MQIFX vs. PFADX
MQIFX (Franklin Mutual Quest Fund) and PFADX (PFG BNY Mellon Diversifier Strategy Fund) are both Global Allocation funds. Over the past 5 years, MQIFX returned 8.07%/yr vs 1.21%/yr for PFADX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. MQIFX charges 0.78%/yr vs 2.05%/yr for PFADX.
Performance
MQIFX vs. PFADX - Performance Comparison
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Returns By Period
In the year-to-date period, MQIFX achieves a 8.94% return, which is significantly higher than PFADX's 2.46% return.
MQIFX
- 1D
- 0.64%
- 1M
- 1.22%
- 6M
- 5.19%
- YTD
- 8.94%
- 1Y
- 19.26%
- 3Y*
- 14.00%
- 5Y*
- 8.07%
- 10Y*
- 5.82%
- ALL TIME*
- 9.29%
PFADX
- 1D
- 0.40%
- 1M
- -0.10%
- 6M
- 0.40%
- YTD
- 2.46%
- 1Y
- 6.40%
- 3Y*
- 4.86%
- 5Y*
- 1.21%
- 10Y*
- —
- ALL TIME*
- 2.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MQIFX vs. PFADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MQIFX Franklin Mutual Quest Fund | 8.94% | 17.66% | 8.84% | 10.46% | -6.85% | 11.50% | -1.84% | 12.40% | -7.33% | 0.06% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.46% | 7.07% | 2.13% | 3.69% | -9.50% | 3.85% | 7.25% | 8.16% | -5.20% | 0.00% |
Correlation
The correlation between MQIFX and PFADX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2017 | 0.54 |
The correlation between MQIFX and PFADX shifts across timeframes, from 0.54 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MQIFX vs. PFADX — Risk / Return Rank
MQIFX
PFADX
MQIFX vs. PFADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Quest Fund (MQIFX) 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.
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.
| MQIFX | PFADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.27 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.80 | +0.26 |
| Martin ratioReturn relative to average drawdown | 7.04 | 5.21 | +1.83 |
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Drawdowns
MQIFX vs. PFADX - Drawdown Comparison
The maximum MQIFX drawdown since its inception was -34.60%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for MQIFX and PFADX.
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Drawdown Indicators
| MQIFX | PFADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.60% | -16.64% | -17.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | -3.63% | -4.78% |
Max Drawdown (3Y)Largest decline over 3 years | -10.71% | -6.38% | -4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -16.64% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -30.59% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.87% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -5.23% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.25% | +1.21% |
Volatility
MQIFX vs. PFADX - Volatility Comparison
Franklin Mutual Quest Fund (MQIFX) has a higher volatility of 2.48% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.16%. This indicates that MQIFX'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
| MQIFX | PFADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 1.16% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 3.64% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.96% | 4.43% | +5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.75% | 5.88% | +5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.94% | 5.52% | +6.42% |
MQIFX vs. PFADX - Expense Ratio Comparison
MQIFX has a 0.78% expense ratio, which is lower than PFADX's 2.05% expense ratio.
Dividends
MQIFX vs. PFADX - Dividend Comparison
MQIFX's dividend yield for the trailing twelve months is around 3.84%, more than PFADX's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MQIFX Franklin Mutual Quest Fund | 3.84% | 4.18% | 5.10% | 4.60% | 3.80% | 2.59% | 3.66% | 3.52% | 13.76% | 4.53% | 1.24% | 5.75% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.40% | 2.46% | 2.89% | 1.04% | 5.33% | 3.46% | 0.08% | 1.51% | 0.91% | 0.52% | 0.00% | 0.00% |
Frequently Asked Questions
MQIFX and PFADX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MQIFX has higher volatility (2.48%) compared to PFADX (1.16%). In terms of maximum drawdown, MQIFX dropped -34.60% vs PFADX's -16.64%.
MQIFX currently has the higher Sharpe Ratio (1.74 vs 1.48), 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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