PFSMX vs. PFSEX

Last updated Jun 23, 2026

PFSMX (PFG MFS Aggressive Growth Strategy Fund) and PFSEX (PFG JP Morgan Tactical Aggressive Strategy Fund) are both Global Equities funds from The Pacific Financial Group. Over the past 5 years, PFSMX returned 8.32%/yr vs 9.39%/yr for PFSEX. With a 0.96 correlation, they move nearly in lockstep. Both charge a 2.05% expense ratio.

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.

Returns By Period

In the year-to-date period, PFSMX achieves a 7.70% return, which is significantly lower than PFSEX's 10.10% return.

PFSMX

• 1D: 0.60%
• 1M: 0.90%
• YTD: 7.70%
• 6M: 7.11%
• 1Y: 15.17%
• 3Y*: 15.44%
• 5Y*: 8.32%
• 10Y*: —

PFSEX

• 1D: 1.31%
• 1M: 1.84%
• YTD: 10.10%
• 6M: 9.86%
• 1Y: 24.73%
• 3Y*: 16.54%
• 5Y*: 9.39%
• 10Y*: —

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

PFSMX vs. PFSEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PFSMX PFG MFS Aggressive Growth Strategy Fund	7.70%	12.09%	20.94%	14.51%	-17.25%	17.56%	11.48%	27.08%	-14.08%
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	10.10%	17.66%	15.07%	19.04%	-17.22%	17.81%	11.91%	22.25%	-15.09%

Correlation

The correlation between PFSMX and PFSEX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Aug 30, 2018	0.96

The correlation between PFSMX and PFSEX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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: 28
PFSMX Sharpe Ratio Rank: 26
PFSMX Sortino Ratio Rank: 24
PFSMX Omega Ratio Rank: 25
PFSMX Calmar Ratio Rank: 28
PFSMX Martin Ratio Rank: 36

PFSEX

PFSEX Risk / Return Rank: 48
PFSEX Sharpe Ratio Rank: 46
PFSEX Sortino Ratio Rank: 43
PFSEX Omega Ratio Rank: 46
PFSEX Calmar Ratio Rank: 47
PFSEX Martin Ratio Rank: 56

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PFSMX	PFSEX	Difference
Sharpe ratio: Return per unit of total volatility	1.35	1.85	-0.51
Sortino ratio: Return per unit of downside risk	1.92	2.55	-0.63
Omega ratio: Gain probability vs. loss probability	1.25	1.34	-0.09
Calmar ratio: Return relative to maximum drawdown	1.84	2.48	-0.64
Martin ratio: Return relative to average drawdown	7.51	10.61	-3.10

PFSMX vs. PFSEX - Sharpe Ratio Comparison

The current PFSMX Sharpe Ratio is 1.35, which is comparable to the PFSEX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of PFSMX and PFSEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	PFSMX	PFSEX	Difference
Max Drawdown Largest peak-to-trough decline	-38.00%	-33.76%	-4.24%
Max Drawdown (1Y) Largest decline over 1 year	-8.16%	-9.85%	+1.69%
Max Drawdown (3Y) Largest decline over 3 years	-16.29%	-17.47%	+1.18%
Max Drawdown (5Y) Largest decline over 5 years	-38.00%	-28.41%	-9.59%
Current Drawdown Current decline from peak	-0.69%	-0.39%	-0.30%
Average Drawdown Average peak-to-trough decline	-10.64%	-6.87%	-3.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	2.30%	-0.31%

Volatility

PFSMX vs. PFSEX - Volatility Comparison

The current volatility for PFG MFS Aggressive Growth Strategy Fund (PFSMX) is 4.00%, while PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) has a volatility of 5.37%. 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.

Volatility by Period

	PFSMX	PFSEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	5.37%	-1.37%
Volatility (6M) Calculated over the trailing 6-month period	8.87%	10.87%	-2.00%
Volatility (1Y) Calculated over the trailing 1-year period	11.14%	13.17%	-2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.50%	16.39%	+3.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	18.49%	+0.86%

PFSMX vs. PFSEX - Expense Ratio Comparison

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

Dividends

PFSMX vs. PFSEX - Dividend Comparison

PFSMX's dividend yield for the trailing twelve months is around 8.84%, less than PFSEX's 15.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	15.77%	17.36%	1.71%	0.00%	6.35%	5.13%	0.00%	0.00%	3.27%	0.00%
PFSMX PFG MFS Aggressive Growth Strategy Fund	8.84%	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 PFSEX in my portfolio?

With a correlation of 0.94, PFSMX and PFSEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PFSMX or PFSEX?

PFSEX has higher volatility (5.37%) compared to PFSMX (4.00%). In terms of maximum drawdown, PFSMX dropped -38.00% vs PFSEX's -33.76%.

Which has better risk-adjusted returns?

PFSEX currently has the higher Sharpe Ratio (1.85 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.