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PFSMX vs. RTXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFSMX vs. RTXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG MFS Aggressive Growth Strategy Fund (PFSMX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). The values are adjusted to include any dividend payments, if applicable.

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PFSMX vs. RTXAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PFSMX
PFG MFS Aggressive Growth Strategy Fund
-3.74%12.09%20.94%14.51%-17.25%17.56%11.48%8.54%
RTXAX
Russell Investment Tax-Managed Real Assets Fund
11.49%13.56%1.50%7.40%-11.66%26.57%3.73%6.17%

Returns By Period

In the year-to-date period, PFSMX achieves a -3.74% return, which is significantly lower than RTXAX's 11.49% return.


PFSMX

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

RTXAX

1D
0.13%
1M
-2.88%
YTD
11.49%
6M
14.38%
1Y
24.85%
3Y*
10.58%
5Y*
7.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFSMX vs. RTXAX - Expense Ratio Comparison

PFSMX has a 2.05% expense ratio, which is higher than RTXAX's 1.33% expense ratio.


Return for Risk

PFSMX vs. RTXAX — 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

RTXAX
RTXAX Risk / Return Rank: 8585
Overall Rank
RTXAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RTXAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RTXAX Omega Ratio Rank: 8484
Omega Ratio Rank
RTXAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
RTXAX Martin Ratio Rank: 9292
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. RTXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG MFS Aggressive Growth Strategy Fund (PFSMX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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.


PFSMXRTXAXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.69

-1.08

Sortino ratio

Return per unit of downside risk

0.94

2.24

-1.30

Omega ratio

Gain probability vs. loss probability

1.14

1.35

-0.21

Calmar ratio

Return relative to maximum drawdown

0.65

1.89

-1.24

Martin ratio

Return relative to average drawdown

3.09

10.79

-7.69

PFSMX vs. RTXAX - Sharpe Ratio Comparison

The current PFSMX Sharpe Ratio is 0.61, which is lower than the RTXAX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of PFSMX and RTXAX, 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


PFSMXRTXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.69

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.47

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Correlation

The correlation between PFSMX and RTXAX is 0.82, 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. RTXAX - Dividend Comparison

PFSMX's dividend yield for the trailing twelve months is around 9.89%, more than RTXAX's 2.57% 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%
RTXAX
Russell Investment Tax-Managed Real Assets Fund
2.57%2.86%2.05%1.98%3.11%1.74%1.71%0.84%0.00%0.00%

Drawdowns

PFSMX vs. RTXAX - Drawdown Comparison

The maximum PFSMX drawdown since its inception was -38.00%, smaller than the maximum RTXAX drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for PFSMX and RTXAX.


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Drawdown Indicators


PFSMXRTXAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-40.68%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-13.11%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-24.63%

-13.37%

Current Drawdown

Current decline from peak

-8.16%

-3.32%

-4.84%

Average Drawdown

Average peak-to-trough decline

-10.91%

-7.96%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.29%

+0.15%

Volatility

PFSMX vs. RTXAX - Volatility Comparison

PFG MFS Aggressive Growth Strategy Fund (PFSMX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX) have volatilities of 4.02% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFSMXRTXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.12%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

8.24%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

15.04%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.41%

15.85%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

20.26%

-0.77%