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ABIG vs. PSMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABIG vs. PSMD - Performance Comparison

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

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ABIG vs. PSMD - Yearly Performance Comparison


2026 (YTD)2025
ABIG
Argent Large Cap ETF
-8.05%16.95%
PSMD
Pacer Swan SOS Moderate (December) ETF
-1.59%15.04%

Returns By Period

In the year-to-date period, ABIG achieves a -8.05% return, which is significantly lower than PSMD's -1.59% return.


ABIG

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

PSMD

1D
0.19%
1M
-2.19%
YTD
-1.59%
6M
0.88%
1Y
11.08%
3Y*
11.31%
5Y*
8.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABIG vs. PSMD - Expense Ratio Comparison

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


Return for Risk

ABIG vs. PSMD — Risk / Return Rank

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

ABIG

PSMD
PSMD Risk / Return Rank: 6464
Overall Rank
PSMD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PSMD Sortino Ratio Rank: 6262
Sortino Ratio Rank
PSMD Omega Ratio Rank: 7373
Omega Ratio Rank
PSMD Calmar Ratio Rank: 5353
Calmar Ratio Rank
PSMD Martin Ratio Rank: 7474
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.

ABIG vs. PSMD - Risk-Adjusted Trends Comparison

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

ABIG vs. PSMD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ABIGPSMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.03

-0.50

Correlation

The correlation between ABIG and PSMD is 0.86, 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. PSMD - Dividend Comparison

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


TTM20252024202320222021
ABIG
Argent Large Cap ETF
0.10%0.10%0.00%0.00%0.00%0.00%
PSMD
Pacer Swan SOS Moderate (December) ETF
0.00%0.00%0.00%0.00%0.00%0.47%

Drawdowns

ABIG vs. PSMD - Drawdown Comparison

The maximum ABIG drawdown since its inception was -13.70%, which is greater than PSMD's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for ABIG and PSMD.


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Drawdown Indicators


ABIGPSMDDifference

Max Drawdown

Largest peak-to-trough decline

-13.70%

-11.96%

-1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

Current Drawdown

Current decline from peak

-10.77%

-2.70%

-8.07%

Average Drawdown

Average peak-to-trough decline

-2.23%

-1.71%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

Volatility

ABIG vs. PSMD - Volatility Comparison


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Volatility by Period


ABIGPSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

14.56%

10.09%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

8.60%

+5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

8.56%

+6.00%