PFADX vs. LFMIX

Last updated Jun 5, 2026

PFADX (PFG BNY Mellon Diversifier Strategy Fund) and LFMIX (LoCorr Macro Strategies Fund Class I) are both Global Allocation funds. Over the past 5 years, PFADX returned 1.27%/yr vs 4.31%/yr for LFMIX. At a 0.05 correlation, their price movements are largely independent. PFADX charges 2.05%/yr vs 1.88%/yr for LFMIX.

Performance

PFADX vs. LFMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG BNY Mellon Diversifier Strategy Fund (PFADX) and LoCorr Macro Strategies Fund Class I (LFMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFADX achieves a 3.08% return, which is significantly lower than LFMIX's 10.03% return.

PFADX

• 1D: -0.30%
• 1M: 0.10%
• YTD: 3.08%
• 6M: 3.18%
• 1Y: 8.62%
• 3Y*: 5.26%
• 5Y*: 1.27%
• 10Y*: —

LFMIX

• 1D: -0.23%
• 1M: -0.47%
• YTD: 10.03%
• 6M: 10.52%
• 1Y: 15.13%
• 3Y*: 5.43%
• 5Y*: 4.31%
• 10Y*: 4.15%

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

PFADX vs. LFMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFADX PFG BNY Mellon Diversifier Strategy Fund	3.08%	7.07%	2.13%	3.69%	-9.50%	3.85%	7.25%	8.16%	-5.20%	0.00%
LFMIX LoCorr Macro Strategies Fund Class I	10.03%	2.89%	6.77%	-6.55%	15.43%	0.07%	4.55%	12.71%	-5.11%	-0.57%

Correlation

The correlation between PFADX and LFMIX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	-0.11
Correlation (5Y) Calculated over the trailing 5-year period	-0.16
Correlation (All Time) Calculated using the full available price history since Dec 28, 2017	0.05

Over the past year, PFADX and LFMIX have become more correlated (0.28) than their long-term average of 0.05, meaning their price movements have been converging.

Return for Risk

PFADX vs. LFMIX — Risk / Return Rank

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

PFADX

PFADX Risk / Return Rank: 48
PFADX Sharpe Ratio Rank: 52
PFADX Sortino Ratio Rank: 52
PFADX Omega Ratio Rank: 54
PFADX Calmar Ratio Rank: 44
PFADX Martin Ratio Rank: 40

LFMIX

LFMIX Risk / Return Rank: 87
LFMIX Sharpe Ratio Rank: 84
LFMIX Sortino Ratio Rank: 85
LFMIX Omega Ratio Rank: 78
LFMIX Calmar Ratio Rank: 95
LFMIX Martin Ratio Rank: 92

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. LFMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG BNY Mellon Diversifier Strategy Fund (PFADX) and LoCorr Macro Strategies Fund Class I (LFMIX). 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	LFMIX	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.72	-0.62
Sortino ratio: Return per unit of downside risk	3.01	4.04	-1.03
Omega ratio: Gain probability vs. loss probability	1.40	1.51	-0.12
Calmar ratio: Return relative to maximum drawdown	2.48	5.85	-3.38
Martin ratio: Return relative to average drawdown	8.65	18.72	-10.07
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. LFMIX - Sharpe Ratio Comparison

The current PFADX Sharpe Ratio is 2.10, which is comparable to the LFMIX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of PFADX and LFMIX, 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

	PFADX	LFMIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	2.72	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.60	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.37	+0.05

Drawdowns

PFADX vs. LFMIX - Drawdown Comparison

The maximum PFADX drawdown since its inception was -16.64%, smaller than the maximum LFMIX drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for PFADX and LFMIX.

Drawdown Indicators

	PFADX	LFMIX	Difference
Max Drawdown Largest peak-to-trough decline	-16.64%	-22.68%	+6.04%
Max Drawdown (1Y) Largest decline over 1 year	-3.63%	-2.60%	-1.03%
Max Drawdown (3Y) Largest decline over 3 years	-6.38%	-8.88%	+2.50%
Max Drawdown (5Y) Largest decline over 5 years	-16.64%	-12.26%	-4.38%
Max Drawdown (10Y) Largest decline over 10 years	—	-12.26%	—
Current Drawdown Current decline from peak	-1.28%	-0.70%	-0.58%
Average Drawdown Average peak-to-trough decline	-5.30%	-6.77%	+1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	0.81%	+0.23%

Volatility

PFADX vs. LFMIX - Volatility Comparison

PFG BNY Mellon Diversifier Strategy Fund (PFADX) has a higher volatility of 1.53% compared to LoCorr Macro Strategies Fund Class I (LFMIX) at 1.26%. This indicates that PFADX's price experiences larger fluctuations and is considered to be riskier than LFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFADX	LFMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.53%	1.26%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	3.40%	4.29%	-0.89%
Volatility (1Y) Calculated over the trailing 1-year period	4.28%	5.58%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.86%	7.20%	-1.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.54%	7.61%	-2.07%

PFADX vs. LFMIX - Expense Ratio Comparison

PFADX has a 2.05% expense ratio, which is higher than LFMIX's 1.88% expense ratio.

Dividends

PFADX vs. LFMIX - Dividend Comparison

PFADX's dividend yield for the trailing twelve months is around 2.39%, less than LFMIX's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFMIX LoCorr Macro Strategies Fund Class I	2.85%	3.14%	3.21%	3.17%	14.35%	4.95%	4.73%	4.66%	3.12%	5.89%	1.95%	3.08%
PFADX PFG BNY Mellon Diversifier Strategy Fund	2.39%	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

Can I hold both PFADX and LFMIX in my portfolio?

PFADX and LFMIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFADX or LFMIX?

PFADX has higher volatility (1.53%) compared to LFMIX (1.26%). In terms of maximum drawdown, PFADX dropped -16.64% vs LFMIX's -22.68%.

Which has better risk-adjusted returns?

LFMIX currently has the higher Sharpe Ratio (2.72 vs 2.10), 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.