PFFFX vs. PFSEX

Last updated Jun 17, 2026

PFFFX (PFG Equity Index Focused Strategy Fund) and PFSEX (PFG JP Morgan Tactical Aggressive Strategy Fund) are both Global Equities funds from The Pacific Financial Group. Over the past 5 years, PFFFX returned 11.51%/yr vs 8.85%/yr for PFSEX. With a 0.98 correlation, they move nearly in lockstep. PFFFX charges 2.02%/yr vs 2.05%/yr for PFSEX.

Performance

PFFFX vs. PFSEX - Performance Comparison

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

Returns By Period

In the year-to-date period, PFFFX achieves a 12.00% return, which is significantly higher than PFSEX's 10.17% return.

PFFFX

• 1D: 1.47%
• 1M: 3.11%
• YTD: 12.00%
• 6M: 12.94%
• 1Y: 26.50%
• 3Y*: 21.19%
• 5Y*: 11.51%
• 10Y*: —

PFSEX

• 1D: 1.77%
• 1M: 3.13%
• YTD: 10.17%
• 6M: 11.14%
• 1Y: 23.29%
• 3Y*: 16.56%
• 5Y*: 8.85%
• 10Y*: —

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

PFFFX vs. PFSEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PFFFX PFG Equity Index Focused Strategy Fund	12.00%	19.55%	25.16%	19.36%	-18.75%	18.54%	31.91%
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	10.17%	17.66%	15.07%	19.04%	-17.22%	17.81%	33.30%

Correlation

The correlation between PFFFX and PFSEX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since May 1, 2020	0.98

The correlation between PFFFX and PFSEX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Return for Risk

PFFFX vs. PFSEX — Risk / Return Rank

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

PFFFX

PFFFX Risk / Return Rank: 66
PFFFX Sharpe Ratio Rank: 65
PFFFX Sortino Ratio Rank: 60
PFFFX Omega Ratio Rank: 61
PFFFX Calmar Ratio Rank: 67
PFFFX Martin Ratio Rank: 75

PFSEX

PFSEX Risk / Return Rank: 50
PFSEX Sharpe Ratio Rank: 50
PFSEX Sortino Ratio Rank: 45
PFSEX Omega Ratio Rank: 49
PFSEX Calmar Ratio Rank: 49
PFSEX 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. PFSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Equity Index Focused Strategy Fund (PFFFX) and PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX). 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	PFSEX	Difference
Sharpe ratio: Return per unit of total volatility	2.13	1.86	+0.27
Sortino ratio: Return per unit of downside risk	2.91	2.55	+0.35
Omega ratio: Gain probability vs. loss probability	1.39	1.34	+0.05
Calmar ratio: Return relative to maximum drawdown	2.93	2.48	+0.45
Martin ratio: Return relative to average drawdown	12.81	10.61	+2.20

PFFFX vs. PFSEX - Sharpe Ratio Comparison

The current PFFFX Sharpe Ratio is 2.13, which is comparable to the PFSEX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of PFFFX and PFSEX, 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. PFSEX - Drawdown Comparison

The maximum PFFFX drawdown since its inception was -29.61%, smaller than the maximum PFSEX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for PFFFX and PFSEX.

Drawdown Indicators

	PFFFX	PFSEX	Difference
Max Drawdown Largest peak-to-trough decline	-29.61%	-33.76%	+4.15%
Max Drawdown (1Y) Largest decline over 1 year	-9.50%	-9.85%	+0.35%
Max Drawdown (3Y) Largest decline over 3 years	-17.24%	-17.47%	+0.23%
Max Drawdown (5Y) Largest decline over 5 years	-29.61%	-28.41%	-1.20%
Current Drawdown Current decline from peak	-0.44%	-0.32%	-0.12%
Average Drawdown Average peak-to-trough decline	-6.92%	-6.88%	-0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.30%	-0.13%

Volatility

PFFFX vs. PFSEX - Volatility Comparison

PFG Equity Index Focused Strategy Fund (PFFFX) and PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) have volatilities of 5.29% and 5.50%, 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.

Volatility by Period

	PFFFX	PFSEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	5.50%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	10.69%	10.81%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	13.08%	13.15%	-0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.69%	16.39%	+0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.62%	18.49%	-1.87%

PFFFX vs. PFSEX - Expense Ratio Comparison

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

Dividends

PFFFX vs. PFSEX - Dividend Comparison

PFFFX's dividend yield for the trailing twelve months is around 3.14%, less than PFSEX's 15.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PFFFX PFG Equity Index Focused Strategy Fund	3.14%	3.51%	16.43%	3.69%	4.32%	5.01%	2.48%	0.00%	0.00%
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	15.76%	17.36%	1.71%	0.00%	6.35%	5.13%	0.00%	0.00%	3.27%

Frequently Asked Questions

Can I hold both PFFFX and PFSEX in my portfolio?

With a correlation of 0.99, PFFFX and PFSEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PFFFX or PFSEX?

PFSEX has higher volatility (5.50%) compared to PFFFX (5.29%). In terms of maximum drawdown, PFFFX dropped -29.61% vs PFSEX's -33.76%.

Which has better risk-adjusted returns?

PFFFX currently has the higher Sharpe Ratio (2.13 vs 1.86), 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.