PFFFX vs. PFADX

Last updated Apr 1, 2026

Compare and contrast key facts about PFG Equity Index Focused Strategy Fund (PFFFX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX).

PFFFX is managed by The Pacific Financial Group. It was launched on Apr 30, 2020. PFADX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017.

Performance

PFFFX vs. PFADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG Equity Index Focused Strategy Fund (PFFFX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). The values are adjusted to include any dividend payments, if applicable.

PFFFX vs. PFADX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PFFFX PFG Equity Index Focused Strategy Fund	-5.31%	19.55%	25.16%	19.36%	-18.75%	18.54%	31.91%
PFADX PFG BNY Mellon Diversifier Strategy Fund	0.82%	7.07%	2.13%	3.69%	-9.50%	3.85%	10.71%

Returns By Period

In the year-to-date period, PFFFX achieves a -5.31% return, which is significantly lower than PFADX's 0.82% return.

PFFFX

• 1D: -0.39%
• 1M: -8.84%
• YTD: -5.31%
• 6M: -2.74%
• 1Y: 15.45%
• 3Y*: 16.72%
• 5Y*: 9.12%
• 10Y*: —

PFADX

• 1D: 0.10%
• 1M: -3.44%
• YTD: 0.82%
• 6M: 2.15%
• 1Y: 6.58%
• 3Y*: 4.11%
• 5Y*: 1.44%
• 10Y*: —

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

PFFFX vs. PFADX - Expense Ratio Comparison

PFFFX has a 2.02% expense ratio, which is lower than PFADX's 2.05% expense ratio.

PFADX

PFG BNY Mellon Diversifier Strategy Fund

PFFFX

PFG Equity Index Focused Strategy Fund

Return for Risk

PFFFX vs. PFADX — Risk / Return Rank

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

PFFFX

PFFFX Risk / Return Rank: 48
PFFFX Sharpe Ratio Rank: 46
PFFFX Sortino Ratio Rank: 48
PFFFX Omega Ratio Rank: 50
PFFFX Calmar Ratio Rank: 42
PFFFX Martin Ratio Rank: 52

PFADX

PFADX Risk / Return Rank: 67
PFADX Sharpe Ratio Rank: 74
PFADX Sortino Ratio Rank: 69
PFADX Omega Ratio Rank: 67
PFADX Calmar Ratio Rank: 67
PFADX Martin Ratio Rank: 59

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.

PFFFX vs. PFADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Equity Index Focused Strategy Fund (PFFFX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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	PFADX	Difference
Sharpe ratio Return per unit of total volatility	0.93	1.34	-0.41
Sortino ratio Return per unit of downside risk	1.40	1.75	-0.35
Omega ratio Gain probability vs. loss probability	1.21	1.26	-0.05
Calmar ratio Return relative to maximum drawdown	1.08	1.56	-0.48
Martin ratio Return relative to average drawdown	5.14	5.67	-0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFFFX vs. PFADX - Sharpe Ratio Comparison

The current PFFFX Sharpe Ratio is 0.93, which is lower than the PFADX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PFFFX and PFADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PFFFX	PFADX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	1.34	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.25	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.37	+0.47

Correlation

The correlation between PFFFX and PFADX is 0.64, 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

PFFFX vs. PFADX - Dividend Comparison

PFFFX's dividend yield for the trailing twelve months is around 3.71%, more than PFADX's 2.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFFFX PFG Equity Index Focused Strategy Fund	3.71%	3.51%	16.43%	3.69%	4.32%	5.01%	2.48%	0.00%	0.00%	0.00%
PFADX PFG BNY Mellon Diversifier Strategy Fund	2.44%	2.46%	2.89%	1.04%	5.33%	3.46%	0.08%	1.51%	0.91%	0.52%

Drawdowns

PFFFX vs. PFADX - Drawdown Comparison

The maximum PFFFX drawdown since its inception was -29.61%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for PFFFX and PFADX.

Drawdown Indicators

	PFFFX	PFADX	Difference
Max Drawdown Largest peak-to-trough decline	-29.61%	-16.64%	-12.97%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-4.21%	-7.60%
Max Drawdown (5Y) Largest decline over 5 years	-29.61%	-16.64%	-12.97%
Current Drawdown Current decline from peak	-9.50%	-3.44%	-6.06%
Average Drawdown Average peak-to-trough decline	-7.12%	-5.38%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	1.16%	+1.44%

Volatility

PFFFX vs. PFADX - Volatility Comparison

PFG Equity Index Focused Strategy Fund (PFFFX) has a higher volatility of 5.03% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.81%. This indicates that PFFFX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFFFX	PFADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	1.81%	+3.22%
Volatility (6M) Calculated over the trailing 6-month period	9.36%	3.06%	+6.30%
Volatility (1Y) Calculated over the trailing 1-year period	16.87%	4.95%	+11.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	5.85%	+10.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.62%	5.55%	+11.07%