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Pacer Data and Digital Revolution ETF (TRFK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Pacer

Inception Date

Jun 8, 2022

Region

Global (Broad)

Leveraged

1x

Index Tracked

Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
TRFK vs. IDGT TRFK vs. FRA TRFK vs. VRGWX TRFK vs. FDTX TRFK vs. PRN TRFK vs. EME TRFK vs. SPYG TRFK vs. NASD.L TRFK vs. ^SP500TR TRFK vs. XMMO
Popular comparisons:
TRFK vs. IDGT TRFK vs. FRA TRFK vs. VRGWX TRFK vs. FDTX TRFK vs. PRN TRFK vs. EME TRFK vs. SPYG TRFK vs. NASD.L TRFK vs. ^SP500TR TRFK vs. XMMO

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.90%
12.53%
TRFK (Pacer Data and Digital Revolution ETF)
Benchmark (^GSPC)

Returns By Period

Pacer Data and Digital Revolution ETF had a return of 41.46% year-to-date (YTD) and 53.79% in the last 12 months.


TRFK

YTD

41.46%

1M

7.31%

6M

19.90%

1Y

53.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.74%

6M

12.53%

1Y

30.93%

5Y (annualized)

13.79%

10Y (annualized)

11.18%

Monthly Returns

The table below presents the monthly returns of TRFK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.77%9.97%1.31%-7.33%4.17%9.17%-3.25%2.08%4.52%0.29%41.46%
20238.84%2.64%8.82%-5.09%15.49%6.46%3.88%-0.34%-4.45%-3.30%13.06%8.61%66.63%
2022-3.19%7.06%-4.19%-12.77%6.46%7.01%-6.03%-7.26%

Expense Ratio

TRFK features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for TRFK: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TRFK is 65, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of TRFK is 6565
Combined Rank
The Sharpe Ratio Rank of TRFK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TRFK is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TRFK is 6161
Omega Ratio Rank
The Calmar Ratio Rank of TRFK is 7474
Calmar Ratio Rank
The Martin Ratio Rank of TRFK is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TRFK, currently valued at 2.13, compared to the broader market0.002.004.002.132.53
The chart of Sortino ratio for TRFK, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.0012.002.723.39
The chart of Omega ratio for TRFK, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.361.47
The chart of Calmar ratio for TRFK, currently valued at 3.12, compared to the broader market0.005.0010.0015.003.123.65
The chart of Martin ratio for TRFK, currently valued at 10.13, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.1316.21
TRFK
^GSPC

The current Pacer Data and Digital Revolution ETF Sharpe ratio is 2.13. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Pacer Data and Digital Revolution ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.13
2.53
TRFK (Pacer Data and Digital Revolution ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Pacer Data and Digital Revolution ETF provided a 0.44% dividend yield over the last twelve months, with an annual payout of $0.23 per share.


0.20%0.30%0.40%0.50%0.60%$0.00$0.02$0.04$0.06$0.08$0.10$0.1220222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$0.23$0.07$0.12

Dividend yield

0.44%0.20%0.56%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer Data and Digital Revolution ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.02$0.00$0.00$0.20
2023$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$0.03$0.07
2022$0.04$0.00$0.00$0.09$0.12

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.53%
TRFK (Pacer Data and Digital Revolution ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Pacer Data and Digital Revolution 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 Data and Digital Revolution ETF was 21.86%, occurring on Oct 10, 2022. Recovery took 73 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.86%Aug 16, 202230Oct 10, 202273Mar 29, 2023103
-17.22%Jul 11, 202420Aug 7, 202443Oct 8, 202463
-14.04%Mar 8, 202430Apr 19, 202437Jun 12, 202467
-11.8%Aug 2, 202361Oct 26, 202313Nov 14, 202374
-7.54%Apr 3, 202319May 3, 202311May 18, 202330

Volatility

Volatility Chart

The current Pacer Data and Digital Revolution ETF volatility is 6.87%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.87%
3.97%
TRFK (Pacer Data and Digital Revolution ETF)
Benchmark (^GSPC)