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PFSEX vs. HTGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFSEX and HTGC is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

PFSEX vs. HTGC

Last updated Jun 1, 2025

Compare and contrast key facts about PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) and Hercules Capital, Inc. (HTGC).

PFSEX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFSEX or HTGC.

Performance

PFSEX vs. HTGC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PFSEX:

0.56

HTGC:

-0.07

Sortino Ratio

PFSEX:

0.80

HTGC:

0.11

Omega Ratio

PFSEX:

1.11

HTGC:

1.02

Calmar Ratio

PFSEX:

0.50

HTGC:

-0.05

Martin Ratio

PFSEX:

2.04

HTGC:

-0.12

Ulcer Index

PFSEX:

4.26%

HTGC:

10.19%

Daily Std Dev

PFSEX:

18.13%

HTGC:

26.22%

Max Drawdown

PFSEX:

-35.41%

HTGC:

-68.30%

Current Drawdown

PFSEX:

-1.90%

HTGC:

-16.45%

Returns By Period

In the year-to-date period, PFSEX achieves a 3.14% return, which is significantly higher than HTGC's -8.51% return.

PFSEX

YTD

3.14%

1M

5.17%

6M

-0.52%

1Y

9.49%

3Y*

9.72%

5Y*

10.92%

10Y*

N/A

HTGC

YTD

-8.51%

1M

1.26%

6M

-2.90%

1Y

-2.87%

3Y*

19.83%

5Y*

21.74%

10Y*

14.35%

*Annualized

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PFG JP Morgan Tactical Aggressive Strategy Fund

Hercules Capital, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PFSEX vs. HTGC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PFSEX
The Risk-Adjusted Performance Rank of PFSEX is 4141
Overall Rank
The Sharpe Ratio Rank of PFSEX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PFSEX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of PFSEX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PFSEX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PFSEX is 4545
Martin Ratio Rank
HTGC
The Risk-Adjusted Performance Rank of HTGC is 4444
Overall Rank
The Sharpe Ratio Rank of HTGC is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of HTGC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of HTGC is 4040
Omega Ratio Rank
The Calmar Ratio Rank of HTGC is 4747
Calmar Ratio Rank
The Martin Ratio Rank of HTGC is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFSEX vs. HTGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) and Hercules Capital, Inc. (HTGC). 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.

The current PFSEX Sharpe Ratio is 0.56, which is higher than the HTGC Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of PFSEX and HTGC, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PFSEX vs. HTGC - Dividend Comparison

PFSEX's dividend yield for the trailing twelve months is around 1.65%, less than HTGC's 9.08% yield.

TTM20242023202220212020201920182017201620152014
PFSEX
PFG JP Morgan Tactical Aggressive Strategy Fund		1.65%1.71%0.00%6.35%5.13%0.00%0.00%3.27%0.00%0.00%0.00%0.00%
HTGC
Hercules Capital, Inc.		9.08%7.96%11.40%14.90%9.34%9.57%9.49%11.40%9.45%8.79%10.17%8.33%

Drawdowns

PFSEX vs. HTGC - Drawdown Comparison

The maximum PFSEX drawdown since its inception was -35.41%, smaller than the maximum HTGC drawdown of -68.30%. Use the drawdown chart below to compare losses from any high point for PFSEX and HTGC.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PFSEX vs. HTGC - Volatility Comparison

The current volatility for PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) is 3.97%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.75%. This indicates that PFSEX experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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