CNAV vs. PSCX

Last updated Jun 24, 2026

CNAV (Mohr Company Nav ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, CNAV returned 72.20% vs 14.18% for PSCX. A 0.70 correlation means they provide meaningful diversification when combined. CNAV charges 1.31%/yr vs 0.75%/yr for PSCX.

Performance

CNAV vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mohr Company Nav ETF (CNAV) 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, CNAV achieves a 46.16% return, which is significantly higher than PSCX's 4.46% return.

CNAV

• 1D: -6.27%
• 1M: 10.31%
• YTD: 46.16%
• 6M: 43.90%
• 1Y: 72.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.49%
• 1M: -0.08%
• YTD: 4.46%
• 6M: 4.60%
• 1Y: 14.18%
• 3Y*: 12.23%
• 5Y*: 8.22%
• 10Y*: —

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

CNAV vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CNAV Mohr Company Nav ETF	46.16%	16.80%	6.05%
PSCX Pacer Swan SOS Conservative (December) ETF	4.46%	12.08%	2.05%

Correlation

The correlation between CNAV and PSCX is 0.70, 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	0.70
Correlation (All Time) Calculated using the full available price history since Oct 1, 2024	0.70

The correlation between CNAV and PSCX has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.

Return for Risk

CNAV vs. PSCX — Risk / Return Rank

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

CNAV

CNAV Risk / Return Rank: 84
CNAV Sharpe Ratio Rank: 85
CNAV Sortino Ratio Rank: 74
CNAV Omega Ratio Rank: 79
CNAV Calmar Ratio Rank: 92
CNAV Martin Ratio Rank: 93

PSCX

PSCX Risk / Return Rank: 84
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 89
PSCX Omega Ratio Rank: 88
PSCX Calmar Ratio Rank: 72
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.

CNAV vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mohr Company Nav ETF (CNAV) 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.

	CNAV	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.51	2.53	-0.02
Sortino ratio: Return per unit of downside risk	3.04	3.75	-0.71
Omega ratio: Gain probability vs. loss probability	1.42	1.51	-0.09
Calmar ratio: Return relative to maximum drawdown	5.59	3.39	+2.21
Martin ratio: Return relative to average drawdown	22.08	17.03	+5.06

CNAV vs. PSCX - Sharpe Ratio Comparison

The current CNAV Sharpe Ratio is 2.51, which is comparable to the PSCX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of CNAV 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

CNAV vs. PSCX - Drawdown Comparison

The maximum CNAV drawdown since its inception was -30.06%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for CNAV and PSCX.

Drawdown Indicators

	CNAV	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-30.06%	-10.20%	-19.86%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	-4.20%	-8.77%
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	-6.27%	-0.75%	-5.52%
Average Drawdown Average peak-to-trough decline	-5.38%	-1.85%	-3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	0.83%	+2.45%

Volatility

CNAV vs. PSCX - Volatility Comparison

Mohr Company Nav ETF (CNAV) has a higher volatility of 16.51% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.79%. This indicates that CNAV'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

	CNAV	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.51%	1.79%	+14.72%
Volatility (6M) Calculated over the trailing 6-month period	25.55%	4.52%	+21.03%
Volatility (1Y) Calculated over the trailing 1-year period	28.97%	5.65%	+23.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.02%	7.11%	+21.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.02%	6.97%	+22.05%

CNAV vs. PSCX - Expense Ratio Comparison

CNAV has a 1.31% expense ratio, which is higher than PSCX's 0.75% expense ratio.

Dividends

CNAV vs. PSCX - Dividend Comparison

Neither CNAV nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CNAV and PSCX in my portfolio?

CNAV and PSCX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CNAV or PSCX?

CNAV has higher volatility (16.51%) compared to PSCX (1.79%). In terms of maximum drawdown, CNAV dropped -30.06% vs PSCX's -10.20%.

Which ETF is better, CNAV or PSCX?

On 1-year performance, CNAV leads with 72.20% vs 14.18% for PSCX. On fees, PSCX is cheaper at 0.75% 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, CNAV or PSCX?

Over the 1-year period, CNAV has performed better with a 72.20% return vs 14.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CNAV or PSCX?

PSCX is cheaper with a 0.75% expense ratio, compared with 1.31% for CNAV.

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

CNAV and PSCX have nearly identical dividend yields, around 0.00%.

What is the main difference between CNAV and PSCX?

They also come from different issuers: Mohr and Pacer. Their fees differ too: 1.31% for CNAV and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.53 vs 2.51), 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.