PFFFX vs. GWOAX
Compare and contrast key facts about PFG Equity Index Focused Strategy Fund (PFFFX) and GMO Global Developed Equity Allocation Fund (GWOAX).
PFFFX is managed by The Pacific Financial Group. It was launched on Apr 30, 2020. GWOAX is managed by GMO. It was launched on Jun 15, 2005.
Performance
PFFFX vs. GWOAX - Performance Comparison
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PFFFX vs. GWOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PFFFX PFG Equity Index Focused Strategy Fund | -2.50% | 19.55% | 25.16% | 19.36% | -18.75% | 18.54% | 31.91% |
GWOAX GMO Global Developed Equity Allocation Fund | 3.10% | 28.37% | 6.14% | 22.49% | -14.10% | 18.53% | 35.49% |
Returns By Period
In the year-to-date period, PFFFX achieves a -2.50% return, which is significantly lower than GWOAX's 3.10% return.
PFFFX
- 1D
- 2.97%
- 1M
- -5.74%
- YTD
- -2.50%
- 6M
- -0.28%
- 1Y
- 18.36%
- 3Y*
- 17.86%
- 5Y*
- 9.49%
- 10Y*
- —
GWOAX
- 1D
- 2.74%
- 1M
- -5.28%
- YTD
- 3.10%
- 6M
- 9.71%
- 1Y
- 28.87%
- 3Y*
- 17.19%
- 5Y*
- 9.50%
- 10Y*
- 11.04%
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PFFFX vs. GWOAX - Expense Ratio Comparison
PFFFX has a 2.02% expense ratio, which is higher than GWOAX's 0.01% expense ratio.
Return for Risk
PFFFX vs. GWOAX — Risk / Return Rank
PFFFX
GWOAX
PFFFX vs. GWOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG Equity Index Focused Strategy Fund (PFFFX) and GMO Global Developed Equity Allocation Fund (GWOAX). 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.
| PFFFX | GWOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.83 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.51 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.52 | -1.09 |
Martin ratioReturn relative to average drawdown | 6.66 | 11.23 | -4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFFFX | GWOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.83 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.63 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.44 | +0.43 |
Correlation
The correlation between PFFFX and GWOAX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PFFFX vs. GWOAX - Dividend Comparison
PFFFX's dividend yield for the trailing twelve months is around 3.60%, less than GWOAX's 4.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFFFX PFG Equity Index Focused Strategy Fund | 3.60% | 3.51% | 16.43% | 3.69% | 4.32% | 5.01% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GWOAX GMO Global Developed Equity Allocation Fund | 4.33% | 4.46% | 0.60% | 6.10% | 7.27% | 12.75% | 3.85% | 4.33% | 3.02% | 3.05% | 6.43% | 12.47% |
Drawdowns
PFFFX vs. GWOAX - Drawdown Comparison
The maximum PFFFX drawdown since its inception was -29.61%, smaller than the maximum GWOAX drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for PFFFX and GWOAX.
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Drawdown Indicators
| PFFFX | GWOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.61% | -49.84% | +20.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -11.43% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -26.21% | -3.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -6.81% | -6.28% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -9.06% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.56% | -0.02% |
Volatility
PFFFX vs. GWOAX - Volatility Comparison
PFG Equity Index Focused Strategy Fund (PFFFX) and GMO Global Developed Equity Allocation Fund (GWOAX) have volatilities of 6.05% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFFFX | GWOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 5.89% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 9.70% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 15.92% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 15.21% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 16.48% | +0.17% |