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Pacer Swan SOS Fund of Funds ETF (PSFF)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Pacer
Inception Date
Dec 29, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pacer Swan SOS Fund of Funds ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Pacer Swan SOS Fund of Funds ETF (PSFF) has returned -0.88% so far this year and 12.24% over the past 12 months.


Pacer Swan SOS Fund of Funds ETF

1D
1.57%
1M
-1.37%
YTD
-0.88%
6M
1.42%
1Y
12.24%
3Y*
11.73%
5Y*
8.52%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 30, 2020, PSFF's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +6.4%, while the worst month was Apr 2022 at -5.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PSFF closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Apr 4, 2025 at -3.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.51%-0.02%-1.37%-0.88%
20251.30%-0.07%-3.71%-0.28%3.37%3.57%1.17%1.34%1.10%1.00%0.47%0.84%10.38%
20241.04%2.14%1.12%-1.26%2.74%1.42%0.47%1.83%1.09%-0.24%2.34%-0.17%13.18%
20233.72%-1.02%2.39%1.14%0.34%4.33%1.19%0.12%-1.91%-1.74%6.40%2.37%18.39%
2022-1.74%-1.16%2.35%-5.30%0.23%-2.46%4.01%-1.70%-3.92%4.95%2.73%-1.62%-4.11%
2021-0.68%1.66%2.84%1.97%0.74%1.10%0.44%0.99%-1.38%2.40%0.10%1.14%11.81%

Benchmark Metrics

Pacer Swan SOS Fund of Funds ETF has an annualized alpha of 3.35%, beta of 0.48, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 31, 2020.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.34%) than losses (40.98%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.35% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.48 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
3.35%
Beta
0.48
0.78
Upside Capture
48.34%
Downside Capture
40.98%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PSFF ranks 75 for risk / return — better than 75% 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.


PSFF Risk / Return Rank: 7575
Overall Rank
PSFF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PSFF Sortino Ratio Rank: 7171
Sortino Ratio Rank
PSFF Omega Ratio Rank: 7474
Omega Ratio Rank
PSFF Calmar Ratio Rank: 7373
Calmar Ratio Rank
PSFF Martin Ratio Rank: 8686
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 Fund of Funds ETF (PSFF) and compare them to a chosen benchmark (S&P 500 Index).


PSFFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.90

+0.37

Sortino ratio

Return per unit of downside risk

1.84

1.39

+0.45

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

1.96

1.40

+0.56

Martin ratio

Return relative to average drawdown

10.50

6.61

+3.90

Explore PSFF risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Pacer Swan SOS Fund of Funds ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.00%0.00%0.01%0.01%0.01%$0.00$0.00$0.00$0.00$0.00$0.00$0.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.00$0.00$0.00$0.00$0.00

Dividend yield

0.00%0.00%0.00%0.00%0.01%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer Swan SOS Fund of Funds ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00

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 Fund of Funds 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 Fund of Funds ETF was 10.78%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current Pacer Swan SOS Fund of Funds ETF drawdown is 2.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.78%Feb 21, 202533Apr 8, 202552Jun 24, 202585
-10.62%Dec 30, 2021117Jun 16, 2022158Feb 2, 2023275
-4.78%Aug 2, 202362Oct 27, 202310Nov 10, 202372
-3.72%Jul 17, 202416Aug 7, 20248Aug 19, 202424
-3.67%Jan 29, 202641Mar 27, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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