PFADX vs. TRXAX
PFADX (PFG BNY Mellon Diversifier Strategy Fund) and TRXAX (Catalyst/MAP Global Balanced Fund) are both Global Allocation funds. Over the past 5 years, PFADX returned 1.21%/yr vs 5.25%/yr for TRXAX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. PFADX charges 2.05%/yr vs 1.22%/yr for TRXAX.
Performance
PFADX vs. TRXAX - Performance Comparison
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Returns By Period
In the year-to-date period, PFADX achieves a 2.46% return, which is significantly lower than TRXAX's 5.95% return.
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%
TRXAX
- 1D
- 0.60%
- 1M
- -0.67%
- 6M
- 1.56%
- YTD
- 5.95%
- 1Y
- 12.23%
- 3Y*
- 8.99%
- 5Y*
- 5.25%
- 10Y*
- 5.60%
- ALL TIME*
- 5.62%
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 |
PFADX vs. TRXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRXAX Catalyst/MAP Global Balanced Fund | 5.95% | 16.16% | 4.67% | 5.23% | -7.44% | 9.65% | 3.62% | 11.51% | -3.30% | 0.30% |
Correlation
The correlation between PFADX and TRXAX is 0.79, 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. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2017 | 0.62 |
The correlation between PFADX and TRXAX shifts across timeframes, from 0.62 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PFADX vs. TRXAX — Risk / Return Rank
PFADX
TRXAX
PFADX vs. TRXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG BNY Mellon Diversifier Strategy Fund (PFADX) and Catalyst/MAP Global Balanced Fund (TRXAX). 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.
| PFADX | TRXAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.13 | -0.33 |
| Martin ratioReturn relative to average drawdown | 5.21 | 6.80 | -1.59 |
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Drawdowns
PFADX vs. TRXAX - Drawdown Comparison
The maximum PFADX drawdown since its inception was -16.64%, smaller than the maximum TRXAX drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for PFADX and TRXAX.
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Drawdown Indicators
| PFADX | TRXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.64% | -20.50% | +3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -5.60% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -6.38% | -6.04% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -16.64% | -16.03% | -0.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.50% | — |
Current DrawdownCurrent decline from peak | -1.87% | -1.76% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -2.65% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.75% | -0.50% |
Volatility
PFADX vs. TRXAX - Volatility Comparison
The current volatility for PFG BNY Mellon Diversifier Strategy Fund (PFADX) is 1.16%, while Catalyst/MAP Global Balanced Fund (TRXAX) has a volatility of 1.86%. This indicates that PFADX experiences smaller price fluctuations and is considered to be less risky than TRXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFADX | TRXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.86% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 5.28% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 6.55% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 7.86% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 8.20% | -2.68% |
PFADX vs. TRXAX - Expense Ratio Comparison
PFADX has a 2.05% expense ratio, which is higher than TRXAX's 1.22% expense ratio.
Dividends
PFADX vs. TRXAX - Dividend Comparison
PFADX's dividend yield for the trailing twelve months is around 2.40%, more than TRXAX's 2.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRXAX Catalyst/MAP Global Balanced Fund | 2.14% | 2.45% | 4.93% | 5.12% | 0.83% | 6.76% | 1.91% | 2.66% | 8.34% | 3.46% | 3.55% | 1.59% |
Frequently Asked Questions
PFADX and TRXAX 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.
TRXAX has higher volatility (1.86%) compared to PFADX (1.16%). In terms of maximum drawdown, PFADX dropped -16.64% vs TRXAX's -20.50%.
TRXAX currently has the higher Sharpe Ratio (1.82 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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