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PTIAX vs. PFTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTIAX vs. PFTSX - Performance Comparison

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

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PTIAX vs. PFTSX - Yearly Performance Comparison


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

Returns By Period

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


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%

PFTSX

1D
1.54%
1M
-3.56%
YTD
-1.68%
6M
-0.61%
1Y
9.52%
3Y*
7.44%
5Y*
3.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

PTIAX vs. PFTSX — Risk / Return Rank

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

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

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
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.

PTIAX vs. PFTSX - Risk-Adjusted Trends 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.


PTIAXPFTSXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.25

-0.23

Sortino ratio

Return per unit of downside risk

1.47

1.78

-0.31

Omega ratio

Gain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratio

Return relative to maximum drawdown

1.53

1.60

-0.08

Martin ratio

Return relative to average drawdown

4.39

6.51

-2.12

PTIAX vs. PFTSX - Sharpe Ratio Comparison

The current PTIAX Sharpe Ratio is 1.02, which is comparable to the PFTSX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PTIAX and PFTSX, 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


PTIAXPFTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.25

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.28

-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

1.22

0.47

+0.76

Correlation

The correlation between PTIAX and PFTSX 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

PTIAX vs. PFTSX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

PTIAX vs. PFTSX - Drawdown Comparison

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


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Drawdown Indicators


PTIAXPFTSXDifference

Max Drawdown

Largest peak-to-trough decline

-16.90%

-26.39%

+9.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-5.80%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.90%

-26.39%

+9.49%

Max Drawdown (10Y)

Largest decline over 10 years

-16.90%

Current Drawdown

Current decline from peak

-2.19%

-4.17%

+1.98%

Average Drawdown

Average peak-to-trough decline

-2.44%

-10.05%

+7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.43%

-0.35%

Volatility

PTIAX vs. PFTSX - Volatility Comparison

The current volatility for Performance Trust Strategic Bond Fund (PTIAX) is 1.58%, while PFG Tactical Income Strategy Fund (PFTSX) has a volatility of 3.37%. This indicates that PTIAX experiences smaller price fluctuations and is considered to be less risky than PFTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTIAXPFTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

3.37%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

4.83%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

7.96%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

11.02%

-6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

10.55%

-6.54%