PFADX vs. FESGX

Last updated Apr 1, 2026

Compare and contrast key facts about PFG BNY Mellon Diversifier Strategy Fund (PFADX) and First Eagle Global Fund Class C (FESGX).

PFADX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017. FESGX is an actively managed fund by First Eagle. It was launched on Jan 1, 1979.

Performance

PFADX vs. FESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG BNY Mellon Diversifier Strategy Fund (PFADX) and First Eagle Global Fund Class C (FESGX). The values are adjusted to include any dividend payments, if applicable.

PFADX vs. FESGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFADX PFG BNY Mellon Diversifier Strategy Fund	0.82%	7.07%	2.13%	3.69%	-9.50%	3.85%	7.25%	8.16%	-5.20%	0.00%
FESGX First Eagle Global Fund Class C	-0.68%	30.64%	10.94%	11.92%	-7.17%	11.35%	7.50%	19.26%	-9.13%	0.05%

Returns By Period

In the year-to-date period, PFADX achieves a 0.82% return, which is significantly higher than FESGX's -0.68% return.

PFADX

• 1D: 0.10%
• 1M: -3.44%
• YTD: 0.82%
• 6M: 2.15%
• 1Y: 6.58%
• 3Y*: 4.11%
• 5Y*: 1.44%
• 10Y*: —

FESGX

• 1D: 0.13%
• 1M: -10.46%
• YTD: -0.68%
• 6M: 4.47%
• 1Y: 21.58%
• 3Y*: 15.06%
• 5Y*: 9.90%
• 10Y*: 8.83%

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

PFADX vs. FESGX - Expense Ratio Comparison

PFADX has a 2.05% expense ratio, which is higher than FESGX's 1.86% expense ratio.

PFADX

PFG BNY Mellon Diversifier Strategy Fund

FESGX

First Eagle Global Fund Class C

Return for Risk

PFADX vs. FESGX — Risk / Return Rank

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

PFADX

PFADX Risk / Return Rank: 67
PFADX Sharpe Ratio Rank: 74
PFADX Sortino Ratio Rank: 69
PFADX Omega Ratio Rank: 67
PFADX Calmar Ratio Rank: 67
PFADX Martin Ratio Rank: 59

FESGX

FESGX Risk / Return Rank: 82
FESGX Sharpe Ratio Rank: 84
FESGX Sortino Ratio Rank: 84
FESGX Omega Ratio Rank: 82
FESGX Calmar Ratio Rank: 80
FESGX Martin Ratio Rank: 82

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.

PFADX vs. FESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG BNY Mellon Diversifier Strategy Fund (PFADX) and First Eagle Global Fund Class C (FESGX). 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.

	PFADX	FESGX	Difference
Sharpe ratio Return per unit of total volatility	1.34	1.63	-0.29
Sortino ratio Return per unit of downside risk	1.75	2.21	-0.46
Omega ratio Gain probability vs. loss probability	1.26	1.33	-0.07
Calmar ratio Return relative to maximum drawdown	1.56	1.95	-0.39
Martin ratio Return relative to average drawdown	5.67	8.19	-2.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFADX vs. FESGX - Sharpe Ratio Comparison

The current PFADX Sharpe Ratio is 1.34, which is comparable to the FESGX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of PFADX and FESGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PFADX	FESGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	1.63	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.84	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.68	-0.31

Correlation

The correlation between PFADX and FESGX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PFADX vs. FESGX - Dividend Comparison

PFADX's dividend yield for the trailing twelve months is around 2.44%, less than FESGX's 9.24% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PFADX PFG BNY Mellon Diversifier Strategy Fund	2.44%	2.46%	2.89%	1.04%	5.33%	3.46%	0.08%	1.51%	0.91%	0.52%	0.00%	0.00%
FESGX First Eagle Global Fund Class C	9.24%	9.18%	4.84%	2.85%	4.25%	5.44%	1.61%	4.69%	5.71%	3.61%	4.48%	1.06%

Drawdowns

PFADX vs. FESGX - Drawdown Comparison

The maximum PFADX drawdown since its inception was -16.64%, smaller than the maximum FESGX drawdown of -37.54%. Use the drawdown chart below to compare losses from any high point for PFADX and FESGX.

Drawdown Indicators

	PFADX	FESGX	Difference
Max Drawdown Largest peak-to-trough decline	-16.64%	-37.54%	+20.90%
Max Drawdown (1Y) Largest decline over 1 year	-4.21%	-10.58%	+6.37%
Max Drawdown (5Y) Largest decline over 5 years	-16.64%	-20.00%	+3.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-27.77%	—
Current Drawdown Current decline from peak	-3.44%	-10.46%	+7.02%
Average Drawdown Average peak-to-trough decline	-5.38%	-4.53%	-0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.16%	2.52%	-1.36%

Volatility

PFADX vs. FESGX - Volatility Comparison

The current volatility for PFG BNY Mellon Diversifier Strategy Fund (PFADX) is 1.81%, while First Eagle Global Fund Class C (FESGX) has a volatility of 4.67%. This indicates that PFADX experiences smaller price fluctuations and is considered to be less risky than FESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFADX	FESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.81%	4.67%	-2.86%
Volatility (6M) Calculated over the trailing 6-month period	3.06%	8.83%	-5.77%
Volatility (1Y) Calculated over the trailing 1-year period	4.95%	13.40%	-8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.85%	11.87%	-6.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.55%	12.44%	-6.89%