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PFSMX vs. PFSEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFSMX vs. PFSEX - Performance Comparison

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

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PFSMX vs. PFSEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFSMX
PFG MFS Aggressive Growth Strategy Fund
-3.74%12.09%20.94%14.51%-17.25%17.56%11.48%27.08%-13.59%
PFSEX
PFG JP Morgan Tactical Aggressive Strategy Fund
-6.26%17.66%15.07%19.04%-17.22%17.81%11.91%22.25%-15.09%

Returns By Period

In the year-to-date period, PFSMX achieves a -3.74% return, which is significantly higher than PFSEX's -6.26% return.


PFSMX

1D
-0.22%
1M
-7.98%
YTD
-3.74%
6M
-3.23%
1Y
9.09%
3Y*
12.76%
5Y*
6.94%
10Y*

PFSEX

1D
-0.30%
1M
-9.04%
YTD
-6.26%
6M
-4.38%
1Y
13.04%
3Y*
12.52%
5Y*
6.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFSMX vs. PFSEX - Expense Ratio Comparison

Both PFSMX and PFSEX have an expense ratio of 2.05%.


Return for Risk

PFSMX vs. PFSEX — Risk / Return Rank

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

PFSMX
PFSMX Risk / Return Rank: 2424
Overall Rank
PFSMX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PFSMX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFSMX Omega Ratio Rank: 2424
Omega Ratio Rank
PFSMX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PFSMX Martin Ratio Rank: 2929
Martin Ratio Rank

PFSEX
PFSEX Risk / Return Rank: 3838
Overall Rank
PFSEX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PFSEX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PFSEX Omega Ratio Rank: 3939
Omega Ratio Rank
PFSEX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PFSEX Martin Ratio Rank: 4444
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.

PFSMX vs. PFSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG MFS Aggressive Growth Strategy Fund (PFSMX) and PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX). 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.


PFSMXPFSEXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.78

-0.17

Sortino ratio

Return per unit of downside risk

0.94

1.21

-0.27

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.65

0.96

-0.31

Martin ratio

Return relative to average drawdown

3.09

4.33

-1.24

PFSMX vs. PFSEX - Sharpe Ratio Comparison

The current PFSMX Sharpe Ratio is 0.61, which is comparable to the PFSEX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PFSMX and PFSEX, 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


PFSMXPFSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.78

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.41

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Correlation

The correlation between PFSMX and PFSEX is 0.96, 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

PFSMX vs. PFSEX - Dividend Comparison

PFSMX's dividend yield for the trailing twelve months is around 9.89%, less than PFSEX's 18.52% yield.


TTM202520242023202220212020201920182017
PFSMX
PFG MFS Aggressive Growth Strategy Fund
9.89%9.52%17.36%3.15%20.83%20.75%3.02%1.39%1.72%0.80%
PFSEX
PFG JP Morgan Tactical Aggressive Strategy Fund
18.52%17.36%1.71%0.00%6.35%5.13%0.00%0.00%3.27%0.00%

Drawdowns

PFSMX vs. PFSEX - Drawdown Comparison

The maximum PFSMX drawdown since its inception was -38.00%, which is greater than PFSEX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for PFSMX and PFSEX.


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Drawdown Indicators


PFSMXPFSEXDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-33.76%

-4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-11.60%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-28.41%

-9.59%

Current Drawdown

Current decline from peak

-8.16%

-9.85%

+1.69%

Average Drawdown

Average peak-to-trough decline

-10.91%

-7.04%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.58%

-0.14%

Volatility

PFSMX vs. PFSEX - Volatility Comparison

The current volatility for PFG MFS Aggressive Growth Strategy Fund (PFSMX) is 4.02%, while PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) has a volatility of 4.97%. This indicates that PFSMX experiences smaller price fluctuations and is considered to be less risky than PFSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFSMXPFSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.97%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

9.34%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

16.96%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.41%

16.17%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

18.53%

+0.96%