BRNY vs. PALC
BRNY (Burney U.S. Factor Rotation ETF) and PALC (Pacer Lunt Large Cap Multi-Factor Alternator ETF) are both exchange-traded funds - BRNY is a Multi-factor fund actively managed by Burney, while PALC is a Large Cap Growth Equities fund tracking the Lunt Capital U.S. Large Cap Multi-Factor Rotation Index. BRNY is actively managed, while PALC is passively managed. Over the past 3 years, BRNY returned 24.07%/yr vs 13.11%/yr for PALC. Their correlation of 0.81 means they have usually moved in the same direction. BRNY charges 0.79%/yr vs 0.60%/yr for PALC.
Performance
BRNY vs. PALC - Performance Comparison
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Returns By Period
In the year-to-date period, BRNY achieves a 13.70% return, which is significantly higher than PALC's 6.37% return.
BRNY
- 1D
- -0.15%
- 1M
- -1.07%
- 6M
- 11.71%
- YTD
- 13.70%
- 1Y
- 27.38%
- 3Y*
- 24.07%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 24.54%
PALC
- 1D
- 0.00%
- 1M
- -4.59%
- 6M
- 2.88%
- YTD
- 6.37%
- 1Y
- 13.57%
- 3Y*
- 13.11%
- 5Y*
- 8.10%
- 10Y*
- —
- ALL TIME*
- 15.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $889.80K | $814.34K | $1.39M | |
| $354.52K | $345.95K | $744.41K |
BRNY vs. PALC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 13.70% | 22.02% | 28.84% | 22.36% | 5.16% |
PALC Pacer Lunt Large Cap Multi-Factor Alternator ETF | 6.37% | 7.28% | 21.24% | 17.52% | 6.63% |
Correlation
The correlation between BRNY and PALC is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022 | 0.81 |
The correlation between BRNY and PALC has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
BRNY vs. PALC — Risk / Return Rank
BRNY
PALC
BRNY vs. PALC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC). 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.
| BRNY | PALC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.15 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 1.25 | +1.55 |
| Martin ratioReturn relative to average drawdown | 10.46 | 3.93 | +6.52 |
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Drawdowns
BRNY vs. PALC - Drawdown Comparison
The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum PALC drawdown of -24.45%. Use the drawdown chart below to compare losses from any high point for BRNY and PALC.
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Drawdown Indicators
| BRNY | PALC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -24.45% | +5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -9.42% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -17.39% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.45% | — |
Current DrawdownCurrent decline from peak | -2.66% | -7.30% | +4.64% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -6.26% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.00% | -0.50% |
Volatility
BRNY vs. PALC - Volatility Comparison
The current volatility for Burney U.S. Factor Rotation ETF (BRNY) is 4.99%, while Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) has a volatility of 5.52%. This indicates that BRNY experiences smaller price fluctuations and is considered to be less risky than PALC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRNY | PALC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 5.52% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 12.14% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.44% | 14.60% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 16.64% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 17.29% | -0.10% |
BRNY vs. PALC - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is higher than PALC's 0.60% expense ratio.
Dividends
BRNY vs. PALC - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.21%, less than PALC's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.21% | 0.30% | 0.23% | 0.68% | 0.22% | 0.00% | 0.00% |
PALC Pacer Lunt Large Cap Multi-Factor Alternator ETF | 1.10% | 1.08% | 0.93% | 0.74% | 1.69% | 0.64% | 0.72% |
Frequently Asked Questions
BRNY and PALC have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PALC has higher volatility (5.52%) compared to BRNY (4.99%). In terms of maximum drawdown, BRNY dropped -19.14% vs PALC's -24.45%.
On 3-year performance, BRNY leads with 24.07% vs 13.11% for PALC. On fees, PALC is cheaper at 0.60% per year. On volatility, BRNY has been the lower-risk option at 4.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BRNY has performed better with a 24.07% return vs 13.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PALC is cheaper with a 0.60% expense ratio, compared with 0.79% for BRNY.
PALC has the higher dividend yield at 1.10%, compared with 0.21% for BRNY.
BRNY is categorized as Multi-factor, while PALC is Large Cap Growth Equities. They also come from different issuers: Burney and Pacer. Their fees differ too: 0.79% for BRNY and 0.60% for PALC.
BRNY currently has the higher Sharpe Ratio (1.70 vs 0.81), 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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