FINVX vs. PFSEX

Last updated Jun 4, 2026

FINVX (Fidelity Series International Value Fund) and PFSEX (PFG JP Morgan Tactical Aggressive Strategy Fund) are both mutual funds - FINVX is a Foreign Large Cap Equities fund managed by Fidelity, while PFSEX is a Global Equities fund managed by The Pacific Financial Group. Over the past 5 years, FINVX returned 13.45%/yr vs 8.89%/yr for PFSEX. Their correlation of 0.83 suggests significant overlap in exposure. FINVX charges 0.01%/yr vs 2.05%/yr for PFSEX.

Performance

FINVX vs. PFSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Value Fund (FINVX) and PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FINVX achieves a 7.50% return, which is significantly lower than PFSEX's 10.53% return.

FINVX

• 1D: 0.36%
• 1M: 2.95%
• YTD: 7.50%
• 6M: 11.64%
• 1Y: 24.85%
• 3Y*: 22.98%
• 5Y*: 13.45%
• 10Y*: 10.61%

PFSEX

• 1D: 0.39%
• 1M: 5.36%
• YTD: 10.53%
• 6M: 10.89%
• 1Y: 25.13%
• 3Y*: 17.85%
• 5Y*: 8.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FINVX vs. PFSEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FINVX Fidelity Series International Value Fund	7.50%	45.75%	6.20%	20.35%	-7.21%	16.39%	4.87%	19.85%	-13.90%
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	10.53%	17.66%	15.07%	19.04%	-17.22%	17.81%	11.91%	22.25%	-15.09%

Correlation

The correlation between FINVX and PFSEX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Aug 31, 2018	0.83

The correlation between FINVX and PFSEX has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

Return for Risk

FINVX vs. PFSEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FINVX

FINVX Risk / Return Rank: 34
FINVX Sharpe Ratio Rank: 32
FINVX Sortino Ratio Rank: 31
FINVX Omega Ratio Rank: 31
FINVX Calmar Ratio Rank: 37
FINVX Martin Ratio Rank: 40

PFSEX

PFSEX Risk / Return Rank: 49
PFSEX Sharpe Ratio Rank: 50
PFSEX Sortino Ratio Rank: 46
PFSEX Omega Ratio Rank: 47
PFSEX Calmar Ratio Rank: 47
PFSEX Martin Ratio Rank: 57

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.

FINVX vs. PFSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Value Fund (FINVX) and PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX). 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.

	FINVX	PFSEX	Difference
Sharpe ratio: Return per unit of total volatility	1.62	2.07	-0.45
Sortino ratio: Return per unit of downside risk	2.30	2.86	-0.57
Omega ratio: Gain probability vs. loss probability	1.29	1.38	-0.08
Calmar ratio: Return relative to maximum drawdown	2.31	2.60	-0.29
Martin ratio: Return relative to average drawdown	8.58	11.38	-2.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FINVX vs. PFSEX - Sharpe Ratio Comparison

The current FINVX Sharpe Ratio is 1.62, which is comparable to the PFSEX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FINVX and PFSEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FINVX	PFSEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	2.07	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.55	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.52	-0.14

Drawdowns

FINVX vs. PFSEX - Drawdown Comparison

The maximum FINVX drawdown since its inception was -42.48%, which is greater than PFSEX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FINVX and PFSEX.

Drawdown Indicators

	FINVX	PFSEX	Difference
Max Drawdown Largest peak-to-trough decline	-42.48%	-33.76%	-8.72%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-9.85%	-0.53%
Max Drawdown (3Y) Largest decline over 3 years	-14.60%	-17.47%	+2.87%
Max Drawdown (5Y) Largest decline over 5 years	-27.13%	-28.41%	+1.28%
Max Drawdown (10Y) Largest decline over 10 years	-42.48%	—	—
Current Drawdown Current decline from peak	-1.12%	0.00%	-1.12%
Average Drawdown Average peak-to-trough decline	-9.04%	-6.91%	-2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	2.24%	+0.55%

Volatility

FINVX vs. PFSEX - Volatility Comparison

Fidelity Series International Value Fund (FINVX) has a higher volatility of 4.80% compared to PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) at 3.60%. This indicates that FINVX's price experiences larger fluctuations and is considered to be riskier than PFSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FINVX	PFSEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	3.60%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	11.94%	9.77%	+2.17%
Volatility (1Y) Calculated over the trailing 1-year period	14.84%	12.36%	+2.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	16.26%	+0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.06%	18.46%	-0.40%

FINVX vs. PFSEX - Expense Ratio Comparison

FINVX has a 0.01% expense ratio, which is lower than PFSEX's 2.05% expense ratio.

Dividends

FINVX vs. PFSEX - Dividend Comparison

FINVX's dividend yield for the trailing twelve months is around 10.42%, less than PFSEX's 15.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FINVX Fidelity Series International Value Fund	10.42%	11.20%	4.14%	3.29%	3.33%	5.01%	2.83%	4.05%	4.05%	3.14%	2.62%	2.14%
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	15.71%	17.36%	1.71%	0.00%	6.35%	5.13%	0.00%	0.00%	3.27%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FINVX and PFSEX in my portfolio?

FINVX and PFSEX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FINVX or PFSEX?

FINVX has higher volatility (4.80%) compared to PFSEX (3.60%). In terms of maximum drawdown, FINVX dropped -42.48% vs PFSEX's -33.76%.

Which has better risk-adjusted returns?

PFSEX currently has the higher Sharpe Ratio (2.07 vs 1.62), 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.