PFSEX vs. FINVX

Last updated Jun 24, 2026

PFSEX (PFG JP Morgan Tactical Aggressive Strategy Fund) and FINVX (Fidelity Series International Value Fund) are both mutual funds - PFSEX is a Global Equities fund managed by The Pacific Financial Group, while FINVX is a Foreign Large Cap Equities fund managed by Fidelity. Over the past 5 years, PFSEX returned 8.99%/yr vs 14.32%/yr for FINVX. Their correlation of 0.83 suggests significant overlap in exposure. PFSEX charges 2.05%/yr vs 0.01%/yr for FINVX.

Performance

PFSEX vs. FINVX - Performance Comparison

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

Returns By Period

In the year-to-date period, PFSEX achieves a 9.89% return, which is significantly higher than FINVX's 8.01% return.

PFSEX

• 1D: -0.19%
• 1M: 1.64%
• YTD: 9.89%
• 6M: 9.12%
• 1Y: 23.47%
• 3Y*: 17.27%
• 5Y*: 8.99%
• 10Y*: —

FINVX

• 1D: 0.18%
• 1M: 0.96%
• YTD: 8.01%
• 6M: 7.81%
• 1Y: 26.37%
• 3Y*: 23.06%
• 5Y*: 14.32%
• 10Y*: 11.52%

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

PFSEX vs. FINVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	9.89%	17.66%	15.07%	19.04%	-17.22%	17.81%	11.91%	22.25%	-15.09%
FINVX Fidelity Series International Value Fund	8.01%	45.75%	6.20%	20.35%	-7.21%	16.39%	4.87%	19.85%	-14.48%

Correlation

The correlation between PFSEX and FINVX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Aug 30, 2018	0.83

The correlation between PFSEX and FINVX has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

Return for Risk

PFSEX vs. FINVX — Risk / Return Rank

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

PFSEX

PFSEX Risk / Return Rank: 48
PFSEX Sharpe Ratio Rank: 47
PFSEX Sortino Ratio Rank: 44
PFSEX Omega Ratio Rank: 47
PFSEX Calmar Ratio Rank: 46
PFSEX Martin Ratio Rank: 56

FINVX

FINVX Risk / Return Rank: 45
FINVX Sharpe Ratio Rank: 43
FINVX Sortino Ratio Rank: 42
FINVX Omega Ratio Rank: 42
FINVX Calmar Ratio Rank: 50
FINVX Martin Ratio Rank: 49

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.

PFSEX vs. FINVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) and Fidelity Series International Value Fund (FINVX). 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.

	PFSEX	FINVX	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.78	+0.09
Sortino ratio: Return per unit of downside risk	2.57	2.51	+0.06
Omega ratio: Gain probability vs. loss probability	1.34	1.32	+0.02
Calmar ratio: Return relative to maximum drawdown	2.50	2.59	-0.09
Martin ratio: Return relative to average drawdown	10.69	9.51	+1.18

PFSEX vs. FINVX - Sharpe Ratio Comparison

The current PFSEX Sharpe Ratio is 1.87, which is comparable to the FINVX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of PFSEX and FINVX, 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

PFSEX vs. FINVX - Drawdown Comparison

The maximum PFSEX drawdown since its inception was -33.76%, smaller than the maximum FINVX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for PFSEX and FINVX.

Drawdown Indicators

	PFSEX	FINVX	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-42.48%	+8.72%
Max Drawdown (1Y) Largest decline over 1 year	-9.85%	-10.38%	+0.53%
Max Drawdown (3Y) Largest decline over 3 years	-17.47%	-14.60%	-2.87%
Max Drawdown (5Y) Largest decline over 5 years	-28.41%	-27.13%	-1.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.48%	—
Current Drawdown Current decline from peak	-0.58%	-0.65%	+0.07%
Average Drawdown Average peak-to-trough decline	-6.87%	-9.02%	+2.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	2.82%	-0.52%

Volatility

PFSEX vs. FINVX - Volatility Comparison

PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) has a higher volatility of 5.25% compared to Fidelity Series International Value Fund (FINVX) at 4.18%. This indicates that PFSEX's price experiences larger fluctuations and is considered to be riskier than FINVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFSEX	FINVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	4.18%	+1.07%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	12.33%	-1.51%
Volatility (1Y) Calculated over the trailing 1-year period	13.20%	15.11%	-1.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.38%	16.74%	-0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.48%	18.02%	+0.46%

PFSEX vs. FINVX - Expense Ratio Comparison

PFSEX has a 2.05% expense ratio, which is higher than FINVX's 0.01% expense ratio.

Dividends

PFSEX vs. FINVX - Dividend Comparison

PFSEX's dividend yield for the trailing twelve months is around 15.80%, more than FINVX's 10.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FINVX Fidelity Series International Value Fund	10.37%	11.20%	4.14%	3.29%	3.33%	5.01%	2.83%	4.05%	4.05%	3.14%	2.62%	2.14%
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	15.80%	17.36%	1.71%	0.00%	6.35%	5.13%	0.00%	0.00%	3.27%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PFSEX and FINVX in my portfolio?

PFSEX and FINVX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFSEX or FINVX?

PFSEX has higher volatility (5.25%) compared to FINVX (4.18%). In terms of maximum drawdown, PFSEX dropped -33.76% vs FINVX's -42.48%.

Which has better risk-adjusted returns?

PFSEX currently has the higher Sharpe Ratio (1.87 vs 1.78), 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.