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PFSEX vs. GQRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFSEX vs. GQRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). The values are adjusted to include any dividend payments, if applicable.

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PFSEX vs. GQRIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PFSEX
PFG JP Morgan Tactical Aggressive Strategy Fund
-3.49%17.66%15.07%19.04%-17.22%17.81%11.91%9.33%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.87%0.91%20.18%19.79%-3.64%17.13%14.75%12.84%

Returns By Period

In the year-to-date period, PFSEX achieves a -3.49% return, which is significantly lower than GQRIX's 7.87% return.


PFSEX

1D
2.96%
1M
-5.83%
YTD
-3.49%
6M
-2.04%
1Y
16.04%
3Y*
13.62%
5Y*
7.01%
10Y*

GQRIX

1D
0.11%
1M
-2.69%
YTD
7.87%
6M
7.23%
1Y
7.92%
3Y*
17.11%
5Y*
11.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFSEX vs. GQRIX - Expense Ratio Comparison

PFSEX has a 2.05% expense ratio, which is higher than GQRIX's 0.75% expense ratio.


Return for Risk

PFSEX vs. GQRIX — Risk / Return Rank

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

PFSEX
PFSEX Risk / Return Rank: 5050
Overall Rank
PFSEX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PFSEX Sortino Ratio Rank: 4646
Sortino Ratio Rank
PFSEX Omega Ratio Rank: 4747
Omega Ratio Rank
PFSEX Calmar Ratio Rank: 5252
Calmar Ratio Rank
PFSEX Martin Ratio Rank: 6060
Martin Ratio Rank

GQRIX
GQRIX Risk / Return Rank: 2626
Overall Rank
GQRIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GQRIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
GQRIX Omega Ratio Rank: 2222
Omega Ratio Rank
GQRIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
GQRIX Martin Ratio Rank: 3030
Martin Ratio Rank
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. GQRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). 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.


PFSEXGQRIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.68

+0.28

Sortino ratio

Return per unit of downside risk

1.45

0.97

+0.48

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.43

0.97

+0.46

Martin ratio

Return relative to average drawdown

6.32

3.48

+2.84

PFSEX vs. GQRIX - Sharpe Ratio Comparison

The current PFSEX Sharpe Ratio is 0.96, which is higher than the GQRIX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of PFSEX and GQRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFSEXGQRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.68

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.79

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.73

-0.31

Correlation

The correlation between PFSEX and GQRIX is 0.76, 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. GQRIX - Dividend Comparison

PFSEX's dividend yield for the trailing twelve months is around 17.99%, more than GQRIX's 7.36% yield.


TTM20252024202320222021202020192018
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%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.36%7.94%6.46%1.39%2.99%1.65%0.11%0.04%0.00%

Drawdowns

PFSEX vs. GQRIX - Drawdown Comparison

The maximum PFSEX drawdown since its inception was -33.76%, which is greater than GQRIX's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for PFSEX and GQRIX.


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Drawdown Indicators


PFSEXGQRIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-28.86%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-8.80%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.41%

-20.29%

-8.12%

Current Drawdown

Current decline from peak

-7.18%

-3.35%

-3.83%

Average Drawdown

Average peak-to-trough decline

-7.04%

-4.94%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.53%

+0.09%

Volatility

PFSEX vs. GQRIX - Volatility Comparison

PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) has a higher volatility of 6.00% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 3.09%. This indicates that PFSEX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFSEXGQRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

3.09%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

6.73%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

11.89%

+5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

14.69%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

17.40%

+1.16%