PFJDX vs. VYM
Compare and contrast key facts about PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) and Vanguard High Dividend Yield ETF (VYM).
PFJDX is managed by The Pacific Financial Group. It was launched on Mar 14, 2018. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFJDX or VYM.
Key characteristics
| PFJDX | VYM | |
|---|---|---|
| YTD Return | 10.43% | 15.13% |
| 1Y Return | 17.53% | 21.62% |
| 3Y Return (Ann) | 0.48% | 9.91% |
| 5Y Return (Ann) | 4.42% | 10.75% |
| Sharpe Ratio | 1.95 | 1.93 |
| Daily Std Dev | 8.81% | 11.01% |
| Max Drawdown | -25.52% | -56.98% |
| Current Drawdown | -0.96% | -0.50% |
Correlation
The correlation between PFJDX and VYM is 0.82, 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.
Performance
PFJDX vs. VYM - Performance Comparison
In the year-to-date period, PFJDX achieves a 10.43% return, which is significantly lower than VYM's 15.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PFJDX vs. VYM - Expense Ratio Comparison
PFJDX has a 2.05% expense ratio, which is higher than VYM's 0.06% expense ratio.
Risk-Adjusted Performance
PFJDX vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) and Vanguard High Dividend Yield ETF (VYM). 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.
Dividends
PFJDX vs. VYM - Dividend Comparison
PFJDX's dividend yield for the trailing twelve months is around 0.47%, less than VYM's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFJDX PFG JP Morgan Tactical Moderate Strategy Fund | 0.47% | 0.52% | 8.75% | 0.82% | 0.35% | 0.45% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.19% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
PFJDX vs. VYM - Drawdown Comparison
The maximum PFJDX drawdown since its inception was -25.52%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for PFJDX and VYM. For additional features, visit the drawdowns tool.
Volatility
PFJDX vs. VYM - Volatility Comparison
The current volatility for PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) is 2.42%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.24%. This indicates that PFJDX experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.