PFTSX vs. PFSEX

Last updated Jun 3, 2026

PFTSX (PFG Tactical Income Strategy Fund) and PFSEX (PFG JP Morgan Tactical Aggressive Strategy Fund) are both mutual funds - PFTSX is a Diversified Portfolio fund managed by The Pacific Financial Group, while PFSEX is a Global Equities fund managed by The Pacific Financial Group. Over the past 5 years, PFTSX returned 3.86%/yr vs 8.71%/yr for PFSEX. Their correlation of 0.90 suggests significant overlap in exposure. PFTSX charges 2.03%/yr vs 2.05%/yr for PFSEX.

Performance

PFTSX vs. PFSEX - Performance Comparison

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

Returns By Period

In the year-to-date period, PFTSX achieves a 4.75% return, which is significantly lower than PFSEX's 10.10% return.

PFTSX

• 1D: 0.18%
• 1M: 2.37%
• YTD: 4.75%
• 6M: 5.20%
• 1Y: 13.11%
• 3Y*: 9.45%
• 5Y*: 3.86%
• 10Y*: —

PFSEX

• 1D: 0.32%
• 1M: 4.45%
• YTD: 10.10%
• 6M: 11.00%
• 1Y: 24.99%
• 3Y*: 17.69%
• 5Y*: 8.71%
• 10Y*: —

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

PFTSX vs. PFSEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PFTSX PFG Tactical Income Strategy Fund	4.75%	12.31%	6.02%	10.07%	-12.97%	6.29%	11.27%
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	10.10%	17.66%	15.07%	19.04%	-17.22%	17.81%	36.97%

Correlation

The correlation between PFTSX and PFSEX is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since May 4, 2020	0.90

The correlation between PFTSX and PFSEX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Return for Risk

PFTSX vs. PFSEX — Risk / Return Rank

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

PFTSX

PFTSX Risk / Return Rank: 49
PFTSX Sharpe Ratio Rank: 50
PFTSX Sortino Ratio Rank: 49
PFTSX Omega Ratio Rank: 53
PFTSX Calmar Ratio Rank: 39
PFTSX Martin Ratio Rank: 53

PFSEX

PFSEX Risk / Return Rank: 50
PFSEX Sharpe Ratio Rank: 50
PFSEX Sortino Ratio Rank: 47
PFSEX Omega Ratio Rank: 48
PFSEX Calmar Ratio Rank: 45
PFSEX Martin Ratio Rank: 56

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.

PFTSX vs. PFSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Tactical Income Strategy Fund (PFTSX) and PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX). 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.

	PFTSX	PFSEX	Difference
Sharpe ratio Return per unit of total volatility	2.07	2.09	-0.02
Sortino ratio Return per unit of downside risk	2.96	2.89	+0.07
Omega ratio Gain probability vs. loss probability	1.40	1.38	+0.02
Calmar ratio Return relative to maximum drawdown	2.41	2.60	-0.19
Martin ratio Return relative to average drawdown	10.77	11.41	-0.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFTSX vs. PFSEX - Sharpe Ratio Comparison

The current PFTSX Sharpe Ratio is 2.07, which is comparable to the PFSEX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of PFTSX and PFSEX, 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

	PFTSX	PFSEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	2.09	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.54	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.51	+0.05

Drawdowns

PFTSX vs. PFSEX - Drawdown Comparison

The maximum PFTSX drawdown since its inception was -26.39%, smaller than the maximum PFSEX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for PFTSX and PFSEX.

Drawdown Indicators

	PFTSX	PFSEX	Difference
Max Drawdown Largest peak-to-trough decline	-26.39%	-33.76%	+7.37%
Max Drawdown (1Y) Largest decline over 1 year	-5.72%	-9.85%	+4.13%
Max Drawdown (3Y) Largest decline over 3 years	-8.04%	-17.47%	+9.43%
Max Drawdown (5Y) Largest decline over 5 years	-26.39%	-28.41%	+2.02%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.80%	-6.91%	-2.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.28%	2.24%	-0.96%

Volatility

PFTSX vs. PFSEX - Volatility Comparison

The current volatility for PFG Tactical Income Strategy Fund (PFTSX) is 2.34%, while PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) has a volatility of 3.60%. This indicates that PFTSX experiences smaller price fluctuations and is considered to be less risky than PFSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFTSX	PFSEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.34%	3.60%	-1.26%
Volatility (6M) Calculated over the trailing 6-month period	5.37%	9.78%	-4.41%
Volatility (1Y) Calculated over the trailing 1-year period	6.49%	12.38%	-5.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.08%	16.26%	-5.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.50%	18.47%	-7.97%

PFTSX vs. PFSEX - Expense Ratio Comparison

PFTSX has a 2.03% expense ratio, which is lower than PFSEX's 2.05% expense ratio.

Dividends

PFTSX vs. PFSEX - Dividend Comparison

PFTSX's dividend yield for the trailing twelve months is around 1.67%, less than PFSEX's 15.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund	15.77%	17.36%	1.71%	0.00%	6.35%	5.13%	0.00%	0.00%	3.27%
PFTSX PFG Tactical Income Strategy Fund	1.67%	1.75%	2.43%	2.22%	0.89%	13.53%	2.92%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PFTSX and PFSEX in my portfolio?

With a correlation of 0.91, PFTSX and PFSEX 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, PFTSX or PFSEX?

PFSEX has higher volatility (3.60%) compared to PFTSX (2.34%). In terms of maximum drawdown, PFTSX dropped -26.39% vs PFSEX's -33.76%.

Which has better risk-adjusted returns?

PFSEX currently has the higher Sharpe Ratio (2.09 vs 2.07), 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.