PFSEX vs. FMIEX
Compare and contrast key facts about PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).
PFSEX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.
Performance
PFSEX vs. FMIEX - Performance Comparison
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PFSEX vs. FMIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund | -3.49% | 17.66% | 15.07% | 19.04% | -17.22% | 17.81% | 11.91% | 22.25% | -15.09% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 7.66% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -9.74% |
Returns By Period
In the year-to-date period, PFSEX achieves a -3.49% return, which is significantly lower than FMIEX's 7.66% return.
PFSEX
- 1D
- 2.96%
- 1M
- -5.83%
- YTD
- -3.49%
- 6M
- -2.04%
- 1Y
- 16.04%
- 3Y*
- 13.62%
- 5Y*
- 7.01%
- 10Y*
- —
FMIEX
- 1D
- 1.53%
- 1M
- -3.71%
- YTD
- 7.66%
- 6M
- 12.40%
- 1Y
- 26.75%
- 3Y*
- 17.27%
- 5Y*
- 11.77%
- 10Y*
- 11.20%
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PFSEX vs. FMIEX - Expense Ratio Comparison
PFSEX has a 2.05% expense ratio, which is higher than FMIEX's 1.10% expense ratio.
Return for Risk
PFSEX vs. FMIEX — Risk / Return Rank
PFSEX
FMIEX
PFSEX vs. FMIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.
| PFSEX | FMIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 2.22 | -1.26 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.97 | -1.52 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.44 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.83 | -1.41 |
Martin ratioReturn relative to average drawdown | 6.32 | 13.12 | -6.79 |
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
| PFSEX | FMIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 2.22 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.93 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.59 | -0.17 |
Correlation
The correlation between PFSEX and FMIEX 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
PFSEX vs. FMIEX - Dividend Comparison
PFSEX's dividend yield for the trailing twelve months is around 17.99%, more than FMIEX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund | 17.99% | 17.36% | 1.71% | 0.00% | 6.35% | 5.13% | 0.00% | 0.00% | 3.27% | 0.00% | 0.00% | 0.00% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.88% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Drawdowns
PFSEX vs. FMIEX - Drawdown Comparison
The maximum PFSEX drawdown since its inception was -33.76%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for PFSEX and FMIEX.
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Drawdown Indicators
| PFSEX | FMIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -49.85% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -9.34% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -28.41% | -18.63% | -9.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.33% | — |
Current DrawdownCurrent decline from peak | -7.18% | -4.40% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -6.61% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.06% | +0.56% |
Volatility
PFSEX vs. FMIEX - Volatility Comparison
PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) has a higher volatility of 6.00% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.91%. This indicates that PFSEX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFSEX | FMIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 3.91% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 6.85% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 11.87% | +5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 12.77% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 15.73% | +2.83% |