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PFG Equity Index Focused Strategy Fund (PFFFX) Sharpe Ratio: 2.13

Mutual Fund · Currency in USD · Last updated Jun 17, 2026

The fund primarily invests in Fidelity mutual funds and exchange traded funds, aiming to allocate at least 80% of its assets to these underlying funds.

PFFFX's Sharpe Ratio of 2.13 indicates that for each unit of volatility, it generates 2.13 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PFFFX Sharpe Ratio Rank

PFFFX Sharpe Ratio Rank: 65.165
Above Average

PFFFX ranks above 65.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

PFFFX Sharpe Ratio Market Positioning

The chart shows PFFFX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.37 or lower
  • Yellow zone (middle 50%): 1.37 to 2.36
  • Green zone (top 25%): 2.36 or higher
  • Top 1%: 4.37+
  • Median: 1.98 — half of all investments score higher

How it compares to other similar mutual funds

The table compares PFG Equity Index Focused Strategy Fund's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how PFFFX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVAGXLSV Global Value Fund3.44
VGPMXVanguard Global Capital Cycles Fund3.35
EPSYXMainStay Epoch Global Equity Yield Fund3.19
PGVFXPolaris Global Value Fund3.16
JGYIXJohn Hancock Global Shareholder Yield Fund3.10
GMGEXGMO Global Equity Allocation Fund3.09
FMIEXWasatch Global Value Fund Investor Class Shares3.07
PRIGXT. Rowe Price Global Value Equity Fund2.96
PGTIXT. Rowe Price Global Technology Fund I Class2.93
LVAFXLSV Global Managed Volatility Fund2.93
PFFFXPFG Equity Index Focused Strategy Fund2.13

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PFFFX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PFFFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does PFFFX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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