BLUX vs. PSCX

Last updated Aug 4, 2026

BLUX (Bluemonte Dynamic Total Market ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both exchange-traded funds - BLUX is a Large Cap Blend Equities fund actively managed by Bluemonte, while PSCX is a Defined Outcome fund actively managed by Pacer. Both are actively managed. Over the past year, BLUX returned 25.99% vs 13.69% for PSCX. Their correlation of 0.84 means they have usually moved in the same direction. BLUX charges 0.25%/yr vs 0.75%/yr for PSCX.

Performance

BLUX vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Dynamic Total Market ETF (BLUX) 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, BLUX achieves a 15.77% return, which is significantly higher than PSCX's 6.48% return.

BLUX

• 1D: 1.48%
• 1M: 1.02%
• 6M: 11.30%
• YTD: 15.77%
• 1Y: 25.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 26.95%

PSCX

• 1D: 0.48%
• 1M: 1.26%
• 6M: 5.74%
• YTD: 6.48%
• 1Y: 13.69%
• 3Y*: 12.41%
• 5Y*: 8.49%
• 10Y*: —
• ALL TIME*: 8.72%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BLUX Bluemonte Dynamic Total Market ETF	$957.95K	$1.08M	$1.85M
PSCX Pacer Swan SOS Conservative (December) ETF	$28.65K	$20.26K	$39.23K

BLUX vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	15.77%	12.62%
PSCX Pacer Swan SOS Conservative (December) ETF	6.48%	9.85%

Correlation

The correlation between BLUX and PSCX is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.84

The correlation between BLUX and PSCX has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

BLUX vs. PSCX - Sectors Allocation Comparison

Sectors	BLUX	PSCX
Technology	26.7%	38.5%
Financial Services	14.7%	11.6%
Industrials	12.4%	8.4%
Healthcare	12.0%	8.9%
Consumer Cyclical	9.8%	9.5%
Communication Services	6.1%	9.9%
Real Estate	4.8%	1.8%
Energy	4.1%	3.0%
Consumer Defensive	3.8%	4.5%
Basic Materials	3.0%	1.7%
Utilities	2.7%	2.2%

Return for Risk

BLUX vs. PSCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLUX

BLUX Risk / Return Rank: 74
BLUX Sharpe Ratio Rank: 73
BLUX Sortino Ratio Rank: 72
BLUX Omega Ratio Rank: 70
BLUX Calmar Ratio Rank: 75
BLUX Martin Ratio Rank: 82

PSCX

PSCX Risk / Return Rank: 90
PSCX Sharpe Ratio Rank: 91
PSCX Sortino Ratio Rank: 93
PSCX Omega Ratio Rank: 93
PSCX Calmar Ratio Rank: 83
PSCX Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLUX vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Dynamic Total Market ETF (BLUX) 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.

	BLUX	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.41	-0.59
Sortino ratio: Return per unit of downside risk	2.57	3.59	-1.02
Omega ratio: Gain probability vs. loss probability	1.32	1.48	-0.15
Calmar ratio: Return relative to maximum drawdown	2.89	3.27	-0.38
Martin ratio: Return relative to average drawdown	12.04	16.27	-4.23

BLUX vs. PSCX - Sharpe Ratio Comparison

The current BLUX Sharpe Ratio is 1.82, which is comparable to the PSCX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of BLUX 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

BLUX vs. PSCX - Drawdown Comparison

The maximum BLUX drawdown since its inception was -9.03%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for BLUX and PSCX.

Drawdown Indicators

	BLUX	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-9.03%	-10.20%	+1.17%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-4.20%	-4.83%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.26%	-1.82%	+0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	0.84%	+1.32%

Volatility

BLUX vs. PSCX - Volatility Comparison

Bluemonte Dynamic Total Market ETF (BLUX) has a higher volatility of 3.64% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.60%. This indicates that BLUX'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

	BLUX	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	1.60%	+2.04%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	4.64%	+6.30%
Volatility (1Y) Calculated over the trailing 1-year period	14.34%	5.71%	+8.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	7.14%	+6.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.96%	6.94%	+7.02%

BLUX vs. PSCX - Expense Ratio Comparison

BLUX has a 0.25% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

BLUX vs. PSCX - Dividend Comparison

BLUX's dividend yield for the trailing twelve months is around 1.06%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
BLUX Bluemonte Dynamic Total Market ETF	1.06%	0.73%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both BLUX and PSCX in my portfolio?

BLUX and PSCX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLUX or PSCX?

BLUX has higher volatility (3.64%) compared to PSCX (1.60%). In terms of maximum drawdown, BLUX dropped -9.03% vs PSCX's -10.20%.

Which ETF is better, BLUX or PSCX?

On 1-year performance, BLUX leads with 25.99% vs 13.69% for PSCX. On fees, BLUX is cheaper at 0.25% per year. On volatility, PSCX has been the lower-risk option at 1.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUX or PSCX?

Over the 1-year period, BLUX has performed better with a 25.99% return vs 13.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUX or PSCX?

BLUX is cheaper with a 0.25% expense ratio, compared with 0.75% for PSCX.

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

BLUX has the higher dividend yield at 1.06%, compared with 0.00% for PSCX.

What is the main difference between BLUX and PSCX?

BLUX is categorized as Large Cap Blend Equities, while PSCX is Defined Outcome. They also come from different issuers: Bluemonte and Pacer. Their fees differ too: 0.25% for BLUX and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.41 vs 1.82), 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.