PFFSX vs. SSSYX
Compare and contrast key facts about PFG Sector Equity Business Cycle Strategy Fund (PFFSX) and State Street Equity 500 Index Fund Class K (SSSYX).
PFFSX is managed by The Pacific Financial Group. It was launched on Apr 30, 2020. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
PFFSX vs. SSSYX - Performance Comparison
Loading graphics...
PFFSX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PFFSX PFG Sector Equity Business Cycle Strategy Fund | -3.76% | 16.17% | 30.14% | 18.01% | -11.57% | 26.30% | 24.12% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 34.12% |
Returns By Period
In the year-to-date period, PFFSX achieves a -3.76% return, which is significantly higher than SSSYX's -4.34% return.
PFFSX
- 1D
- 3.40%
- 1M
- -4.39%
- YTD
- -3.76%
- 6M
- -2.41%
- 1Y
- 17.47%
- 3Y*
- 17.46%
- 5Y*
- 12.24%
- 10Y*
- —
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PFFSX vs. SSSYX - Expense Ratio Comparison
PFFSX has a 2.03% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
PFFSX vs. SSSYX — Risk / Return Rank
PFFSX
SSSYX
PFFSX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG Sector Equity Business Cycle Strategy Fund (PFFSX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.97 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.49 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.52 | -0.34 |
Martin ratioReturn relative to average drawdown | 5.21 | 7.30 | -2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PFFSX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.97 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.70 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.11 | +0.73 |
Correlation
The correlation between PFFSX and SSSYX is 0.94, 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
PFFSX vs. SSSYX - Dividend Comparison
PFFSX's dividend yield for the trailing twelve months is around 17.87%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFFSX PFG Sector Equity Business Cycle Strategy Fund | 17.87% | 17.19% | 19.78% | 2.40% | 10.90% | 6.73% | 5.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
PFFSX vs. SSSYX - Drawdown Comparison
The maximum PFFSX drawdown since its inception was -24.92%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PFFSX and SSSYX.
Loading graphics...
Drawdown Indicators
| PFFSX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.92% | -91.48% | +66.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.25% | -12.10% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -24.49% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.48% | — |
Current DrawdownCurrent decline from peak | -7.05% | -6.22% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -4.20% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.52% | +0.49% |
Volatility
PFFSX vs. SSSYX - Volatility Comparison
PFG Sector Equity Business Cycle Strategy Fund (PFFSX) has a higher volatility of 6.09% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that PFFSX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PFFSX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 5.34% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 9.53% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.09% | 18.29% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 16.89% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 124.43% | -105.47% |