BLUC vs. PSCX

Last updated Jun 25, 2026

BLUC (Bluemonte Large Cap Core ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Over the past year, BLUC returned 20.19% vs 13.21% for PSCX. Their correlation of 0.92 suggests significant overlap in exposure. BLUC charges 0.23%/yr vs 0.75%/yr for PSCX.

Performance

BLUC vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Large Cap Core ETF (BLUC) 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, BLUC achieves a 6.55% return, which is significantly higher than PSCX's 4.35% return.

BLUC

• 1D: -0.20%
• 1M: -2.12%
• YTD: 6.55%
• 6M: 5.28%
• 1Y: 20.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.11%
• 1M: -0.18%
• YTD: 4.35%
• 6M: 4.45%
• 1Y: 13.21%
• 3Y*: 12.19%
• 5Y*: 8.18%
• 10Y*: —

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

BLUC vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
BLUC Bluemonte Large Cap Core ETF	6.55%	14.69%
PSCX Pacer Swan SOS Conservative (December) ETF	4.35%	9.85%

Correlation

The correlation between BLUC and PSCX is 0.92, 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	0.92
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.92

The correlation between BLUC and PSCX has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

BLUC vs. PSCX - Sectors Allocation Comparison

Sectors	BLUC	PSCX
Technology	42.4%	33.2%
Communication Services	12.9%	10.3%
Consumer Cyclical	10.5%	10.0%
Financial Services	9.2%	12.5%
Healthcare	7.4%	9.6%
Industrials	7.1%	8.4%
Consumer Defensive	3.7%	5.4%
Energy	2.4%	4.2%
Real Estate	1.6%	2.0%
Utilities	1.5%	2.6%
Basic Materials	1.4%	1.9%

Return for Risk

BLUC vs. PSCX — Risk / Return Rank

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

BLUC

BLUC Risk / Return Rank: 48
BLUC Sharpe Ratio Rank: 49
BLUC Sortino Ratio Rank: 47
BLUC Omega Ratio Rank: 48
BLUC Calmar Ratio Rank: 43
BLUC Martin Ratio Rank: 52

PSCX

PSCX Risk / Return Rank: 83
PSCX Sharpe Ratio Rank: 84
PSCX Sortino Ratio Rank: 88
PSCX Omega Ratio Rank: 88
PSCX Calmar Ratio Rank: 71
PSCX Martin Ratio Rank: 86

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.

BLUC vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Core ETF (BLUC) 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.

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.

	BLUC	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.50	2.37	-0.88
Sortino ratio: Return per unit of downside risk	2.07	3.51	-1.43
Omega ratio: Gain probability vs. loss probability	1.27	1.48	-0.21
Calmar ratio: Return relative to maximum drawdown	1.90	3.15	-1.26
Martin ratio: Return relative to average drawdown	7.74	15.82	-8.08

BLUC vs. PSCX - Sharpe Ratio Comparison

The current BLUC Sharpe Ratio is 1.50, which is lower than the PSCX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of BLUC 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.

Drawdowns

BLUC vs. PSCX - Drawdown Comparison

The maximum BLUC drawdown since its inception was -10.69%, roughly equal to the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for BLUC and PSCX.

Drawdown Indicators

	BLUC	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-10.69%	-10.20%	-0.49%
Max Drawdown (1Y) Largest decline over 1 year	-10.69%	-4.20%	-6.49%
Max Drawdown (3Y) Largest decline over 3 years	—	-9.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-4.74%	-0.86%	-3.88%
Average Drawdown Average peak-to-trough decline	-1.63%	-1.85%	+0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	0.84%	+1.77%

Volatility

BLUC vs. PSCX - Volatility Comparison

Bluemonte Large Cap Core ETF (BLUC) has a higher volatility of 5.36% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.79%. This indicates that BLUC'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

	BLUC	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	1.79%	+3.57%
Volatility (6M) Calculated over the trailing 6-month period	10.85%	4.52%	+6.33%
Volatility (1Y) Calculated over the trailing 1-year period	13.57%	5.63%	+7.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.55%	7.11%	+6.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.55%	6.97%	+6.58%

BLUC vs. PSCX - Expense Ratio Comparison

BLUC has a 0.23% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

BLUC vs. PSCX - Dividend Comparison

BLUC's dividend yield for the trailing twelve months is around 0.53%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
BLUC Bluemonte Large Cap Core ETF	0.53%	0.46%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both BLUC and PSCX in my portfolio?

With a correlation of 0.92, BLUC and PSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BLUC or PSCX?

BLUC has higher volatility (5.36%) compared to PSCX (1.79%). In terms of maximum drawdown, BLUC dropped -10.69% vs PSCX's -10.20%.

Which ETF is better, BLUC or PSCX?

On 1-year performance, BLUC leads with 20.19% vs 13.21% for PSCX. On fees, BLUC is cheaper at 0.23% per year. On volatility, PSCX has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUC or PSCX?

Over the 1-year period, BLUC has performed better with a 20.19% return vs 13.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUC or PSCX?

BLUC is cheaper with a 0.23% expense ratio, compared with 0.75% for PSCX.

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

BLUC has the higher dividend yield at 0.53%, compared with 0.00% for PSCX.

What is the main difference between BLUC and PSCX?

They also come from different issuers: Bluemonte and Pacer. Their fees differ too: 0.23% for BLUC and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.37 vs 1.50), 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.