PFSMX vs. SGSCX
PFSMX (PFG MFS Aggressive Growth Strategy Fund) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past 5 years, PFSMX returned 7.99%/yr vs 8.18%/yr for SGSCX. Their correlation of 0.90 suggests significant overlap in exposure. PFSMX charges 2.05%/yr vs 1.12%/yr for SGSCX.
Performance
PFSMX vs. SGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, PFSMX achieves a 7.59% return, which is significantly lower than SGSCX's 21.49% return.
PFSMX
- 1D
- -0.10%
- 1M
- 0.80%
- YTD
- 7.59%
- 6M
- 6.70%
- 1Y
- 14.58%
- 3Y*
- 16.34%
- 5Y*
- 7.99%
- 10Y*
- —
SGSCX
- 1D
- -0.03%
- 1M
- 1.29%
- YTD
- 21.49%
- 6M
- 19.89%
- 1Y
- 41.28%
- 3Y*
- 21.08%
- 5Y*
- 8.18%
- 10Y*
- 9.31%
PFSMX vs. SGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFSMX PFG MFS Aggressive Growth Strategy Fund | 7.59% | 12.09% | 20.94% | 14.51% | -17.25% | 17.56% | 11.48% | 27.08% | -8.20% | 0.10% |
SGSCX DWS Global Small Cap Fund | 21.49% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 0.49% |
Correlation
The correlation between PFSMX and SGSCX is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2017 | 0.90 |
The correlation between PFSMX and SGSCX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
PFSMX vs. SGSCX — Risk / Return Rank
PFSMX
SGSCX
PFSMX vs. SGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG MFS Aggressive Growth Strategy Fund (PFSMX) and DWS Global Small Cap Fund (SGSCX). 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 | SGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.46 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 4.52 | -2.66 |
| Martin ratioReturn relative to average drawdown | 7.57 | 16.88 | -9.31 |
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Drawdowns
PFSMX vs. SGSCX - Drawdown Comparison
The maximum PFSMX drawdown since its inception was -38.00%, smaller than the maximum SGSCX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for PFSMX and SGSCX.
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Drawdown Indicators
| PFSMX | SGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.00% | -62.26% | +24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -9.54% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -22.37% | +6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -33.72% | -4.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.98% | — |
Current DrawdownCurrent decline from peak | -0.79% | -0.27% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -14.10% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.54% | -0.55% |
Volatility
PFSMX vs. SGSCX - Volatility Comparison
The current volatility for PFG MFS Aggressive Growth Strategy Fund (PFSMX) is 3.91%, while DWS Global Small Cap Fund (SGSCX) has a volatility of 5.75%. This indicates that PFSMX experiences smaller price fluctuations and is considered to be less risky than SGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFSMX | SGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 5.75% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 12.34% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 15.97% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 18.96% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 19.56% | -0.21% |
PFSMX vs. SGSCX - Expense Ratio Comparison
PFSMX has a 2.05% expense ratio, which is higher than SGSCX's 1.12% expense ratio.
Dividends
PFSMX vs. SGSCX - Dividend Comparison
PFSMX's dividend yield for the trailing twelve months is around 8.85%, more than SGSCX's 8.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFSMX PFG MFS Aggressive Growth Strategy Fund | 8.85% | 9.52% | 17.36% | 3.15% | 20.83% | 20.75% | 3.02% | 1.39% | 1.72% | 0.80% | 0.00% | 0.00% |
SGSCX DWS Global Small Cap Fund | 8.53% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
Frequently Asked Questions
PFSMX and SGSCX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGSCX has higher volatility (5.75%) compared to PFSMX (3.91%). In terms of maximum drawdown, PFSMX dropped -38.00% vs SGSCX's -62.26%.
SGSCX currently has the higher Sharpe Ratio (2.70 vs 1.36), 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.
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