PortfoliosLab logoPortfoliosLab logo
Issuer
Pacer
Inception Date
Dec 22, 2020
Region
North America (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$58M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

PSFD Performance Chart

Pacer Swan SOS Flex (December) ETF (PSFD) is up 6.3% since the beginning of the year. PSFD is currently trading at $40 per share. Investors who bought $1,000 worth of PSFD shares 5 years ago would now be looking at an investment worth $1,730.


Loading charts...

S&P 500 Index

Returns By Period

Pacer Swan SOS Flex (December) ETF (PSFD) has returned 6.30% so far this year and 17.52% over the past 12 months.


Pacer Swan SOS Flex (December) ETF

1D
-0.16%
1M
0.46%
YTD
6.30%
6M
6.31%
1Y
17.52%
3Y*
14.36%
5Y*
11.59%
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)

PSFD Monthly Returns History

Based on dividend-adjusted daily data since Dec 23, 2020, PSFD's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2023 with a return of +8.3%, while the worst month was Apr 2022 at -6.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PSFD closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.98%-0.40%-2.88%6.38%2.63%-0.31%6.30%
20251.81%-0.54%-3.14%-0.42%3.81%3.32%1.42%1.46%1.78%0.99%0.89%1.03%12.93%
20241.07%2.93%1.53%-1.58%2.95%1.72%0.66%1.36%0.83%0.29%1.70%0.26%14.54%
20234.81%-1.35%2.46%1.37%0.55%4.42%1.71%-0.16%-3.17%-2.02%8.26%2.86%20.95%
2022-3.33%-2.00%2.91%-6.44%0.86%-4.68%6.30%-1.61%-5.23%6.94%3.41%0.83%-3.06%
2021-0.92%2.18%3.66%3.00%0.95%1.49%0.65%1.55%-1.42%2.78%0.06%3.01%18.23%

Benchmark Metrics

Pacer Swan SOS Flex (December) ETF has an annualized alpha of 4.22%, beta of 0.59, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since December 23, 2020.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.27%) than losses (50.47%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.59 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
4.22%
Beta
0.59
0.90
Upside Capture
61.27%
Downside Capture
50.47%

Expense Ratio

PSFD has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PSFD ranks 79 for risk / return — better than 79% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PSFD Risk / Return Rank: 7979
Overall Rank
PSFD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PSFD Sortino Ratio Rank: 8686
Sortino Ratio Rank
PSFD Omega Ratio Rank: 8787
Omega Ratio Rank
PSFD Calmar Ratio Rank: 6262
Calmar Ratio Rank
PSFD Martin Ratio Rank: 8080
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 Flex (December) ETF (PSFD) 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.


PSFDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.52

1.37

+0.15

Calmar ratioReturn relative to maximum drawdown

2.99

2.78

+0.21

Martin ratioReturn relative to average drawdown

15.09

12.44

+2.66

Dividends

Dividend History


Pacer Swan SOS Flex (December) 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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Pacer Swan SOS Flex (December) 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 Flex (December) ETF was 14.94%, occurring on Jun 16, 2022. Recovery took 150 trading sessions.

The current Pacer Swan SOS Flex (December) ETF drawdown is 0.37%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.94%Jun 2022
5mo 13d7mo 11d
1y 19dJan 2022 - Jan 2023
2025 selloff2025
-12.26%Apr 2025
1mo 18d2mo 3d
3mo 21dFeb 2025 - Jun 2025
2023 pullback2023
-6.78%Oct 2023
2mo 28d18d
3mo 16dJul 2023 - Nov 2023
2026 pullback2026
-5.88%Mar 2026
2mo15d
2mo 15dJan 2026 - Apr 2026
2023 pullback2023
-4.66%Mar 2023
1mo 5d1mo 4d
2mo 9dFeb 2023 - Apr 2023

Drawdown Indicators


PSFDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-56.78%

+41.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.88%

-9.10%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-12.26%

-18.90%

+6.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.94%

-25.43%

+10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.37%

-1.80%

+1.43%

Average Drawdown

Average peak-to-trough decline

-2.00%

-10.71%

+8.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

2.03%

-0.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with PSFD

Add Pacer Swan SOS Flex (December) ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with PSFD