADX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PFG BNY Mellon Diversifier Strategy Fund (PFADX) and compare them to S&P 500 Index.
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.
| PFADX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.78 | -0.59 |
| Martin ratioReturn relative to average drawdown | 7.29 | 12.44 | -5.15 |
Dividends
Dividend History
PFG BNY Mellon Diversifier Strategy Fund provided a 2.40% dividend yield over the last twelve months, with an annual payout of $0.24 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.24 | $0.24 | $0.27 | $0.10 | $0.49 | $0.37 | $0.01 | $0.15 | $0.08 | $0.05 |
Dividend yield | 2.40% | 2.46% | 2.89% | 1.04% | 5.33% | 3.46% | 0.08% | 1.51% | 0.91% | 0.52% |
Monthly Dividends
The table displays the monthly dividend distributions for PFG BNY Mellon Diversifier Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PFG BNY Mellon Diversifier Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PFG BNY Mellon Diversifier Strategy Fund was 16.64%, occurring on Oct 19, 2023. Recovery took 557 trading sessions.
The current PFG BNY Mellon Diversifier Strategy Fund drawdown is 1.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 correction2023 | -16.64%Oct 2023 | 1y 9mo | 2y 2mo | 4y 10dDec 2021 - Jan 2026 |
COVID crash2020 | -13.06%Mar 2020 | 24d | 3mo 28d | 4mo 22dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -7.62%Dec 2018 | 10mo 29d | 8mo 6d | 1y 7moJan 2018 - Aug 2019 |
2026 pullback2026 | -3.63%Mar 2026 | 18d | — | 3mo 23dMar 2026 - now |
2020 pullback2020 | -2.51%Sep 2020 | 21d | 1mo 18d | 2mo 9dSep 2020 - Nov 2020 |
Drawdown Indicators
| PFADX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.64% | -56.78% | +40.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -9.10% | +5.47% |
Max Drawdown (3Y)Largest decline over 3 years | -6.38% | -18.90% | +12.52% |
Max Drawdown (5Y)Largest decline over 5 years | -16.64% | -25.43% | +8.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.57% | -1.80% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -10.71% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 2.03% | -0.94% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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