ABCS vs. PTMC

Last updated Jun 24, 2026

ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) and PTMC (Pacer Trendpilot US Mid Cap ETF) are both Mid Cap Blend Equities funds - ABCS tracks the BNY Mellon ABC Index while PTMC tracks the Pacer Trendpilot US Mid Cap Index. Both are passively managed. Over the past year, ABCS returned 17.88% vs 19.31% for PTMC. Their correlation of 0.81 suggests significant overlap in exposure. ABCS charges 0.27%/yr vs 0.60%/yr for PTMC.

Performance

ABCS vs. PTMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Pacer Trendpilot US Mid Cap ETF (PTMC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABCS achieves a 8.48% return, which is significantly lower than PTMC's 14.52% return.

ABCS

• 1D: 0.41%
• 1M: 2.41%
• YTD: 8.48%
• 6M: 7.66%
• 1Y: 17.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PTMC

• 1D: -1.09%
• 1M: 2.59%
• YTD: 14.52%
• 6M: 12.35%
• 1Y: 19.31%
• 3Y*: 10.71%
• 5Y*: 3.97%
• 10Y*: 6.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABCS vs. PTMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	8.48%	7.95%	14.47%	-0.06%
PTMC Pacer Trendpilot US Mid Cap ETF	14.52%	-1.55%	13.22%	0.03%

Correlation

The correlation between ABCS and PTMC is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 20, 2023	0.81

The correlation between ABCS and PTMC has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

Return for Risk

ABCS vs. PTMC — Risk / Return Rank

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

ABCS

ABCS Risk / Return Rank: 42
ABCS Sharpe Ratio Rank: 40
ABCS Sortino Ratio Rank: 42
ABCS Omega Ratio Rank: 37
ABCS Calmar Ratio Rank: 47
ABCS Martin Ratio Rank: 45

PTMC

PTMC Risk / Return Rank: 42
PTMC Sharpe Ratio Rank: 37
PTMC Sortino Ratio Rank: 39
PTMC Omega Ratio Rank: 36
PTMC Calmar Ratio Rank: 47
PTMC Martin Ratio Rank: 51

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.

ABCS vs. PTMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Pacer Trendpilot US Mid Cap ETF (PTMC). 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.

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.

	ABCS	PTMC	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.24	+0.08
Sortino ratio: Return per unit of downside risk	1.98	1.86	+0.11
Omega ratio: Gain probability vs. loss probability	1.23	1.22	+0.01
Calmar ratio: Return relative to maximum drawdown	2.16	2.18	-0.03
Martin ratio: Return relative to average drawdown	6.78	7.95	-1.17

ABCS vs. PTMC - Sharpe Ratio Comparison

The current ABCS Sharpe Ratio is 1.31, which is comparable to the PTMC Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of ABCS and PTMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABCS vs. PTMC - Drawdown Comparison

The maximum ABCS drawdown since its inception was -20.52%, roughly equal to the maximum PTMC drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for ABCS and PTMC.

Drawdown Indicators

	ABCS	PTMC	Difference
Max Drawdown Largest peak-to-trough decline	-20.52%	-20.53%	+0.01%
Max Drawdown (1Y) Largest decline over 1 year	-8.33%	-8.89%	+0.56%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.31%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-20.53%	—
Current Drawdown Current decline from peak	-0.90%	-1.16%	+0.26%
Average Drawdown Average peak-to-trough decline	-3.47%	-6.44%	+2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.44%	+0.20%

Volatility

ABCS vs. PTMC - Volatility Comparison

The current volatility for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) is 3.31%, while Pacer Trendpilot US Mid Cap ETF (PTMC) has a volatility of 4.57%. This indicates that ABCS experiences smaller price fluctuations and is considered to be less risky than PTMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABCS	PTMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	4.57%	-1.26%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	11.80%	-2.43%
Volatility (1Y) Calculated over the trailing 1-year period	13.68%	15.70%	-2.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.06%	13.25%	+3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.06%	12.97%	+4.09%

ABCS vs. PTMC - Expense Ratio Comparison

ABCS has a 0.27% expense ratio, which is lower than PTMC's 0.60% expense ratio.

Dividends

ABCS vs. PTMC - Dividend Comparison

ABCS's dividend yield for the trailing twelve months is around 1.24%, less than PTMC's 1.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.24%	1.37%	1.39%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PTMC Pacer Trendpilot US Mid Cap ETF	1.61%	1.84%	0.87%	1.92%	0.82%	0.12%	0.53%	1.40%	0.89%	0.67%	0.66%

Frequently Asked Questions

Can I hold both ABCS and PTMC in my portfolio?

ABCS and PTMC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABCS or PTMC?

PTMC has higher volatility (4.57%) compared to ABCS (3.31%). In terms of maximum drawdown, ABCS dropped -20.52% vs PTMC's -20.53%.

Which ETF is better, ABCS or PTMC?

On 1-year performance, PTMC leads with 19.31% vs 17.88% for ABCS. On fees, ABCS is cheaper at 0.27% per year. On volatility, ABCS has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABCS or PTMC?

Over the 1-year period, PTMC has performed better with a 19.31% return vs 17.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABCS or PTMC?

ABCS is cheaper with a 0.27% expense ratio, compared with 0.60% for PTMC.

Which ETF pays a higher dividend yield, ABCS or PTMC?

PTMC has the higher dividend yield at 1.61%, compared with 1.24% for ABCS.

What is the main difference between ABCS and PTMC?

ABCS tracks BNY Mellon ABC Index, while PTMC tracks Pacer Trendpilot US Mid Cap Index. They also come from different issuers: Alpha Architect and Pacer. Their fees differ too: 0.27% for ABCS and 0.60% for PTMC.

Which has better risk-adjusted returns?

ABCS currently has the higher Sharpe Ratio (1.31 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.