PFSMX vs. PFDOX

Last updated Jun 4, 2026

PFSMX (PFG MFS Aggressive Growth Strategy Fund) and PFDOX (PFG Active Core Bond Strategy Fund) are both mutual funds - PFSMX is a Global Equities fund managed by The Pacific Financial Group, while PFDOX is a Multisector Bonds fund managed by The Pacific Financial Group. Over the past 5 years, PFSMX returned 8.21%/yr vs -0.07%/yr for PFDOX. At a 0.21 correlation, their price movements are largely independent. PFSMX charges 2.05%/yr vs 2.03%/yr for PFDOX.

Performance

PFSMX vs. PFDOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG MFS Aggressive Growth Strategy Fund (PFSMX) and PFG Active Core Bond Strategy Fund (PFDOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFSMX achieves a 8.02% return, which is significantly higher than PFDOX's -0.12% return.

PFSMX

• 1D: 0.50%
• 1M: 2.64%
• YTD: 8.02%
• 6M: 8.49%
• 1Y: 15.64%
• 3Y*: 16.59%
• 5Y*: 8.21%
• 10Y*: —

PFDOX

• 1D: 0.12%
• 1M: 0.70%
• YTD: -0.12%
• 6M: -0.09%
• 1Y: 5.09%
• 3Y*: 4.28%
• 5Y*: -0.07%
• 10Y*: —

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

PFSMX vs. PFDOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFSMX PFG MFS Aggressive Growth Strategy Fund	8.02%	12.09%	20.94%	14.51%	-17.25%	17.56%	11.48%	27.08%	-8.20%	0.10%
PFDOX PFG Active Core Bond Strategy Fund	-0.12%	7.49%	2.02%	5.41%	-13.51%	-1.65%	5.76%	6.10%	-1.92%	0.10%

Correlation

The correlation between PFSMX and PFDOX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Dec 28, 2017	0.21

Over the past year, PFSMX and PFDOX have become more correlated (0.43) than their long-term average of 0.21, meaning their price movements have been converging.

Return for Risk

PFSMX vs. PFDOX — Risk / Return Rank

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

PFSMX

PFSMX Risk / Return Rank: 29
PFSMX Sharpe Ratio Rank: 27
PFSMX Sortino Ratio Rank: 26
PFSMX Omega Ratio Rank: 28
PFSMX Calmar Ratio Rank: 28
PFSMX Martin Ratio Rank: 37

PFDOX

PFDOX Risk / Return Rank: 20
PFDOX Sharpe Ratio Rank: 22
PFDOX Sortino Ratio Rank: 21
PFDOX Omega Ratio Rank: 23
PFDOX Calmar Ratio Rank: 18
PFDOX Martin Ratio Rank: 17

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.

PFSMX vs. PFDOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG MFS Aggressive Growth Strategy Fund (PFSMX) and PFG Active Core Bond Strategy Fund (PFDOX). 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.

	PFSMX	PFDOX	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.35	+0.15
Sortino ratio: Return per unit of downside risk	2.14	1.94	+0.19
Omega ratio: Gain probability vs. loss probability	1.28	1.25	+0.02
Calmar ratio: Return relative to maximum drawdown	1.95	1.50	+0.45
Martin ratio: Return relative to average drawdown	8.06	4.58	+3.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFSMX vs. PFDOX - Sharpe Ratio Comparison

The current PFSMX Sharpe Ratio is 1.50, which is comparable to the PFDOX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PFSMX and PFDOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PFSMX	PFDOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	1.35	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	-0.01	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.19	+0.29

Drawdowns

PFSMX vs. PFDOX - Drawdown Comparison

The maximum PFSMX drawdown since its inception was -38.00%, which is greater than PFDOX's maximum drawdown of -19.45%. Use the drawdown chart below to compare losses from any high point for PFSMX and PFDOX.

Drawdown Indicators

	PFSMX	PFDOX	Difference
Max Drawdown Largest peak-to-trough decline	-38.00%	-19.45%	-18.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.16%	-3.40%	-4.76%
Max Drawdown (3Y) Largest decline over 3 years	-16.29%	-5.06%	-11.23%
Max Drawdown (5Y) Largest decline over 5 years	-38.00%	-19.45%	-18.55%
Current Drawdown Current decline from peak	0.00%	-3.49%	+3.49%
Average Drawdown Average peak-to-trough decline	-10.70%	-6.00%	-4.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	1.11%	+0.86%

Volatility

PFSMX vs. PFDOX - Volatility Comparison

PFG MFS Aggressive Growth Strategy Fund (PFSMX) has a higher volatility of 2.68% compared to PFG Active Core Bond Strategy Fund (PFDOX) at 1.49%. This indicates that PFSMX's price experiences larger fluctuations and is considered to be riskier than PFDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFSMX	PFDOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.68%	1.49%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	8.24%	2.97%	+5.27%
Volatility (1Y) Calculated over the trailing 1-year period	10.67%	3.79%	+6.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.45%	5.72%	+13.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.37%	4.84%	+14.53%

PFSMX vs. PFDOX - Expense Ratio Comparison

PFSMX has a 2.05% expense ratio, which is higher than PFDOX's 2.03% expense ratio.

Dividends

PFSMX vs. PFDOX - Dividend Comparison

PFSMX's dividend yield for the trailing twelve months is around 8.82%, more than PFDOX's 2.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFDOX PFG Active Core Bond Strategy Fund	2.79%	2.79%	3.36%	2.91%	3.13%	3.66%	2.68%	2.29%	0.92%	0.18%
PFSMX PFG MFS Aggressive Growth Strategy Fund	8.82%	9.52%	17.36%	3.15%	20.83%	20.75%	3.02%	1.39%	1.72%	0.80%

Frequently Asked Questions

Can I hold both PFSMX and PFDOX in my portfolio?

PFSMX and PFDOX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFSMX or PFDOX?

PFSMX has higher volatility (2.68%) compared to PFDOX (1.49%). In terms of maximum drawdown, PFSMX dropped -38.00% vs PFDOX's -19.45%.

Which has better risk-adjusted returns?

PFSMX currently has the higher Sharpe Ratio (1.50 vs 1.35), 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.