DAK vs. PSCX

Last updated Jun 6, 2026

DAK (Dakota Active Equity ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Their correlation of 0.88 suggests significant overlap in exposure. DAK charges 0.43%/yr vs 0.75%/yr for PSCX.

Performance

DAK vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dakota Active Equity ETF (DAK) 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, DAK achieves a 8.35% return, which is significantly higher than PSCX's 4.28% return.

DAK

• 1D: -2.28%
• 1M: 0.23%
• YTD: 8.35%
• 6M: 8.09%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.92%
• 1M: 0.38%
• YTD: 4.28%
• 6M: 5.25%
• 1Y: 14.90%
• 3Y*: 12.50%
• 5Y*: 8.29%
• 10Y*: —

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

DAK vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
DAK Dakota Active Equity ETF	8.35%	7.36%
PSCX Pacer Swan SOS Conservative (December) ETF	4.28%	5.85%

Correlation

The correlation between DAK and PSCX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 31, 2025	0.88

Return for Risk

DAK vs. PSCX — Risk / Return Rank

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

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: 88

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.

DAK vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dakota Active Equity ETF (DAK) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DAK	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.67	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.71	1.25	+0.47

Drawdowns

DAK vs. PSCX - Drawdown Comparison

The maximum DAK drawdown since its inception was -7.87%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for DAK and PSCX.

Drawdown Indicators

	DAK	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-7.87%	-10.20%	+2.33%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.20%	—
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	-2.36%	-0.92%	-1.44%
Average Drawdown Average peak-to-trough decline	-1.08%	-1.86%	+0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	DAK	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.39%	5.61%	+5.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.39%	7.08%	+4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.39%	6.97%	+4.42%

DAK vs. PSCX - Expense Ratio Comparison

DAK has a 0.43% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

DAK vs. PSCX - Dividend Comparison

DAK's dividend yield for the trailing twelve months is around 0.56%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
DAK Dakota Active Equity ETF	0.56%	0.42%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both DAK and PSCX in my portfolio?

DAK and PSCX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DAK or PSCX?

On fees, DAK is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DAK or PSCX?

DAK is cheaper with a 0.43% expense ratio, compared with 0.75% for PSCX.

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

DAK has the higher dividend yield at 0.56%, compared with 0.00% for PSCX.

What is the main difference between DAK and PSCX?

They also come from different issuers: Dakota Wealth and Pacer. Their fees differ too: 0.43% for DAK and 0.75% for PSCX.