PFFSX vs. PFADX

Last updated Jun 4, 2026

PFFSX (PFG Sector Equity Business Cycle Strategy Fund) and PFADX (PFG BNY Mellon Diversifier Strategy Fund) are both mutual funds - PFFSX is a Large Cap Blend Equities fund managed by The Pacific Financial Group, while PFADX is a Global Allocation fund managed by The Pacific Financial Group. Over the past 5 years, PFFSX returned 15.84%/yr vs 1.41%/yr for PFADX. A 0.58 correlation means they provide meaningful diversification when combined. PFFSX charges 2.03%/yr vs 2.05%/yr for PFADX.

Performance

PFFSX vs. PFADX - Performance Comparison

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

Returns By Period

In the year-to-date period, PFFSX achieves a 15.18% return, which is significantly higher than PFADX's 3.38% return.

PFFSX

• 1D: 1.03%
• 1M: 6.04%
• YTD: 15.18%
• 6M: 15.25%
• 1Y: 31.30%
• 3Y*: 23.76%
• 5Y*: 15.84%
• 10Y*: —

PFADX

• 1D: 0.30%
• 1M: 0.70%
• YTD: 3.38%
• 6M: 3.38%
• 1Y: 9.29%
• 3Y*: 5.36%
• 5Y*: 1.41%
• 10Y*: —

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

PFFSX vs. PFADX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PFFSX PFG Sector Equity Business Cycle Strategy Fund	15.18%	16.17%	30.14%	18.01%	-11.57%	26.30%	24.12%
PFADX PFG BNY Mellon Diversifier Strategy Fund	3.38%	7.07%	2.13%	3.69%	-9.50%	3.85%	10.71%

Correlation

The correlation between PFFSX and PFADX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since May 4, 2020	0.58

The correlation between PFFSX and PFADX has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.

Return for Risk

PFFSX vs. PFADX — Risk / Return Rank

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

PFFSX

PFFSX Risk / Return Rank: 66
PFFSX Sharpe Ratio Rank: 68
PFFSX Sortino Ratio Rank: 59
PFFSX Omega Ratio Rank: 61
PFFSX Calmar Ratio Rank: 69
PFFSX Martin Ratio Rank: 72

PFADX

PFADX Risk / Return Rank: 52
PFADX Sharpe Ratio Rank: 56
PFADX Sortino Ratio Rank: 57
PFADX Omega Ratio Rank: 57
PFADX Calmar Ratio Rank: 47
PFADX Martin Ratio Rank: 43

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.

PFFSX vs. PFADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Sector Equity Business Cycle Strategy Fund (PFFSX) 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.

	PFFSX	PFADX	Difference
Sharpe ratio Return per unit of total volatility	2.43	2.21	+0.21
Sortino ratio Return per unit of downside risk	3.25	3.17	+0.08
Omega ratio Gain probability vs. loss probability	1.43	1.42	+0.01
Calmar ratio Return relative to maximum drawdown	3.22	2.60	+0.62
Martin ratio Return relative to average drawdown	13.77	9.10	+4.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFFSX vs. PFADX - Sharpe Ratio Comparison

The current PFFSX Sharpe Ratio is 2.43, which is comparable to the PFADX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PFFSX and PFADX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PFFSX	PFADX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	2.21	+0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.24	+0.61
Sharpe Ratio (All Time) Calculated using the full available price history	1.00	0.42	+0.59

Drawdowns

PFFSX vs. PFADX - Drawdown Comparison

The maximum PFFSX drawdown since its inception was -24.92%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for PFFSX and PFADX.

Drawdown Indicators

	PFFSX	PFADX	Difference
Max Drawdown Largest peak-to-trough decline	-24.92%	-16.64%	-8.28%
Max Drawdown (1Y) Largest decline over 1 year	-10.11%	-3.63%	-6.48%
Max Drawdown (3Y) Largest decline over 3 years	-21.45%	-6.38%	-15.07%
Max Drawdown (5Y) Largest decline over 5 years	-24.92%	-16.64%	-8.28%
Current Drawdown Current decline from peak	0.00%	-0.98%	+0.98%
Average Drawdown Average peak-to-trough decline	-5.98%	-5.30%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	1.04%	+1.31%

Volatility

PFFSX vs. PFADX - Volatility Comparison

PFG Sector Equity Business Cycle Strategy Fund (PFFSX) has a higher volatility of 2.79% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.53%. This indicates that PFFSX'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

	PFFSX	PFADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	1.53%	+1.26%
Volatility (6M) Calculated over the trailing 6-month period	9.95%	3.40%	+6.55%
Volatility (1Y) Calculated over the trailing 1-year period	13.42%	4.27%	+9.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.78%	5.86%	+12.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.80%	5.54%	+13.26%

PFFSX vs. PFADX - Expense Ratio Comparison

PFFSX has a 2.03% expense ratio, which is lower than PFADX's 2.05% expense ratio.

Dividends

PFFSX vs. PFADX - Dividend Comparison

PFFSX's dividend yield for the trailing twelve months is around 14.93%, more than PFADX's 2.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFADX PFG BNY Mellon Diversifier Strategy Fund	2.38%	2.46%	2.89%	1.04%	5.33%	3.46%	0.08%	1.51%	0.91%	0.52%
PFFSX PFG Sector Equity Business Cycle Strategy Fund	14.93%	17.19%	19.78%	2.40%	10.90%	6.73%	5.51%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PFFSX and PFADX in my portfolio?

PFFSX and PFADX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFFSX or PFADX?

PFFSX has higher volatility (2.79%) compared to PFADX (1.53%). In terms of maximum drawdown, PFFSX dropped -24.92% vs PFADX's -16.64%.

Which has better risk-adjusted returns?

PFFSX currently has the higher Sharpe Ratio (2.43 vs 2.21), 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.