AUGZ vs. PSMR
AUGZ (TrueShares Structured Outcome (August) ETF) and PSMR (Pacer Swan SOS Moderate (April) ETF) are both Defined Outcome funds. AUGZ is passively managed, while PSMR is actively managed. Over the past 5 years, AUGZ returned 10.83%/yr vs 8.52%/yr for PSMR. Their correlation of 0.89 suggests significant overlap in exposure. AUGZ charges 0.79%/yr vs 0.61%/yr for PSMR.
Performance
AUGZ vs. PSMR - Performance Comparison
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Returns By Period
In the year-to-date period, AUGZ achieves a 8.27% return, which is significantly higher than PSMR's 7.68% return.
AUGZ
- 1D
- -0.55%
- 1M
- 4.32%
- YTD
- 8.27%
- 6M
- 8.18%
- 1Y
- 20.84%
- 3Y*
- 16.37%
- 5Y*
- 10.83%
- 10Y*
- —
PSMR
- 1D
- -0.15%
- 1M
- 1.54%
- YTD
- 7.68%
- 6M
- 8.38%
- 1Y
- 14.83%
- 3Y*
- 11.71%
- 5Y*
- 8.52%
- 10Y*
- —
AUGZ vs. PSMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | 8.27% | 13.49% | 17.99% | 17.32% | -10.41% | 14.53% |
PSMR Pacer Swan SOS Moderate (April) ETF | 7.68% | 6.74% | 11.99% | 16.85% | -4.11% | 7.37% |
Correlation
The correlation between AUGZ and PSMR is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021 | 0.89 |
The correlation between AUGZ and PSMR has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
AUGZ vs. PSMR — Risk / Return Rank
AUGZ
PSMR
AUGZ vs. PSMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and Pacer Swan SOS Moderate (April) ETF (PSMR). 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.
| AUGZ | PSMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.24 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.96 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 15.03 | -12.14 |
| Martin ratioReturn relative to average drawdown | 12.46 | 73.58 | -61.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUGZ | PSMR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 4.23 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.01 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 1.05 | +0.03 |
Drawdowns
AUGZ vs. PSMR - Drawdown Comparison
The maximum AUGZ drawdown since its inception was -15.67%, which is greater than PSMR's maximum drawdown of -11.78%. Use the drawdown chart below to compare losses from any high point for AUGZ and PSMR.
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Drawdown Indicators
| AUGZ | PSMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | -11.78% | -3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -0.99% | -6.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.52% | -11.78% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | -11.78% | -3.89% |
Current DrawdownCurrent decline from peak | -0.55% | -0.15% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -1.67% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 0.20% | +1.48% |
Volatility
AUGZ vs. PSMR - Volatility Comparison
TrueShares Structured Outcome (August) ETF (AUGZ) has a higher volatility of 2.60% compared to Pacer Swan SOS Moderate (April) ETF (PSMR) at 0.71%. This indicates that AUGZ's price experiences larger fluctuations and is considered to be riskier than PSMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUGZ | PSMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 0.71% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 2.48% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.50% | 3.53% | +5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 8.48% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.10% | 8.41% | +3.69% |
AUGZ vs. PSMR - Expense Ratio Comparison
AUGZ has a 0.79% expense ratio, which is higher than PSMR's 0.61% expense ratio.
Dividends
AUGZ vs. PSMR - Dividend Comparison
AUGZ's dividend yield for the trailing twelve months is around 3.35%, while PSMR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | 3.35% | 3.63% | 4.08% | 3.42% | 0.41% |
PSMR Pacer Swan SOS Moderate (April) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AUGZ and PSMR have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUGZ has higher volatility (2.60%) compared to PSMR (0.71%). In terms of maximum drawdown, AUGZ dropped -15.67% vs PSMR's -11.78%.
On 5-year performance, AUGZ leads with 10.83% vs 8.52% for PSMR. On fees, PSMR is cheaper at 0.61% per year. On volatility, PSMR has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AUGZ has performed better with a 10.83% return vs 8.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PSMR is cheaper with a 0.61% expense ratio, compared with 0.79% for AUGZ.
AUGZ has the higher dividend yield at 3.35%, compared with 0.00% for PSMR.
They also come from different issuers: TrueShares and Pacer. Their fees differ too: 0.79% for AUGZ and 0.61% for PSMR.
PSMR currently has the higher Sharpe Ratio (4.23 vs 2.21), 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.
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