PFFFX vs. GQRIX

Last updated Aug 1, 2026

PFFFX (PFG Equity Index Focused Strategy Fund) and GQRIX (GQG Partners Global Quality Equity Fund Institutional Shares) are both mutual funds - PFFFX is a Global Equities fund managed by The Pacific Financial Group, while GQRIX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, PFFFX returned 10.86%/yr vs 9.20%/yr for GQRIX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. PFFFX charges 2.02%/yr vs 0.75%/yr for GQRIX.

Performance

PFFFX vs. GQRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG Equity Index Focused Strategy Fund (PFFFX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFFFX achieves a 10.19% return, which is significantly higher than GQRIX's 7.29% return.

PFFFX

• 1D: 1.97%
• 1M: -0.45%
• 6M: 7.24%
• YTD: 10.19%
• 1Y: 21.80%
• 3Y*: 19.15%
• 5Y*: 10.86%
• 10Y*: —
• ALL TIME*: 15.81%

GQRIX

• 1D: 0.43%
• 1M: 0.43%
• 6M: 3.55%
• YTD: 7.29%
• 1Y: 9.44%
• 3Y*: 11.84%
• 5Y*: 9.20%
• 10Y*: —
• ALL TIME*: 11.87%

*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)
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	$0.00	$0.00	$0.00
PFFFX PFG Equity Index Focused Strategy Fund	$0.00	$0.00	$0.00

PFFFX vs. GQRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PFFFX PFG Equity Index Focused Strategy Fund	10.19%	19.55%	25.16%	19.36%	-18.75%	18.54%	31.91%
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	7.29%	0.91%	20.18%	19.79%	-3.64%	17.13%	20.08%

Correlation

The correlation between PFFFX and GQRIX is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.01
Correlation (3Y) Balances recent behavior with more history.	0.53
Correlation (5Y) Shows whether the relationship held over a longer period.	0.66
Correlation (All Time) Calculated using the full available price history since May 1, 2020	0.69

Over the past year, the correlation between PFFFX and GQRIX has dropped to 0.01 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Return for Risk

PFFFX vs. GQRIX — Risk / Return Rank

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

PFFFX

PFFFX Risk / Return Rank: 60
PFFFX Sharpe Ratio Rank: 58
PFFFX Sortino Ratio Rank: 56
PFFFX Omega Ratio Rank: 56
PFFFX Calmar Ratio Rank: 61
PFFFX Martin Ratio Rank: 71

GQRIX

GQRIX Risk / Return Rank: 27
GQRIX Sharpe Ratio Rank: 29
GQRIX Sortino Ratio Rank: 29
GQRIX Omega Ratio Rank: 27
GQRIX Calmar Ratio Rank: 29
GQRIX Martin Ratio Rank: 21

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.

PFFFX vs. GQRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Equity Index Focused Strategy Fund (PFFFX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). 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.

	PFFFX	GQRIX	Difference
Sharpe ratio: Return per unit of total volatility	1.46	0.95	+0.51
Sortino ratio: Return per unit of downside risk	2.06	1.42	+0.64
Omega ratio: Gain probability vs. loss probability	1.26	1.17	+0.10
Calmar ratio: Return relative to maximum drawdown	2.09	1.29	+0.80
Martin ratio: Return relative to average drawdown	8.77	2.93	+5.84

PFFFX vs. GQRIX - Sharpe Ratio Comparison

The current PFFFX Sharpe Ratio is 1.46, which is higher than the GQRIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of PFFFX and GQRIX, 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

PFFFX vs. GQRIX - Drawdown Comparison

The maximum PFFFX drawdown since its inception was -29.61%, roughly equal to the maximum GQRIX drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for PFFFX and GQRIX.

Drawdown Indicators

	PFFFX	GQRIX	Difference
Max Drawdown Largest peak-to-trough decline	-29.61%	-28.86%	-0.75%
Max Drawdown (1Y) Largest decline over 1 year	-9.50%	-7.00%	-2.50%
Max Drawdown (3Y) Largest decline over 3 years	-17.24%	-16.47%	-0.77%
Max Drawdown (5Y) Largest decline over 5 years	-29.61%	-20.29%	-9.32%
Current Drawdown Current decline from peak	-2.06%	-3.86%	+1.80%
Average Drawdown Average peak-to-trough decline	-6.82%	-4.89%	-1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	3.07%	-0.81%

Volatility

PFFFX vs. GQRIX - Volatility Comparison

PFG Equity Index Focused Strategy Fund (PFFFX) has a higher volatility of 3.79% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 2.73%. This indicates that PFFFX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFFFX	GQRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	2.73%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	11.15%	7.50%	+3.65%
Volatility (1Y) Calculated over the trailing 1-year period	13.55%	9.45%	+4.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	14.67%	+2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.56%	17.15%	-0.59%

PFFFX vs. GQRIX - Expense Ratio Comparison

PFFFX has a 2.02% expense ratio, which is higher than GQRIX's 0.75% expense ratio.

Dividends

PFFFX vs. GQRIX - Dividend Comparison

PFFFX's dividend yield for the trailing twelve months is around 3.19%, less than GQRIX's 7.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	7.40%	7.94%	6.46%	1.39%	2.99%	1.65%	0.11%	0.04%
PFFFX PFG Equity Index Focused Strategy Fund	3.19%	3.51%	16.43%	3.69%	4.32%	5.01%	2.48%	0.00%

Frequently Asked Questions

Can I hold both PFFFX and GQRIX in my portfolio?

PFFFX and GQRIX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFFFX or GQRIX?

PFFFX has higher volatility (3.79%) compared to GQRIX (2.73%). In terms of maximum drawdown, PFFFX dropped -29.61% vs GQRIX's -28.86%.

Which has better risk-adjusted returns?

PFFFX currently has the higher Sharpe Ratio (1.46 vs 0.95), 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.