PFTEX vs. PFJDX

Last updated Jun 24, 2026

PFTEX (PFG Meeder Tactical Strategy Fund) and PFJDX (PFG JP Morgan Tactical Moderate Strategy Fund) are both mutual funds - PFTEX is a Tactical Allocation fund managed by The Pacific Financial Group, while PFJDX is a Diversified Portfolio fund managed by The Pacific Financial Group. Over the past 5 years, PFTEX returned 7.21%/yr vs 5.28%/yr for PFJDX. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 2.05% expense ratio.

Performance

PFTEX vs. PFJDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG Meeder Tactical Strategy Fund (PFTEX) and PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFTEX achieves a 9.23% return, which is significantly higher than PFJDX's 6.30% return.

PFTEX

• 1D: -0.09%
• 1M: 0.96%
• YTD: 9.23%
• 6M: 8.26%
• 1Y: 22.00%
• 3Y*: 14.32%
• 5Y*: 7.21%
• 10Y*: —

PFJDX

• 1D: -0.24%
• 1M: 1.20%
• YTD: 6.30%
• 6M: 5.84%
• 1Y: 15.81%
• 3Y*: 11.88%
• 5Y*: 5.28%
• 10Y*: —

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

PFTEX vs. PFJDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PFTEX PFG Meeder Tactical Strategy Fund	9.23%	13.11%	13.02%	12.53%	-13.13%	11.68%	3.04%	9.96%	-7.60%
PFJDX PFG JP Morgan Tactical Moderate Strategy Fund	6.30%	13.15%	9.96%	12.71%	-15.77%	11.10%	8.40%	16.33%	-11.06%

Correlation

The correlation between PFTEX and PFJDX is 0.97 - 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	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Aug 29, 2018	0.93

The correlation between PFTEX and PFJDX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

Return for Risk

PFTEX vs. PFJDX — Risk / Return Rank

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

PFTEX

PFTEX Risk / Return Rank: 53
PFTEX Sharpe Ratio Rank: 54
PFTEX Sortino Ratio Rank: 51
PFTEX Omega Ratio Rank: 51
PFTEX Calmar Ratio Rank: 50
PFTEX Martin Ratio Rank: 62

PFJDX

PFJDX Risk / Return Rank: 44
PFJDX Sharpe Ratio Rank: 44
PFJDX Sortino Ratio Rank: 42
PFJDX Omega Ratio Rank: 45
PFJDX Calmar Ratio Rank: 41
PFJDX Martin Ratio Rank: 51

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. PFJDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Meeder Tactical Strategy Fund (PFTEX) and PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX). 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	PFJDX	Difference
Sharpe ratio: Return per unit of total volatility	1.99	1.79	+0.19
Sortino ratio: Return per unit of downside risk	2.76	2.53	+0.22
Omega ratio: Gain probability vs. loss probability	1.36	1.34	+0.02
Calmar ratio: Return relative to maximum drawdown	2.58	2.31	+0.27
Martin ratio: Return relative to average drawdown	11.50	9.82	+1.68

PFTEX vs. PFJDX - Sharpe Ratio Comparison

The current PFTEX Sharpe Ratio is 1.99, which is comparable to the PFJDX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of PFTEX and PFJDX, 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

PFTEX vs. PFJDX - Drawdown Comparison

The maximum PFTEX drawdown since its inception was -19.72%, smaller than the maximum PFJDX drawdown of -25.97%. Use the drawdown chart below to compare losses from any high point for PFTEX and PFJDX.

Drawdown Indicators

	PFTEX	PFJDX	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-25.97%	+6.25%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-7.17%	-1.71%
Max Drawdown (3Y) Largest decline over 3 years	-15.53%	-11.38%	-4.15%
Max Drawdown (5Y) Largest decline over 5 years	-17.99%	-25.97%	+7.98%
Current Drawdown Current decline from peak	-0.60%	-0.55%	-0.05%
Average Drawdown Average peak-to-trough decline	-5.37%	-6.68%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	1.68%	+0.31%

Volatility

PFTEX vs. PFJDX - Volatility Comparison

PFG Meeder Tactical Strategy Fund (PFTEX) has a higher volatility of 4.24% compared to PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) at 3.85%. This indicates that PFTEX's price experiences larger fluctuations and is considered to be riskier than PFJDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFTEX	PFJDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	3.85%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	9.23%	7.73%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	11.57%	9.28%	+2.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.07%	12.28%	+3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.56%	12.71%	+1.85%

PFTEX vs. PFJDX - Expense Ratio Comparison

Both PFTEX and PFJDX have an expense ratio of 2.05%.

Dividends

PFTEX vs. PFJDX - Dividend Comparison

PFTEX's dividend yield for the trailing twelve months is around 8.65%, more than PFJDX's 5.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFJDX PFG JP Morgan Tactical Moderate Strategy Fund	5.60%	5.96%	1.19%	0.52%	8.75%	6.40%	0.35%	0.45%	0.04%	0.00%
PFTEX PFG Meeder Tactical Strategy Fund	8.65%	9.45%	3.38%	2.23%	18.46%	2.00%	1.00%	0.15%	0.18%	0.13%

Frequently Asked Questions

Can I hold both PFTEX and PFJDX in my portfolio?

With a correlation of 0.97, PFTEX and PFJDX 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 PFJDX?

PFTEX has higher volatility (4.24%) compared to PFJDX (3.85%). In terms of maximum drawdown, PFTEX dropped -19.72% vs PFJDX's -25.97%.

Which has better risk-adjusted returns?

PFTEX currently has the higher Sharpe Ratio (1.99 vs 1.79), 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.