ADPV vs. PSCX

Last updated Jun 4, 2026

ADPV (Adaptiv Select ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, ADPV returned 27.04%/yr vs 12.85%/yr for PSCX. A 0.60 correlation means they provide meaningful diversification when combined. ADPV charges 1.00%/yr vs 0.75%/yr for PSCX.

Performance

ADPV vs. PSCX - Performance Comparison

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

Returns By Period

In the year-to-date period, ADPV achieves a 10.73% return, which is significantly higher than PSCX's 5.11% return.

ADPV

• 1D: 0.06%
• 1M: 6.65%
• YTD: 10.73%
• 6M: 11.05%
• 1Y: 39.30%
• 3Y*: 27.04%
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.12%
• 1M: 2.00%
• YTD: 5.11%
• 6M: 5.98%
• 1Y: 15.49%
• 3Y*: 12.85%
• 5Y*: 8.46%
• 10Y*: —

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

ADPV vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ADPV Adaptiv Select ETF	10.73%	21.19%	43.88%	-0.62%	0.57%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	16.57%	0.38%

Correlation

The correlation between ADPV and PSCX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (All Time) Calculated using the full available price history since Nov 7, 2022	0.60

The correlation between ADPV and PSCX has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.

ADPV vs. PSCX - Sectors Allocation Comparison

Sectors	ADPV	PSCX
Energy	23.7%	4.2%
Technology	15.1%	33.2%
Real Estate	11.8%	2.0%
Healthcare	11.6%	9.6%
Basic Materials	11.2%	1.9%
Consumer Cyclical	7.8%	10.0%
Communication Services	7.5%	10.3%
Utilities	7.2%	2.6%
Industrials	7.0%	8.4%
Financial Services	4.2%	12.5%
Consumer Defensive	-	5.4%

Return for Risk

ADPV vs. PSCX — Risk / Return Rank

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

ADPV

ADPV Risk / Return Rank: 47
ADPV Sharpe Ratio Rank: 46
ADPV Sortino Ratio Rank: 43
ADPV Omega Ratio Rank: 43
ADPV Calmar Ratio Rank: 56
ADPV Martin Ratio Rank: 50

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 87

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.

ADPV vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adaptiv Select ETF (ADPV) 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.

	ADPV	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.64	2.82	-1.18
Sortino ratio: Return per unit of downside risk	2.19	4.22	-2.03
Omega ratio: Gain probability vs. loss probability	1.28	1.58	-0.30
Calmar ratio: Return relative to maximum drawdown	2.84	3.70	-0.85
Martin ratio: Return relative to average drawdown	8.42	18.94	-10.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADPV vs. PSCX - Sharpe Ratio Comparison

The current ADPV Sharpe Ratio is 1.64, which is lower than the PSCX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of ADPV and PSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ADPV	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	2.82	-1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	1.27	-0.30

Drawdowns

ADPV vs. PSCX - Drawdown Comparison

The maximum ADPV drawdown since its inception was -22.30%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for ADPV and PSCX.

Drawdown Indicators

	ADPV	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-22.30%	-10.20%	-12.10%
Max Drawdown (1Y) Largest decline over 1 year	-13.88%	-4.20%	-9.68%
Max Drawdown (3Y) Largest decline over 3 years	-22.30%	-9.61%	-12.69%
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	0.00%	-0.12%	+0.12%
Average Drawdown Average peak-to-trough decline	-5.47%	-1.87%	-3.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.68%	0.82%	+3.86%

Volatility

ADPV vs. PSCX - Volatility Comparison

Adaptiv Select ETF (ADPV) has a higher volatility of 5.94% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.89%. This indicates that ADPV's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADPV	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	0.89%	+5.05%
Volatility (6M) Calculated over the trailing 6-month period	16.94%	4.21%	+12.73%
Volatility (1Y) Calculated over the trailing 1-year period	24.10%	5.53%	+18.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.84%	7.07%	+13.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.84%	6.96%	+13.88%

ADPV vs. PSCX - Expense Ratio Comparison

ADPV has a 1.00% expense ratio, which is higher than PSCX's 0.75% expense ratio.

Dividends

ADPV vs. PSCX - Dividend Comparison

ADPV's dividend yield for the trailing twelve months is around 0.63%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
ADPV Adaptiv Select ETF	0.63%	0.70%	0.67%	0.22%	0.25%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ADPV and PSCX in my portfolio?

ADPV and PSCX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADPV or PSCX?

ADPV has higher volatility (5.94%) compared to PSCX (0.89%). In terms of maximum drawdown, ADPV dropped -22.30% vs PSCX's -10.20%.

Which ETF is better, ADPV or PSCX?

On 3-year performance, ADPV leads with 27.04% vs 12.85% for PSCX. On fees, PSCX is cheaper at 0.75% per year. On volatility, PSCX has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ADPV or PSCX?

Over the 3-year period, ADPV has performed better with a 27.04% return vs 12.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ADPV or PSCX?

PSCX is cheaper with a 0.75% expense ratio, compared with 1.00% for ADPV.

Which ETF pays a higher dividend yield, ADPV or PSCX?

ADPV has the higher dividend yield at 0.63%, compared with 0.00% for PSCX.

What is the main difference between ADPV and PSCX?

They also come from different issuers: Adaptiv and Pacer. Their fees differ too: 1.00% for ADPV and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 1.64), 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.