PortfoliosLab logoPortfoliosLab logo
PFTSX vs. PTIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFTSX vs. PTIAX - Performance Comparison

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

Loading graphics...

PFTSX vs. PTIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PFTSX
PFG Tactical Income Strategy Fund
-1.68%12.31%6.02%10.07%-12.97%6.29%11.27%
PTIAX
Performance Trust Strategic Bond Fund
0.03%6.92%3.52%7.48%-12.84%1.15%7.84%

Returns By Period

In the year-to-date period, PFTSX achieves a -1.68% return, which is significantly lower than PTIAX's 0.03% return.


PFTSX

1D
1.54%
1M
-3.56%
YTD
-1.68%
6M
-0.61%
1Y
9.52%
3Y*
7.44%
5Y*
3.03%
10Y*

PTIAX

1D
0.20%
1M
-1.71%
YTD
0.03%
6M
0.81%
1Y
4.11%
3Y*
4.94%
5Y*
1.16%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFTSX vs. PTIAX - Expense Ratio Comparison

PFTSX has a 2.03% expense ratio, which is higher than PTIAX's 0.76% expense ratio.


Return for Risk

PFTSX vs. PTIAX — Risk / Return Rank

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

PFTSX
PFTSX Risk / Return Rank: 6060
Overall Rank
PFTSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PFTSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
PFTSX Omega Ratio Rank: 6161
Omega Ratio Rank
PFTSX Calmar Ratio Rank: 5757
Calmar Ratio Rank
PFTSX Martin Ratio Rank: 5757
Martin Ratio Rank

PTIAX
PTIAX Risk / Return Rank: 4848
Overall Rank
PTIAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PTIAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
PTIAX Omega Ratio Rank: 3636
Omega Ratio Rank
PTIAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PTIAX Martin Ratio Rank: 4141
Martin Ratio Rank
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. PTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Tactical Income Strategy Fund (PFTSX) and Performance Trust Strategic Bond Fund (PTIAX). 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.


PFTSXPTIAXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.02

+0.23

Sortino ratio

Return per unit of downside risk

1.78

1.47

+0.31

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

1.60

1.53

+0.08

Martin ratio

Return relative to average drawdown

6.51

4.39

+2.12

PFTSX vs. PTIAX - Sharpe Ratio Comparison

The current PFTSX Sharpe Ratio is 1.25, which is comparable to the PTIAX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PFTSX and PTIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PFTSXPTIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.02

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.24

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.22

-0.76

Correlation

The correlation between PFTSX and PTIAX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PFTSX vs. PTIAX - Dividend Comparison

PFTSX's dividend yield for the trailing twelve months is around 1.78%, less than PTIAX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
PFTSX
PFG Tactical Income Strategy Fund
1.78%1.75%2.43%2.22%0.89%13.53%2.92%0.00%0.00%0.00%0.00%0.00%
PTIAX
Performance Trust Strategic Bond Fund
4.70%4.68%4.44%4.03%3.96%3.01%3.86%4.11%4.47%5.51%5.49%4.87%

Drawdowns

PFTSX vs. PTIAX - Drawdown Comparison

The maximum PFTSX drawdown since its inception was -26.39%, which is greater than PTIAX's maximum drawdown of -16.90%. Use the drawdown chart below to compare losses from any high point for PFTSX and PTIAX.


Loading graphics...

Drawdown Indicators


PFTSXPTIAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.39%

-16.90%

-9.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.80%

-3.11%

-2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.39%

-16.90%

-9.49%

Max Drawdown (10Y)

Largest decline over 10 years

-16.90%

Current Drawdown

Current decline from peak

-4.17%

-2.19%

-1.98%

Average Drawdown

Average peak-to-trough decline

-10.05%

-2.44%

-7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.08%

+0.35%

Volatility

PFTSX vs. PTIAX - Volatility Comparison

PFG Tactical Income Strategy Fund (PFTSX) has a higher volatility of 3.37% compared to Performance Trust Strategic Bond Fund (PTIAX) at 1.58%. This indicates that PFTSX's price experiences larger fluctuations and is considered to be riskier than PTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PFTSXPTIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

1.58%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

2.68%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

7.96%

4.51%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

4.93%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

4.01%

+6.54%