IMRFX vs. PFADX
Compare and contrast key facts about Columbia Global Opportunities Fund (IMRFX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX).
IMRFX is managed by Columbia. It was launched on Jan 22, 1985. PFADX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017.
Performance
IMRFX vs. PFADX - Performance Comparison
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IMRFX vs. PFADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMRFX Columbia Global Opportunities Fund | -1.66% | 15.88% | 7.46% | 11.29% | -21.02% | 6.25% | 12.55% | 15.62% | -7.03% | 0.22% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 1.64% | 7.07% | 2.13% | 3.69% | -9.50% | 3.85% | 7.25% | 8.16% | -5.20% | 0.00% |
Returns By Period
In the year-to-date period, IMRFX achieves a -1.66% return, which is significantly lower than PFADX's 1.64% return.
IMRFX
- 1D
- 2.19%
- 1M
- -5.23%
- YTD
- -1.66%
- 6M
- 0.16%
- 1Y
- 14.47%
- 3Y*
- 9.23%
- 5Y*
- 2.29%
- 10Y*
- 5.32%
PFADX
- 1D
- 0.81%
- 1M
- -2.36%
- YTD
- 1.64%
- 6M
- 2.77%
- 1Y
- 7.10%
- 3Y*
- 4.39%
- 5Y*
- 1.46%
- 10Y*
- —
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IMRFX vs. PFADX - Expense Ratio Comparison
IMRFX has a 1.15% expense ratio, which is lower than PFADX's 2.05% expense ratio.
Return for Risk
IMRFX vs. PFADX — Risk / Return Rank
IMRFX
PFADX
IMRFX vs. PFADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Opportunities Fund (IMRFX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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.
| IMRFX | PFADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.49 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.97 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.77 | +0.07 |
Martin ratioReturn relative to average drawdown | 7.84 | 6.36 | +1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMRFX | PFADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.49 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.25 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.39 | +0.21 |
Correlation
The correlation between IMRFX and PFADX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IMRFX vs. PFADX - Dividend Comparison
IMRFX's dividend yield for the trailing twelve months is around 18.17%, more than PFADX's 2.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IMRFX Columbia Global Opportunities Fund | 18.17% | 17.87% | 0.47% | 0.00% | 6.62% | 7.92% | 4.40% | 1.75% | 0.35% | 0.00% | 2.77% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.42% | 2.46% | 2.89% | 1.04% | 5.33% | 3.46% | 0.08% | 1.51% | 0.91% | 0.52% | 0.00% |
Drawdowns
IMRFX vs. PFADX - Drawdown Comparison
The maximum IMRFX drawdown since its inception was -45.67%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for IMRFX and PFADX.
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Drawdown Indicators
| IMRFX | PFADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.67% | -16.64% | -29.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -4.21% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -28.77% | -16.64% | -12.13% |
Max Drawdown (10Y)Largest decline over 10 years | -28.77% | — | — |
Current DrawdownCurrent decline from peak | -6.05% | -2.65% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -5.38% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.17% | +0.72% |
Volatility
IMRFX vs. PFADX - Volatility Comparison
Columbia Global Opportunities Fund (IMRFX) has a higher volatility of 5.14% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 2.05%. This indicates that IMRFX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMRFX | PFADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 2.05% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 3.16% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.72% | 5.00% | +5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.86% | 5.86% | +5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 5.55% | +4.81% |