PFTEX vs. GOIIX

Last updated Jun 4, 2026

PFTEX (PFG Meeder Tactical Strategy Fund) and GOIIX (Goldman Sachs Growth and Income Strategy Portfolio) are both Tactical Allocation funds. Over the past 5 years, PFTEX returned 7.44%/yr vs 7.66%/yr for GOIIX. Their correlation of 0.92 suggests significant overlap in exposure. PFTEX charges 2.05%/yr vs 0.19%/yr for GOIIX.

Performance

PFTEX vs. GOIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG Meeder Tactical Strategy Fund (PFTEX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFTEX achieves a 9.89% return, which is significantly higher than GOIIX's 7.78% return.

PFTEX

• 1D: 0.26%
• 1M: 4.57%
• YTD: 9.89%
• 6M: 10.33%
• 1Y: 23.45%
• 3Y*: 14.72%
• 5Y*: 7.44%
• 10Y*: —

GOIIX

• 1D: 0.23%
• 1M: 3.82%
• YTD: 7.78%
• 6M: 8.46%
• 1Y: 20.18%
• 3Y*: 15.41%
• 5Y*: 7.66%
• 10Y*: 8.75%

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

PFTEX vs. GOIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFTEX PFG Meeder Tactical Strategy Fund	9.89%	13.11%	13.02%	12.53%	-13.13%	11.68%	3.04%	9.96%	-5.02%	0.20%
GOIIX Goldman Sachs Growth and Income Strategy Portfolio	7.78%	15.03%	14.81%	15.16%	-15.86%	12.65%	12.73%	19.16%	-8.63%	0.20%

Correlation

The correlation between PFTEX and GOIIX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Dec 28, 2017	0.92

The correlation between PFTEX and GOIIX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Return for Risk

PFTEX vs. GOIIX — Risk / Return Rank

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

PFTEX

PFTEX Risk / Return Rank: 54
PFTEX Sharpe Ratio Rank: 54
PFTEX Sortino Ratio Rank: 52
PFTEX Omega Ratio Rank: 51
PFTEX Calmar Ratio Rank: 50
PFTEX Martin Ratio Rank: 61

GOIIX

GOIIX Risk / Return Rank: 63
GOIIX Sharpe Ratio Rank: 65
GOIIX Sortino Ratio Rank: 63
GOIIX Omega Ratio Rank: 63
GOIIX Calmar Ratio Rank: 56
GOIIX Martin Ratio Rank: 65

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.

PFTEX vs. GOIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Meeder Tactical Strategy Fund (PFTEX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). 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.

	PFTEX	GOIIX	Difference
Sharpe ratio: Return per unit of total volatility	2.18	2.37	-0.20
Sortino ratio: Return per unit of downside risk	3.05	3.33	-0.28
Omega ratio: Gain probability vs. loss probability	1.39	1.44	-0.05
Calmar ratio: Return relative to maximum drawdown	2.69	2.87	-0.18
Martin ratio: Return relative to average drawdown	12.20	12.67	-0.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFTEX vs. GOIIX - Sharpe Ratio Comparison

The current PFTEX Sharpe Ratio is 2.18, which is comparable to the GOIIX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of PFTEX and GOIIX, 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

	PFTEX	GOIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	2.37	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.72	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.55	-0.13

Drawdowns

PFTEX vs. GOIIX - Drawdown Comparison

The maximum PFTEX drawdown since its inception was -19.72%, smaller than the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for PFTEX and GOIIX.

Drawdown Indicators

	PFTEX	GOIIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-43.63%	+23.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-7.17%	-1.71%
Max Drawdown (3Y) Largest decline over 3 years	-15.53%	-12.19%	-3.34%
Max Drawdown (5Y) Largest decline over 5 years	-17.99%	-23.78%	+5.79%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.07%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.40%	-6.41%	+1.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.62%	+0.34%

Volatility

PFTEX vs. GOIIX - Volatility Comparison

PFG Meeder Tactical Strategy Fund (PFTEX) has a higher volatility of 3.05% compared to Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) at 2.65%. This indicates that PFTEX's price experiences larger fluctuations and is considered to be riskier than GOIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFTEX	GOIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.05%	2.65%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	8.53%	6.99%	+1.54%
Volatility (1Y) Calculated over the trailing 1-year period	11.00%	8.69%	+2.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.98%	10.65%	+5.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.54%	11.27%	+3.27%

PFTEX vs. GOIIX - Expense Ratio Comparison

PFTEX has a 2.05% expense ratio, which is higher than GOIIX's 0.19% expense ratio.

Dividends

PFTEX vs. GOIIX - Dividend Comparison

PFTEX's dividend yield for the trailing twelve months is around 8.60%, more than GOIIX's 7.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GOIIX Goldman Sachs Growth and Income Strategy Portfolio	7.96%	7.98%	9.79%	1.97%	5.09%	6.80%	3.47%	2.29%	3.04%	2.73%	1.37%	3.99%
PFTEX PFG Meeder Tactical Strategy Fund	8.60%	9.45%	3.38%	2.23%	18.46%	2.00%	1.00%	0.15%	0.18%	0.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PFTEX and GOIIX in my portfolio?

With a correlation of 0.95, PFTEX and GOIIX 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, PFTEX or GOIIX?

PFTEX has higher volatility (3.05%) compared to GOIIX (2.65%). In terms of maximum drawdown, PFTEX dropped -19.72% vs GOIIX's -43.63%.

Which has better risk-adjusted returns?

GOIIX currently has the higher Sharpe Ratio (2.37 vs 2.18), 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.