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Inception Date
Apr 30, 2020
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PFFFX Performance Chart

PFG Equity Index Focused Strategy Fund (PFFFX) is up 12.0% since the beginning of the year. PFFFX is currently trading at $18 per share. Investors who bought $1,000 worth of PFFFX shares 5 years ago would now be looking at an investment worth $1,724.


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S&P 500 Index

Returns By Period

PFG Equity Index Focused Strategy Fund (PFFFX) has returned 12.00% so far this year and 26.50% over the past 12 months.


PFG Equity Index Focused Strategy Fund

1D
1.47%
1M
3.11%
YTD
12.00%
6M
12.94%
1Y
26.50%
3Y*
21.19%
5Y*
11.51%
10Y*

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFFX Monthly Returns History

Based on dividend-adjusted daily data since May 1, 2020, PFFFX's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Sep 2022 at -9.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PFFFX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.75%1.09%-6.14%9.55%4.62%0.22%12.00%
20252.96%-0.70%-4.10%0.29%5.58%4.45%1.00%2.77%3.40%1.92%0.12%0.66%19.55%
20240.00%4.53%3.16%-3.99%4.38%1.63%1.96%2.06%2.02%-2.24%4.11%5.48%25.16%
20237.16%-3.05%2.38%1.08%-1.23%5.91%3.46%-2.96%-4.54%-3.12%8.72%5.14%19.36%
2022-4.89%-2.82%2.08%-8.17%0.48%-8.46%7.43%-4.02%-9.55%6.76%7.63%-4.87%-18.75%
2021-0.47%2.65%3.04%4.21%1.27%1.26%0.62%2.33%-4.29%5.26%-2.26%3.93%18.54%

Benchmark Metrics

PFG Equity Index Focused Strategy Fund has an annualized alpha of 1.25%, beta of 0.91, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since May 01, 2020.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.48%) than losses (88.29%) - typical of diversified or defensive assets.
  • With beta of 0.91 and R2 of 0.87, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.25%
Beta
0.91
0.87
Upside Capture
90.48%
Downside Capture
88.29%

Expense Ratio

PFFFX has a high expense ratio of 2.02%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PFFFX ranks 60 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.


PFFFX Risk / Return Rank: 6060
Overall Rank
PFFFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PFFFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
PFFFX Omega Ratio Rank: 5656
Omega Ratio Rank
PFFFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
PFFFX Martin Ratio Rank: 7070
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PFG Equity Index Focused Strategy Fund (PFFFX) 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.


PFFFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

2.93

2.71

+0.22

Martin ratioReturn relative to average drawdown

12.81

12.15

+0.66

Dividends

Dividend History

PFG Equity Index Focused Strategy Fund provided a 3.14% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.56$0.56$2.28$0.48$0.49$0.73$0.32

Dividend yield

3.14%3.51%16.43%3.69%4.32%5.01%2.48%

Monthly Dividends

The table displays the monthly dividend distributions for PFG Equity Index Focused Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.56$0.56
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.28$2.28
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
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$0.73$0.73

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 Equity Index Focused 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 Equity Index Focused Strategy Fund was 29.61%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.

The current PFG Equity Index Focused Strategy Fund drawdown is 0.44%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-29.61%Oct 2022
9mo 17d1y 7mo
2y 4moDec 2021 - May 2024
2025 selloff2025
-17.24%Apr 2025
1mo 19d2mo 2d
3mo 21dFeb 2025 - Jun 2025
2026 pullback2026
-9.50%Mar 2026
1mo 2d16d
1mo 18dFeb 2026 - Apr 2026
2024 pullback2024
-8.13%Aug 2024
19d25d
1mo 14dJul 2024 - Aug 2024
2020 pullback2020
-7.98%Sep 2020
20d1mo 17d
2mo 7dSep 2020 - Nov 2020

Drawdown Indicators


PFFFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.61%

-56.78%

+27.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-9.10%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-17.24%

-18.90%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-29.61%

-25.43%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.44%

-1.29%

+0.85%

Average Drawdown

Average peak-to-trough decline

-6.92%

-10.72%

+3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.02%

+0.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PFFFX

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