ABIG vs. PSCX

Last updated Apr 2, 2026

Compare and contrast key facts about Argent Large Cap ETF (ABIG) and Pacer Swan SOS Conservative (December) ETF (PSCX).

ABIG and PSCX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ABIG is an actively managed fund by Argent. It was launched on Apr 8, 2025. PSCX is an actively managed fund by Pacer. It was launched on Dec 22, 2020.

Performance

ABIG vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Large Cap ETF (ABIG) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

ABIG vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
ABIG Argent Large Cap ETF	-8.05%	16.95%
PSCX Pacer Swan SOS Conservative (December) ETF	-1.63%	15.78%

Returns By Period

In the year-to-date period, ABIG achieves a -8.05% return, which is significantly lower than PSCX's -1.63% return.

ABIG

• 1D: 0.47%
• 1M: -4.38%
• YTD: -8.05%
• 6M: -7.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: 0.26%
• 1M: -2.11%
• YTD: -1.63%
• 6M: 1.08%
• 1Y: 12.10%
• 3Y*: 11.54%
• 5Y*: 7.35%
• 10Y*: —

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

ABIG vs. PSCX - Expense Ratio Comparison

ABIG has a 0.49% expense ratio, which is lower than PSCX's 0.75% expense ratio.

PSCX

Pacer Swan SOS Conservative (December) ETF

ABIG

Argent Large Cap ETF

Return for Risk

ABIG vs. PSCX — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 77
PSCX Sharpe Ratio Rank: 73
PSCX Sortino Ratio Rank: 77
PSCX Omega Ratio Rank: 81
PSCX Calmar Ratio Rank: 70
PSCX Martin Ratio Rank: 82

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.

ABIG vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Large Cap ETF (ABIG) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ABIG	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.38	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.11	-0.58

Correlation

The correlation between ABIG and PSCX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ABIG vs. PSCX - Dividend Comparison

ABIG's dividend yield for the trailing twelve months is around 0.10%, while PSCX has not paid dividends to shareholders.

	TTM	2025
ABIG Argent Large Cap ETF	0.10%	0.10%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Drawdowns

ABIG vs. PSCX - Drawdown Comparison

The maximum ABIG drawdown since its inception was -13.70%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for ABIG and PSCX.

Drawdown Indicators

	ABIG	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-13.70%	-10.20%	-3.50%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-10.77%	-2.58%	-8.19%
Average Drawdown Average peak-to-trough decline	-2.23%	-1.92%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.21%	—

Volatility

Volatility by Period

	ABIG	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.82%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.31%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.56%	8.83%	+5.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.56%	7.06%	+7.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.56%	7.02%	+7.54%