PFTSX vs. PFDOX

Last updated Aug 1, 2026

PFTSX (PFG Tactical Income Strategy Fund) and PFDOX (PFG Active Core Bond Strategy Fund) are both mutual funds - PFTSX is a Diversified Portfolio fund managed by The Pacific Financial Group, while PFDOX is a Multisector Bonds fund managed by The Pacific Financial Group. Over the past 5 years, PFTSX returned 3.49%/yr vs -0.46%/yr for PFDOX. Their 0.47 correlation means their historical movements had little consistent relationship. Both charge a 2.03% expense ratio.

Performance

PFTSX vs. PFDOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG Tactical Income Strategy Fund (PFTSX) and PFG Active Core Bond Strategy Fund (PFDOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFTSX achieves a 3.91% return, which is significantly higher than PFDOX's -0.92% return.

PFTSX

• 1D: 1.09%
• 1M: -0.71%
• 6M: 2.48%
• YTD: 3.91%
• 1Y: 8.87%
• 3Y*: 8.53%
• 5Y*: 3.49%
• 10Y*: —
• ALL TIME*: 5.56%

PFDOX

• 1D: 0.12%
• 1M: -1.04%
• 6M: -1.15%
• YTD: -0.92%
• 1Y: 1.84%
• 3Y*: 3.79%
• 5Y*: -0.46%
• 10Y*: —
• ALL TIME*: 0.83%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PFDOX PFG Active Core Bond Strategy Fund	$0.00	$0.00	$0.00
PFTSX PFG Tactical Income Strategy Fund	$0.00	$0.00	$0.00

PFTSX vs. PFDOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PFTSX PFG Tactical Income Strategy Fund	3.91%	12.31%	6.02%	10.07%	-12.97%	6.29%	11.27%
PFDOX PFG Active Core Bond Strategy Fund	-0.92%	7.49%	2.02%	5.41%	-13.51%	-1.65%	6.18%

Correlation

The correlation between PFTSX and PFDOX is 0.61, 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.	0.61
Correlation (3Y) Balances recent behavior with more history.	0.53
Correlation (5Y) Shows whether the relationship held over a longer period.	0.51
Correlation (All Time) Calculated using the full available price history since May 1, 2020	0.47

The correlation between PFTSX and PFDOX shifts across timeframes, from 0.47 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PFTSX vs. PFDOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFTSX

PFTSX Risk / Return Rank: 40
PFTSX Sharpe Ratio Rank: 40
PFTSX Sortino Ratio Rank: 40
PFTSX Omega Ratio Rank: 41
PFTSX Calmar Ratio Rank: 35
PFTSX Martin Ratio Rank: 44

PFDOX

PFDOX Risk / Return Rank: 15
PFDOX Sharpe Ratio Rank: 16
PFDOX Sortino Ratio Rank: 15
PFDOX Omega Ratio Rank: 15
PFDOX Calmar Ratio Rank: 14
PFDOX Martin Ratio Rank: 13

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PFTSX vs. PFDOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Tactical Income Strategy Fund (PFTSX) and PFG Active Core Bond Strategy Fund (PFDOX). 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.

	PFTSX	PFDOX	Difference
Sharpe ratio: Return per unit of total volatility	1.22	0.67	+0.54
Sortino ratio: Return per unit of downside risk	1.76	0.97	+0.79
Omega ratio: Gain probability vs. loss probability	1.23	1.12	+0.10
Calmar ratio: Return relative to maximum drawdown	1.51	0.76	+0.76
Martin ratio: Return relative to average drawdown	6.37	1.91	+4.46

PFTSX vs. PFDOX - Sharpe Ratio Comparison

The current PFTSX Sharpe Ratio is 1.22, which is higher than the PFDOX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PFTSX and PFDOX, 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

PFTSX vs. PFDOX - Drawdown Comparison

The maximum PFTSX drawdown since its inception was -26.39%, which is greater than PFDOX's maximum drawdown of -19.45%. Use the drawdown chart below to compare losses from any high point for PFTSX and PFDOX.

Drawdown Indicators

	PFTSX	PFDOX	Difference
Max Drawdown Largest peak-to-trough decline	-26.39%	-19.45%	-6.94%
Max Drawdown (1Y) Largest decline over 1 year	-5.72%	-3.40%	-2.32%
Max Drawdown (3Y) Largest decline over 3 years	-8.04%	-5.06%	-2.98%
Max Drawdown (5Y) Largest decline over 5 years	-26.39%	-19.45%	-6.94%
Current Drawdown Current decline from peak	-1.41%	-4.27%	+2.86%
Average Drawdown Average peak-to-trough decline	-9.56%	-5.96%	-3.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.35%	1.34%	+0.01%

Volatility

PFTSX vs. PFDOX - Volatility Comparison

PFG Tactical Income Strategy Fund (PFTSX) has a higher volatility of 2.22% compared to PFG Active Core Bond Strategy Fund (PFDOX) at 1.11%. This indicates that PFTSX's price experiences larger fluctuations and is considered to be riskier than PFDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFTSX	PFDOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.22%	1.11%	+1.11%
Volatility (6M) Calculated over the trailing 6-month period	6.10%	3.24%	+2.86%
Volatility (1Y) Calculated over the trailing 1-year period	7.12%	3.81%	+3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.15%	5.76%	+5.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.45%	4.83%	+5.62%

PFTSX vs. PFDOX - Expense Ratio Comparison

Both PFTSX and PFDOX have an expense ratio of 2.03%.

Dividends

PFTSX vs. PFDOX - Dividend Comparison

PFTSX's dividend yield for the trailing twelve months is around 1.68%, less than PFDOX's 2.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFDOX PFG Active Core Bond Strategy Fund	2.82%	2.79%	3.36%	2.91%	3.13%	3.66%	2.68%	2.29%	0.92%	0.18%
PFTSX PFG Tactical Income Strategy Fund	1.68%	1.75%	2.43%	2.22%	0.89%	13.53%	2.92%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PFTSX and PFDOX in my portfolio?

PFTSX and PFDOX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFTSX or PFDOX?

PFTSX has higher volatility (2.22%) compared to PFDOX (1.11%). In terms of maximum drawdown, PFTSX dropped -26.39% vs PFDOX's -19.45%.

Which has better risk-adjusted returns?

PFTSX currently has the higher Sharpe Ratio (1.22 vs 0.67), 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.