PTIAX vs. PFTSX
Compare and contrast key facts about Performance Trust Strategic Bond Fund (PTIAX) and PFG Tactical Income Strategy Fund (PFTSX).
PTIAX is managed by Performance Trust Asset Management. It was launched on Aug 31, 2010. PFTSX is managed by The Pacific Financial Group. It was launched on Apr 30, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTIAX or PFTSX.
Key characteristics
| PTIAX | PFTSX | |
|---|---|---|
| YTD Return | 3.71% | 8.62% |
| 1Y Return | 10.18% | 16.49% |
| 3Y Return (Ann) | -0.87% | -2.96% |
| Sharpe Ratio | 1.91 | 2.69 |
| Sortino Ratio | 2.76 | 3.91 |
| Omega Ratio | 1.34 | 1.60 |
| Calmar Ratio | 0.81 | 0.76 |
| Martin Ratio | 8.34 | 17.76 |
| Ulcer Index | 1.22% | 0.93% |
| Daily Std Dev | 5.33% | 6.13% |
| Max Drawdown | -16.42% | -26.90% |
| Current Drawdown | -3.71% | -8.91% |
Correlation
The correlation between PTIAX and PFTSX 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
PTIAX vs. PFTSX - Performance Comparison
In the year-to-date period, PTIAX achieves a 3.71% return, which is significantly lower than PFTSX's 8.62% 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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PTIAX vs. PFTSX - Expense Ratio Comparison
PTIAX has a 0.76% expense ratio, which is lower than PFTSX's 2.03% expense ratio.
Risk-Adjusted Performance
PTIAX vs. PFTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Performance Trust Strategic Bond Fund (PTIAX) and PFG Tactical Income Strategy Fund (PFTSX). 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
PTIAX vs. PFTSX - Dividend Comparison
PTIAX's dividend yield for the trailing twelve months is around 4.37%, more than PFTSX's 2.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTIAX Performance Trust Strategic Bond Fund | 4.37% | 4.03% | 3.96% | 3.26% | 3.86% | 4.12% | 4.47% | 5.51% | 5.49% | 4.87% | 4.54% | 4.20% |
PFTSX PFG Tactical Income Strategy Fund | 2.05% | 2.22% | 0.03% | 1.26% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PTIAX vs. PFTSX - Drawdown Comparison
The maximum PTIAX drawdown since its inception was -16.42%, smaller than the maximum PFTSX drawdown of -26.90%. Use the drawdown chart below to compare losses from any high point for PTIAX and PFTSX. For additional features, visit the drawdowns tool.
Volatility
PTIAX vs. PFTSX - Volatility Comparison
Performance Trust Strategic Bond Fund (PTIAX) has a higher volatility of 1.74% compared to PFG Tactical Income Strategy Fund (PFTSX) at 1.48%. This indicates that PTIAX's price experiences larger fluctuations and is considered to be riskier than PFTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.