BOBP vs. PSCX

Last updated Jun 4, 2026

BOBP (CORE16 Best of Breed Premier Index ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. BOBP is passively managed, while PSCX is actively managed. Over the past year, BOBP returned 34.52% vs 15.49% for PSCX. A 0.76 correlation means they provide meaningful diversification when combined. BOBP charges 0.70%/yr vs 0.75%/yr for PSCX.

Performance

BOBP vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CORE16 Best of Breed Premier Index ETF (BOBP) 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, BOBP achieves a 24.96% return, which is significantly higher than PSCX's 5.11% return.

BOBP

• 1D: 0.43%
• 1M: 9.07%
• YTD: 24.96%
• 6M: 24.49%
• 1Y: 34.52%
• 3Y*: —
• 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)

BOBP vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
BOBP CORE16 Best of Breed Premier Index ETF	24.96%	8.50%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	11.30%

Correlation

The correlation between BOBP and PSCX is 0.76, 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	0.76
Correlation (All Time) Calculated using the full available price history since May 22, 2025	0.76

The correlation between BOBP and PSCX has been stable across timeframes, ranging from 0.76 to 0.76 - a consistent structural relationship.

BOBP vs. PSCX - Sectors Allocation Comparison

Sectors	BOBP	PSCX
Technology	40.7%	33.2%
Industrials	32.0%	8.4%
Basic Materials	10.9%	1.9%
Utilities	4.7%	2.6%
Communication Services	3.9%	10.3%
Energy	3.7%	4.2%
Consumer Defensive	2.8%	5.4%
Consumer Cyclical	1.4%	10.0%
Financial Services	-	12.5%
Healthcare	-	9.6%
Real Estate	-	2.0%

Return for Risk

BOBP vs. PSCX — Risk / Return Rank

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

BOBP

BOBP Risk / Return Rank: 57
BOBP Sharpe Ratio Rank: 56
BOBP Sortino Ratio Rank: 54
BOBP Omega Ratio Rank: 57
BOBP Calmar Ratio Rank: 54
BOBP Martin Ratio Rank: 65

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.

BOBP vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CORE16 Best of Breed Premier Index ETF (BOBP) 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.

	BOBP	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.88	2.82	-0.94
Sortino ratio: Return per unit of downside risk	2.58	4.22	-1.64
Omega ratio: Gain probability vs. loss probability	1.34	1.58	-0.24
Calmar ratio: Return relative to maximum drawdown	2.65	3.70	-1.04
Martin ratio: Return relative to average drawdown	11.75	18.94	-7.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BOBP vs. PSCX - Sharpe Ratio Comparison

The current BOBP Sharpe Ratio is 1.88, which is lower than the PSCX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of BOBP 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

	BOBP	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	2.82	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.89	1.27	+0.62

Drawdowns

BOBP vs. PSCX - Drawdown Comparison

The maximum BOBP drawdown since its inception was -13.06%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for BOBP and PSCX.

Drawdown Indicators

	BOBP	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-13.06%	-10.20%	-2.86%
Max Drawdown (1Y) Largest decline over 1 year	-13.06%	-4.20%	-8.86%
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%	-0.12%	+0.12%
Average Drawdown Average peak-to-trough decline	-1.63%	-1.87%	+0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	0.82%	+2.13%

Volatility

BOBP vs. PSCX - Volatility Comparison

CORE16 Best of Breed Premier Index ETF (BOBP) has a higher volatility of 7.11% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.89%. This indicates that BOBP'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

	BOBP	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.11%	0.89%	+6.22%
Volatility (6M) Calculated over the trailing 6-month period	16.31%	4.21%	+12.10%
Volatility (1Y) Calculated over the trailing 1-year period	18.46%	5.53%	+12.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.27%	7.07%	+11.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.27%	6.96%	+11.31%

BOBP vs. PSCX - Expense Ratio Comparison

BOBP has a 0.70% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

BOBP vs. PSCX - Dividend Comparison

BOBP's dividend yield for the trailing twelve months is around 2.65%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
BOBP CORE16 Best of Breed Premier Index ETF	2.65%	3.31%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both BOBP and PSCX in my portfolio?

BOBP and PSCX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BOBP or PSCX?

BOBP has higher volatility (7.11%) compared to PSCX (0.89%). In terms of maximum drawdown, BOBP dropped -13.06% vs PSCX's -10.20%.

Which ETF is better, BOBP or PSCX?

On 1-year performance, BOBP leads with 34.52% vs 15.49% for PSCX. On fees, BOBP is cheaper at 0.70% 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, BOBP or PSCX?

Over the 1-year period, BOBP has performed better with a 34.52% return vs 15.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BOBP or PSCX?

BOBP is cheaper with a 0.70% expense ratio, compared with 0.75% for PSCX.

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

BOBP has the higher dividend yield at 2.65%, compared with 0.00% for PSCX.

What is the main difference between BOBP and PSCX?

They also come from different issuers: Exchange Traded Concepts and Pacer. Their fees differ too: 0.70% for BOBP and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 1.88), 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.