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Issuer
Pacer
Inception Date
Jun 30, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
SPDR S&P 500 ETF Trust
Distribution Policy
Accumulating
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$42M

Share Price Chart


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Performance

PSCJ Performance Chart

Pacer Swan SOS Conservative (July) ETF (PSCJ) is up 5.1% since the beginning of the year. PSCJ is currently trading at $32 per share.


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S&P 500 Index

Returns By Period

Pacer Swan SOS Conservative (July) ETF (PSCJ) has returned 5.07% so far this year and 15.84% over the past 12 months.


Pacer Swan SOS Conservative (July) ETF

1D
0.06%
1M
0.57%
YTD
5.07%
6M
5.10%
1Y
15.84%
3Y*
13.12%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCJ Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2021, PSCJ's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +5.7%, while the worst month was Apr 2022 at -4.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PSCJ closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Apr 3, 2025 at -3.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.70%0.05%-2.19%4.91%1.30%0.33%5.07%
20251.83%-0.69%-4.07%-0.44%4.74%5.22%1.03%1.26%1.65%0.62%0.44%0.84%12.80%
20241.02%3.10%1.38%-0.87%2.49%0.74%1.02%1.63%1.76%-0.60%3.31%-1.04%14.74%
20233.83%-1.34%2.54%1.58%0.70%4.49%1.93%-0.84%-3.06%-1.26%5.68%3.23%18.48%
2022-1.24%-1.09%1.87%-4.71%-1.20%-3.02%3.91%-1.59%-4.48%3.71%2.98%-2.40%-7.48%
20210.48%1.07%-1.53%2.25%-0.55%1.57%3.29%

Benchmark Metrics

Pacer Swan SOS Conservative (July) ETF has an annualized alpha of 3.16%, beta of 0.47, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since July 01, 2021.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (49.86%) than losses (47.06%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.16% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.47 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.16%
Beta
0.47
0.86
Upside Capture
49.86%
Downside Capture
47.06%

Expense Ratio

PSCJ has an expense ratio of 0.61%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PSCJ ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PSCJ Risk / Return Rank: 9090
Overall Rank
PSCJ Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PSCJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
PSCJ Omega Ratio Rank: 9595
Omega Ratio Rank
PSCJ Calmar Ratio Rank: 7777
Calmar Ratio Rank
PSCJ Martin Ratio Rank: 9292
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSCJBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.68

1.37

+0.31

Calmar ratioReturn relative to maximum drawdown

3.83

2.78

+1.04

Martin ratioReturn relative to average drawdown

21.57

12.44

+9.13

Dividends

Dividend History


Pacer Swan SOS Conservative (July) ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Pacer Swan SOS Conservative (July) ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Pacer Swan SOS Conservative (July) ETF was 11.87%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-11.87%Apr 2025
1mo 18d1mo 29d
3mo 17dFeb 2025 - Jun 2025
Bear market2022
-11.72%Oct 2022
9mo 11d7mo 23d
1y 4moJan 2022 - Jun 2023
2023 pullback2023
-6.04%Oct 2023
2mo 27d26d
3mo 23dAug 2023 - Nov 2023
2024 pullback2024
-4.63%Aug 2024
19d16d
1mo 5dJul 2024 - Aug 2024
2026 pullback2026
-4.16%Mar 2026
1mo 2d10d
1mo 12dFeb 2026 - Apr 2026

Drawdown Indicators


PSCJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-11.87%

-56.78%

+44.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-9.10%

+4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-18.90%

+7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-2.17%

-10.71%

+8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

2.03%

-1.29%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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