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PFDOX vs. ESIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFDOX vs. ESIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG Active Core Bond Strategy Fund (PFDOX) and Eaton Vance Strategic Income Fund Class I (ESIIX). The values are adjusted to include any dividend payments, if applicable.

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PFDOX vs. ESIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFDOX
PFG Active Core Bond Strategy Fund
-1.27%7.49%2.02%5.41%-13.51%-1.65%5.76%6.10%-1.92%0.10%
ESIIX
Eaton Vance Strategic Income Fund Class I
0.53%12.46%6.66%8.52%-2.32%1.59%7.80%7.65%-2.44%0.20%

Returns By Period

In the year-to-date period, PFDOX achieves a -1.27% return, which is significantly lower than ESIIX's 0.53% return.


PFDOX

1D
0.59%
1M
-2.83%
YTD
-1.27%
6M
0.10%
1Y
3.27%
3Y*
3.75%
5Y*
-0.12%
10Y*

ESIIX

1D
0.15%
1M
-2.15%
YTD
0.53%
6M
3.43%
1Y
9.40%
3Y*
8.51%
5Y*
5.22%
10Y*
5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFDOX vs. ESIIX - Expense Ratio Comparison

PFDOX has a 2.03% expense ratio, which is higher than ESIIX's 1.21% expense ratio.


Return for Risk

PFDOX vs. ESIIX — Risk / Return Rank

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

PFDOX
PFDOX Risk / Return Rank: 3838
Overall Rank
PFDOX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PFDOX Sortino Ratio Rank: 3434
Sortino Ratio Rank
PFDOX Omega Ratio Rank: 2929
Omega Ratio Rank
PFDOX Calmar Ratio Rank: 4646
Calmar Ratio Rank
PFDOX Martin Ratio Rank: 4141
Martin Ratio Rank

ESIIX
ESIIX Risk / Return Rank: 9898
Overall Rank
ESIIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ESIIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ESIIX Omega Ratio Rank: 9797
Omega Ratio Rank
ESIIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ESIIX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

PFDOX vs. ESIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Active Core Bond Strategy Fund (PFDOX) and Eaton Vance Strategic Income Fund Class I (ESIIX). 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.


PFDOXESIIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

3.12

-2.28

Sortino ratio

Return per unit of downside risk

1.19

4.43

-3.25

Omega ratio

Gain probability vs. loss probability

1.15

1.71

-0.56

Calmar ratio

Return relative to maximum drawdown

1.18

3.99

-2.82

Martin ratio

Return relative to average drawdown

4.30

16.84

-12.54

PFDOX vs. ESIIX - Sharpe Ratio Comparison

The current PFDOX Sharpe Ratio is 0.84, which is lower than the ESIIX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of PFDOX and ESIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFDOXESIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

3.12

-2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

1.67

-1.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.45

-0.28

Correlation

The correlation between PFDOX and ESIIX is 0.44, 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

PFDOX vs. ESIIX - Dividend Comparison

PFDOX's dividend yield for the trailing twelve months is around 2.83%, less than ESIIX's 7.40% yield.


TTM20252024202320222021202020192018201720162015
PFDOX
PFG Active Core Bond Strategy Fund
2.83%2.79%3.36%2.91%3.13%3.66%2.68%2.29%0.92%0.18%0.00%0.00%
ESIIX
Eaton Vance Strategic Income Fund Class I
7.40%7.01%7.23%7.19%5.82%4.57%4.44%5.29%4.25%3.95%4.18%4.59%

Drawdowns

PFDOX vs. ESIIX - Drawdown Comparison

The maximum PFDOX drawdown since its inception was -19.45%, smaller than the maximum ESIIX drawdown of -26.87%. Use the drawdown chart below to compare losses from any high point for PFDOX and ESIIX.


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Drawdown Indicators


PFDOXESIIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-26.87%

+7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-2.44%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-19.45%

-6.18%

-13.27%

Max Drawdown (10Y)

Largest decline over 10 years

-12.25%

Current Drawdown

Current decline from peak

-4.60%

-2.15%

-2.45%

Average Drawdown

Average peak-to-trough decline

-6.05%

-4.76%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.58%

+0.35%

Volatility

PFDOX vs. ESIIX - Volatility Comparison

PFG Active Core Bond Strategy Fund (PFDOX) has a higher volatility of 1.90% compared to Eaton Vance Strategic Income Fund Class I (ESIIX) at 1.32%. This indicates that PFDOX's price experiences larger fluctuations and is considered to be riskier than ESIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFDOXESIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

1.32%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

1.97%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

3.03%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.67%

3.15%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

3.15%

+1.70%