PFTEX vs. PAUIX
PFTEX (PFG Meeder Tactical Strategy Fund) and PAUIX (PIMCO All Asset All Authority Fund) are both Tactical Allocation funds. Over the past 5 years, PFTEX returned 6.92%/yr vs 2.78%/yr for PAUIX. Their 0.47 correlation means their historical movements had little consistent relationship. PFTEX charges 2.05%/yr vs 0.21%/yr for PAUIX.
Performance
PFTEX vs. PAUIX - Performance Comparison
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Returns By Period
In the year-to-date period, PFTEX achieves a 9.13% return, which is significantly higher than PAUIX's 8.33% return.
PFTEX
- 1D
- 1.76%
- 1M
- 0.26%
- 6M
- 6.14%
- YTD
- 9.13%
- 1Y
- 19.26%
- 3Y*
- 12.60%
- 5Y*
- 6.92%
- 10Y*
- —
- ALL TIME*
- 5.95%
PAUIX
- 1D
- -0.14%
- 1M
- 0.28%
- 6M
- 4.82%
- YTD
- 8.33%
- 1Y
- 16.49%
- 3Y*
- 7.95%
- 5Y*
- 2.78%
- 10Y*
- 4.47%
- ALL TIME*
- 4.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PFTEX vs. PAUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFTEX PFG Meeder Tactical Strategy Fund | 9.13% | 13.11% | 13.02% | 12.53% | -13.13% | 11.68% | 3.04% | 9.96% | -5.02% | 0.20% |
PAUIX PIMCO All Asset All Authority Fund | 8.33% | 14.15% | 1.06% | 6.35% | -15.65% | 15.55% | 4.58% | 7.62% | -6.14% | 1.09% |
Correlation
The correlation between PFTEX and PAUIX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2017 | 0.47 |
The correlation between PFTEX and PAUIX has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.
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Return for Risk
PFTEX vs. PAUIX — Risk / Return Rank
PFTEX
PAUIX
PFTEX vs. PAUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG Meeder Tactical Strategy Fund (PFTEX) and PIMCO All Asset All Authority Fund (PAUIX). 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.
| PFTEX | PAUIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.47 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.72 | -0.73 |
| Martin ratioReturn relative to average drawdown | 8.69 | 10.50 | -1.80 |
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Drawdowns
PFTEX vs. PAUIX - Drawdown Comparison
The maximum PFTEX drawdown since its inception was -19.72%, smaller than the maximum PAUIX drawdown of -26.84%. Use the drawdown chart below to compare losses from any high point for PFTEX and PAUIX.
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Drawdown Indicators
| PFTEX | PAUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -26.84% | +7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -6.05% | -2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.53% | -7.25% | -8.28% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -26.15% | +8.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.84% | — |
Current DrawdownCurrent decline from peak | -0.69% | -0.28% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -5.87% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.56% | +0.46% |
Volatility
PFTEX vs. PAUIX - Volatility Comparison
PFG Meeder Tactical Strategy Fund (PFTEX) has a higher volatility of 3.23% compared to PIMCO All Asset All Authority Fund (PAUIX) at 1.27%. This indicates that PFTEX's price experiences larger fluctuations and is considered to be riskier than PAUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFTEX | PAUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 1.27% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 5.33% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 6.64% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 9.59% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.52% | 8.95% | +5.57% |
PFTEX vs. PAUIX - Expense Ratio Comparison
PFTEX has a 2.05% expense ratio, which is higher than PAUIX's 0.21% expense ratio.
Dividends
PFTEX vs. PAUIX - Dividend Comparison
PFTEX's dividend yield for the trailing twelve months is around 8.66%, more than PAUIX's 8.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAUIX PIMCO All Asset All Authority Fund | 8.08% | 6.10% | 2.64% | 3.97% | 9.98% | 15.46% | 4.47% | 2.89% | 5.74% | 5.28% | 3.62% | 5.54% |
PFTEX PFG Meeder Tactical Strategy Fund | 8.66% | 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
PFTEX and PAUIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFTEX has higher volatility (3.23%) compared to PAUIX (1.27%). In terms of maximum drawdown, PFTEX dropped -19.72% vs PAUIX's -26.84%.
PAUIX currently has the higher Sharpe Ratio (2.49 vs 1.49), 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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