AFQSX vs. PDX
AFQSX (Alpha Fiduciary Quantitative Strategy Fund) and PDX (PIMCO Dynamic Income Strategy Fund) are both Tactical Allocation funds. Over the past 5 years, AFQSX returned 1.83%/yr vs 24.46%/yr for PDX. Their 0.26 correlation means their historical movements had little consistent relationship. AFQSX charges 1.70%/yr vs 2.31%/yr for PDX.
Performance
AFQSX vs. PDX - Performance Comparison
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Returns By Period
In the year-to-date period, AFQSX achieves a 11.65% return, which is significantly lower than PDX's 19.01% return.
AFQSX
- 1D
- 1.61%
- 1M
- -0.65%
- 6M
- 10.16%
- YTD
- 11.65%
- 1Y
- 20.70%
- 3Y*
- 6.31%
- 5Y*
- 1.83%
- 10Y*
- —
- ALL TIME*
- 1.08%
PDX
- 1D
- 1.04%
- 1M
- 2.79%
- 6M
- 10.11%
- YTD
- 19.01%
- 1Y
- 9.12%
- 3Y*
- 22.38%
- 5Y*
- 24.46%
- 10Y*
- —
- ALL TIME*
- 11.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.81M | $1.96M | $1.82M |
AFQSX vs. PDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AFQSX Alpha Fiduciary Quantitative Strategy Fund | 11.65% | 3.78% | 5.83% | 2.10% | -22.23% | 44.62% | -23.80% | 0.00% |
PDX PIMCO Dynamic Income Strategy Fund | 19.01% | -10.59% | 36.99% | 44.51% | 23.02% | 68.79% | -44.20% | -0.78% |
Correlation
The correlation between AFQSX and PDX is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.26 |
Over the past year, the correlation between AFQSX and PDX has dropped to 0.06 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
AFQSX vs. PDX — Risk / Return Rank
AFQSX
PDX
AFQSX vs. PDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Fiduciary Quantitative Strategy Fund (AFQSX) and PIMCO Dynamic Income Strategy Fund (PDX). 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.
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.
| AFQSX | PDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.11 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 0.49 | +3.04 |
| Martin ratioReturn relative to average drawdown | 11.54 | 1.11 | +10.43 |
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Drawdowns
AFQSX vs. PDX - Drawdown Comparison
The maximum AFQSX drawdown since its inception was -93.01%, which is greater than PDX's maximum drawdown of -80.63%. Use the drawdown chart below to compare losses from any high point for AFQSX and PDX.
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Drawdown Indicators
| AFQSX | PDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.01% | -80.63% | -12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.01% | -15.65% | +9.64% |
Max Drawdown (3Y)Largest decline over 3 years | -93.01% | -37.24% | -55.77% |
Max Drawdown (5Y)Largest decline over 5 years | -93.01% | -37.24% | -55.77% |
Current DrawdownCurrent decline from peak | -90.50% | -13.56% | -76.94% |
Average DrawdownAverage peak-to-trough decline | -36.48% | -18.75% | -17.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 6.91% | -5.08% |
Volatility
AFQSX vs. PDX - Volatility Comparison
Alpha Fiduciary Quantitative Strategy Fund (AFQSX) and PIMCO Dynamic Income Strategy Fund (PDX) have volatilities of 3.41% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFQSX | PDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.26% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 9.52% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 13.94% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 637.42% | 25.22% | +612.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 555.86% | 36.12% | +519.74% |
AFQSX vs. PDX - Expense Ratio Comparison
AFQSX has a 1.70% expense ratio, which is lower than PDX's 2.31% expense ratio.
Dividends
AFQSX vs. PDX - Dividend Comparison
AFQSX has not paid dividends to shareholders, while PDX's dividend yield for the trailing twelve months is around 21.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AFQSX Alpha Fiduciary Quantitative Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDX PIMCO Dynamic Income Strategy Fund | 21.40% | 24.34% | 6.31% | 4.30% | 5.89% | 5.28% | 14.11% | 9.58% |
Frequently Asked Questions
AFQSX and PDX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AFQSX has higher volatility (3.41%) compared to PDX (3.26%). In terms of maximum drawdown, AFQSX dropped -93.01% vs PDX's -80.63%.
AFQSX currently has the higher Sharpe Ratio (1.80 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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