PFDOX vs. PFJDX

Last updated Aug 1, 2026

PFDOX (PFG Active Core Bond Strategy Fund) and PFJDX (PFG JP Morgan Tactical Moderate Strategy Fund) are both mutual funds - PFDOX is a Multisector Bonds fund managed by The Pacific Financial Group, while PFJDX is a Diversified Portfolio fund managed by The Pacific Financial Group. Over the past 5 years, PFDOX returned -0.46%/yr vs 4.77%/yr for PFJDX. Their 0.34 correlation means their historical movements had little consistent relationship. PFDOX charges 2.03%/yr vs 2.05%/yr for PFJDX.

Performance

PFDOX vs. PFJDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG Active Core Bond Strategy Fund (PFDOX) and PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFDOX achieves a -0.92% return, which is significantly lower than PFJDX's 4.70% return.

PFDOX

• 1D: 0.12%
• 1M: -1.04%
• 6M: -1.15%
• YTD: -0.92%
• 1Y: 1.84%
• 3Y*: 3.79%
• 5Y*: -0.46%
• 10Y*: —
• ALL TIME*: 0.83%

PFJDX

• 1D: 1.46%
• 1M: -0.87%
• 6M: 2.97%
• YTD: 4.70%
• 1Y: 11.66%
• 3Y*: 10.23%
• 5Y*: 4.77%
• 10Y*: —
• ALL TIME*: 5.61%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PFDOX PFG Active Core Bond Strategy Fund	$0.00	$0.00	$0.00
PFJDX PFG JP Morgan Tactical Moderate Strategy Fund	$0.00	$0.00	$0.00

PFDOX vs. PFJDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PFDOX PFG Active Core Bond Strategy Fund	-0.92%	7.49%	2.02%	5.41%	-13.51%	-1.65%	5.76%	6.10%	-0.42%
PFJDX PFG JP Morgan Tactical Moderate Strategy Fund	4.70%	13.15%	9.96%	12.71%	-15.77%	11.10%	8.40%	16.33%	-11.06%

Correlation

The correlation between PFDOX and PFJDX is 0.54, 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.	0.54
Correlation (3Y) Balances recent behavior with more history.	0.46
Correlation (5Y) Shows whether the relationship held over a longer period.	0.46
Correlation (All Time) Calculated using the full available price history since Aug 29, 2018	0.34

The correlation between PFDOX and PFJDX shifts across timeframes, from 0.34 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PFDOX vs. PFJDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFDOX

PFDOX Risk / Return Rank: 15
PFDOX Sharpe Ratio Rank: 16
PFDOX Sortino Ratio Rank: 15
PFDOX Omega Ratio Rank: 15
PFDOX Calmar Ratio Rank: 14
PFDOX Martin Ratio Rank: 13

PFJDX

PFJDX Risk / Return Rank: 37
PFJDX Sharpe Ratio Rank: 37
PFJDX Sortino Ratio Rank: 36
PFJDX Omega Ratio Rank: 36
PFJDX Calmar Ratio Rank: 36
PFJDX Martin Ratio Rank: 43

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PFDOX vs. PFJDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Active Core Bond Strategy Fund (PFDOX) and PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX). 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.

	PFDOX	PFJDX	Difference
Sharpe ratio: Return per unit of total volatility	0.67	1.11	-0.44
Sortino ratio: Return per unit of downside risk	0.97	1.61	-0.64
Omega ratio: Gain probability vs. loss probability	1.12	1.20	-0.08
Calmar ratio: Return relative to maximum drawdown	0.76	1.50	-0.75
Martin ratio: Return relative to average drawdown	1.91	6.07	-4.17

PFDOX vs. PFJDX - Sharpe Ratio Comparison

The current PFDOX Sharpe Ratio is 0.67, which is lower than the PFJDX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of PFDOX and PFJDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PFDOX vs. PFJDX - Drawdown Comparison

The maximum PFDOX drawdown since its inception was -19.45%, smaller than the maximum PFJDX drawdown of -25.97%. Use the drawdown chart below to compare losses from any high point for PFDOX and PFJDX.

Drawdown Indicators

	PFDOX	PFJDX	Difference
Max Drawdown Largest peak-to-trough decline	-19.45%	-25.97%	+6.52%
Max Drawdown (1Y) Largest decline over 1 year	-3.40%	-7.17%	+3.77%
Max Drawdown (3Y) Largest decline over 3 years	-5.06%	-11.38%	+6.32%
Max Drawdown (5Y) Largest decline over 5 years	-19.45%	-25.97%	+6.52%
Current Drawdown Current decline from peak	-4.27%	-2.04%	-2.23%
Average Drawdown Average peak-to-trough decline	-5.96%	-6.61%	+0.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.34%	1.77%	-0.43%

Volatility

PFDOX vs. PFJDX - Volatility Comparison

The current volatility for PFG Active Core Bond Strategy Fund (PFDOX) is 1.11%, while PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) has a volatility of 3.00%. This indicates that PFDOX experiences smaller price fluctuations and is considered to be less risky than PFJDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFDOX	PFJDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.11%	3.00%	-1.89%
Volatility (6M) Calculated over the trailing 6-month period	3.24%	8.14%	-4.90%
Volatility (1Y) Calculated over the trailing 1-year period	3.81%	9.67%	-5.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.76%	12.32%	-6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.83%	12.68%	-7.85%

PFDOX vs. PFJDX - Expense Ratio Comparison

PFDOX has a 2.03% expense ratio, which is lower than PFJDX's 2.05% expense ratio.

Dividends

PFDOX vs. PFJDX - Dividend Comparison

PFDOX's dividend yield for the trailing twelve months is around 2.82%, less than PFJDX's 5.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFDOX PFG Active Core Bond Strategy Fund	2.82%	2.79%	3.36%	2.91%	3.13%	3.66%	2.68%	2.29%	0.92%	0.18%
PFJDX PFG JP Morgan Tactical Moderate Strategy Fund	5.69%	5.96%	1.19%	0.52%	8.75%	6.40%	0.35%	0.45%	0.04%	0.00%

Frequently Asked Questions

Can I hold both PFDOX and PFJDX in my portfolio?

PFDOX and PFJDX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFDOX or PFJDX?

PFJDX has higher volatility (3.00%) compared to PFDOX (1.11%). In terms of maximum drawdown, PFDOX dropped -19.45% vs PFJDX's -25.97%.

Which has better risk-adjusted returns?

PFJDX currently has the higher Sharpe Ratio (1.11 vs 0.67), 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.