PFTSX vs. PTIAX
Compare and contrast key facts about PFG Tactical Income Strategy Fund (PFTSX) and Performance Trust Strategic Bond Fund (PTIAX).
PFTSX is managed by The Pacific Financial Group. It was launched on Apr 30, 2020. PTIAX is managed by Performance Trust Asset Management. It was launched on Aug 31, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFTSX or PTIAX.
Key characteristics
| PFTSX | PTIAX | |
|---|---|---|
| YTD Return | 6.49% | 3.55% |
| 1Y Return | 14.08% | 9.89% |
| 3Y Return (Ann) | -3.64% | -0.96% |
| Sharpe Ratio | 2.57 | 2.14 |
| Sortino Ratio | 3.75 | 3.13 |
| Omega Ratio | 1.56 | 1.39 |
| Calmar Ratio | 0.72 | 0.88 |
| Martin Ratio | 17.45 | 10.08 |
| Ulcer Index | 0.92% | 1.14% |
| Daily Std Dev | 6.24% | 5.35% |
| Max Drawdown | -26.90% | -16.42% |
| Current Drawdown | -10.69% | -3.86% |
Correlation
The correlation between PFTSX and PTIAX is 0.30, 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.
Performance
PFTSX vs. PTIAX - Performance Comparison
In the year-to-date period, PFTSX achieves a 6.49% return, which is significantly higher than PTIAX's 3.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PFTSX vs. PTIAX - Expense Ratio Comparison
PFTSX has a 2.03% expense ratio, which is higher than PTIAX's 0.76% expense ratio.
Risk-Adjusted Performance
PFTSX vs. PTIAX - Risk-Adjusted Performance 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.
Dividends
PFTSX vs. PTIAX - Dividend Comparison
PFTSX's dividend yield for the trailing twelve months is around 2.09%, less than PTIAX's 4.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFTSX PFG Tactical Income Strategy Fund | 2.09% | 2.23% | 0.89% | 1.26% | 2.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PTIAX Performance Trust Strategic Bond Fund | 4.38% | 4.03% | 3.96% | 3.59% | 3.86% | 4.11% | 4.47% | 5.51% | 5.49% | 4.87% | 4.55% | 4.20% |
Drawdowns
PFTSX vs. PTIAX - Drawdown Comparison
The maximum PFTSX drawdown since its inception was -26.90%, which is greater than PTIAX's maximum drawdown of -16.42%. Use the drawdown chart below to compare losses from any high point for PFTSX and PTIAX. For additional features, visit the drawdowns tool.
Volatility
PFTSX vs. PTIAX - Volatility Comparison
PFG Tactical Income Strategy Fund (PFTSX) and Performance Trust Strategic Bond Fund (PTIAX) have volatilities of 1.32% and 1.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.