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PMTGX vs. MDSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMTGX vs. MDSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIA MBS Bond Fund (PMTGX) and Integrity Short Term Government Fund (MDSIX). The values are adjusted to include any dividend payments, if applicable.

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PMTGX vs. MDSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMTGX
PIA MBS Bond Fund
-0.32%7.83%0.96%4.73%-11.37%-1.18%3.85%6.02%0.76%2.35%
MDSIX
Integrity Short Term Government Fund
0.36%6.91%6.90%4.30%-7.23%-1.14%2.76%3.54%2.21%1.19%

Returns By Period

In the year-to-date period, PMTGX achieves a -0.32% return, which is significantly lower than MDSIX's 0.36% return. Over the past 10 years, PMTGX has underperformed MDSIX with an annualized return of 1.19%, while MDSIX has yielded a comparatively higher 1.87% annualized return.


PMTGX

1D
0.60%
1M
-2.46%
YTD
-0.32%
6M
1.17%
1Y
4.74%
3Y*
3.56%
5Y*
0.23%
10Y*
1.19%

MDSIX

1D
0.34%
1M
-0.89%
YTD
0.36%
6M
1.92%
1Y
5.21%
3Y*
5.51%
5Y*
1.95%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMTGX vs. MDSIX - Expense Ratio Comparison

PMTGX has a 0.23% expense ratio, which is lower than MDSIX's 0.55% expense ratio.


Return for Risk

PMTGX vs. MDSIX — Risk / Return Rank

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

PMTGX
PMTGX Risk / Return Rank: 5050
Overall Rank
PMTGX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PMTGX Sortino Ratio Rank: 4848
Sortino Ratio Rank
PMTGX Omega Ratio Rank: 3636
Omega Ratio Rank
PMTGX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PMTGX Martin Ratio Rank: 4646
Martin Ratio Rank

MDSIX
MDSIX Risk / Return Rank: 9696
Overall Rank
MDSIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MDSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
MDSIX Omega Ratio Rank: 9494
Omega Ratio Rank
MDSIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MDSIX Martin Ratio Rank: 9797
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.

PMTGX vs. MDSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIA MBS Bond Fund (PMTGX) and Integrity Short Term Government Fund (MDSIX). 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.


PMTGXMDSIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

2.34

-1.37

Sortino ratio

Return per unit of downside risk

1.40

3.77

-2.37

Omega ratio

Gain probability vs. loss probability

1.17

1.48

-0.30

Calmar ratio

Return relative to maximum drawdown

1.72

4.35

-2.63

Martin ratio

Return relative to average drawdown

4.67

17.55

-12.88

PMTGX vs. MDSIX - Sharpe Ratio Comparison

The current PMTGX Sharpe Ratio is 0.96, which is lower than the MDSIX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of PMTGX and MDSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PMTGXMDSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.34

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.59

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.60

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.59

+0.14

Correlation

The correlation between PMTGX and MDSIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PMTGX vs. MDSIX - Dividend Comparison

PMTGX's dividend yield for the trailing twelve months is around 3.79%, more than MDSIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
PMTGX
PIA MBS Bond Fund
3.79%4.10%4.16%3.48%2.17%0.79%2.12%2.96%2.76%2.75%2.96%2.79%
MDSIX
Integrity Short Term Government Fund
3.13%2.54%3.91%1.51%0.93%1.90%4.41%3.50%3.70%3.01%2.50%2.44%

Drawdowns

PMTGX vs. MDSIX - Drawdown Comparison

The maximum PMTGX drawdown since its inception was -17.09%, which is greater than MDSIX's maximum drawdown of -11.28%. Use the drawdown chart below to compare losses from any high point for PMTGX and MDSIX.


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Drawdown Indicators


PMTGXMDSIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-11.28%

-5.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-1.22%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-11.11%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-11.28%

-5.81%

Current Drawdown

Current decline from peak

-2.46%

-0.89%

-1.57%

Average Drawdown

Average peak-to-trough decline

-2.13%

-1.26%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.30%

+0.85%

Volatility

PMTGX vs. MDSIX - Volatility Comparison

PIA MBS Bond Fund (PMTGX) has a higher volatility of 1.79% compared to Integrity Short Term Government Fund (MDSIX) at 0.90%. This indicates that PMTGX's price experiences larger fluctuations and is considered to be riskier than MDSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMTGXMDSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

0.90%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

1.52%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

2.30%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

3.30%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.72%

3.13%

+1.59%