PFFFX vs. VGPMX
Compare and contrast key facts about PFG Equity Index Focused Strategy Fund (PFFFX) and Vanguard Global Capital Cycles Fund (VGPMX).
PFFFX is managed by The Pacific Financial Group. It was launched on Apr 30, 2020. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
PFFFX vs. VGPMX - Performance Comparison
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PFFFX vs. VGPMX - 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% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 40.38% |
Returns By Period
In the year-to-date period, PFFFX achieves a -5.31% return, which is significantly lower than VGPMX's 4.53% return.
PFFFX
- 1D
- -0.39%
- 1M
- -8.84%
- YTD
- -5.31%
- 6M
- -2.74%
- 1Y
- 15.45%
- 3Y*
- 16.72%
- 5Y*
- 9.12%
- 10Y*
- —
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
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PFFFX vs. VGPMX - Expense Ratio Comparison
PFFFX has a 2.02% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
PFFFX vs. VGPMX — Risk / Return Rank
PFFFX
VGPMX
PFFFX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG Equity Index Focused Strategy Fund (PFFFX) and Vanguard Global Capital Cycles Fund (VGPMX). 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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 2.94 | -2.01 |
Sortino ratioReturn per unit of downside risk | 1.40 | 3.51 | -2.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.56 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 4.24 | -3.16 |
Martin ratioReturn relative to average drawdown | 5.14 | 17.59 | -12.46 |
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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.94 | -2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.12 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.25 | +0.59 |
Correlation
The correlation between PFFFX and VGPMX is 0.77, 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. VGPMX - Dividend Comparison
PFFFX's dividend yield for the trailing twelve months is around 3.71%, which matches VGPMX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
PFFFX vs. VGPMX - Drawdown Comparison
The maximum PFFFX drawdown since its inception was -29.61%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for PFFFX and VGPMX.
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Drawdown Indicators
| PFFFX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.61% | -78.85% | +49.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -12.80% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -22.71% | -6.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.59% | — |
Current DrawdownCurrent decline from peak | -9.50% | -10.73% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -34.69% | +27.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.09% | -0.49% |
Volatility
PFFFX vs. VGPMX - Volatility Comparison
The current volatility for PFG Equity Index Focused Strategy Fund (PFFFX) is 5.03%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that PFFFX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFFFX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 7.56% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 13.14% | -3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 19.28% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 17.15% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 21.65% | -5.03% |