DFAC vs. PSCX

Last updated Jun 24, 2026

DFAC (Dimensional U.S. Core Equity 2 ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, DFAC returned 11.69%/yr vs 8.22%/yr for PSCX. Their correlation of 0.87 suggests significant overlap in exposure. DFAC charges 0.17%/yr vs 0.75%/yr for PSCX.

Performance

DFAC vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Core Equity 2 ETF (DFAC) 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, DFAC achieves a 10.46% return, which is significantly higher than PSCX's 4.46% return.

DFAC

• 1D: -1.29%
• 1M: 0.07%
• YTD: 10.46%
• 6M: 9.33%
• 1Y: 25.95%
• 3Y*: 19.52%
• 5Y*: 11.69%
• 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)

DFAC vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DFAC Dimensional U.S. Core Equity 2 ETF	10.46%	15.66%	19.61%	21.96%	-14.93%	9.55%
PSCX Pacer Swan SOS Conservative (December) ETF	4.46%	12.08%	13.27%	16.57%	-7.35%	3.85%

Correlation

The correlation between DFAC 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 (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jun 14, 2021	0.87

The correlation between DFAC and PSCX has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

DFAC vs. PSCX - Sectors Allocation Comparison

Sectors	DFAC	PSCX
Technology	31.2%	33.2%
Financial Services	13.8%	12.5%
Industrials	12.4%	8.4%
Consumer Cyclical	10.6%	10.0%
Healthcare	9.1%	9.6%
Communication Services	7.8%	10.3%
Energy	5.3%	4.2%
Consumer Defensive	4.7%	5.4%
Basic Materials	3.2%	1.9%
Utilities	1.8%	2.6%
Real Estate	0.2%	2.0%

Return for Risk

DFAC vs. PSCX — Risk / Return Rank

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

DFAC

DFAC Risk / Return Rank: 66
DFAC Sharpe Ratio Rank: 66
DFAC Sortino Ratio Rank: 64
DFAC Omega Ratio Rank: 63
DFAC Calmar Ratio Rank: 64
DFAC Martin Ratio Rank: 74

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.

DFAC vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Core Equity 2 ETF (DFAC) 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.

	DFAC	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.07	2.53	-0.46
Sortino ratio: Return per unit of downside risk	2.84	3.75	-0.91
Omega ratio: Gain probability vs. loss probability	1.37	1.51	-0.14
Calmar ratio: Return relative to maximum drawdown	3.07	3.39	-0.32
Martin ratio: Return relative to average drawdown	13.40	17.03	-3.63

DFAC vs. PSCX - Sharpe Ratio Comparison

The current DFAC Sharpe Ratio is 2.07, which is comparable to the PSCX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of DFAC 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

DFAC vs. PSCX - Drawdown Comparison

The maximum DFAC drawdown since its inception was -23.12%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for DFAC and PSCX.

Drawdown Indicators

	DFAC	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-23.12%	-10.20%	-12.92%
Max Drawdown (1Y) Largest decline over 1 year	-8.49%	-4.20%	-4.29%
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	-9.61%	-10.41%
Max Drawdown (5Y) Largest decline over 5 years	-23.12%	-10.20%	-12.92%
Current Drawdown Current decline from peak	-2.07%	-0.75%	-1.32%
Average Drawdown Average peak-to-trough decline	-5.40%	-1.85%	-3.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	0.83%	+1.11%

Volatility

DFAC vs. PSCX - Volatility Comparison

Dimensional U.S. Core Equity 2 ETF (DFAC) has a higher volatility of 4.56% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.79%. This indicates that DFAC'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

	DFAC	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.56%	1.79%	+2.77%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	4.52%	+5.21%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	5.65%	+6.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.15%	7.11%	+10.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	6.97%	+10.17%

DFAC vs. PSCX - Expense Ratio Comparison

DFAC has a 0.17% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

DFAC vs. PSCX - Dividend Comparison

DFAC's dividend yield for the trailing twelve months is around 0.92%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
DFAC Dimensional U.S. Core Equity 2 ETF	0.92%	0.97%	1.03%	1.20%	1.50%	0.88%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFAC and PSCX in my portfolio?

DFAC 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 is riskier, DFAC or PSCX?

DFAC has higher volatility (4.56%) compared to PSCX (1.79%). In terms of maximum drawdown, DFAC dropped -23.12% vs PSCX's -10.20%.

Which ETF is better, DFAC or PSCX?

On 5-year performance, DFAC leads with 11.69% vs 8.22% for PSCX. On fees, DFAC is cheaper at 0.17% 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, DFAC or PSCX?

Over the 5-year period, DFAC has performed better with a 11.69% return vs 8.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFAC or PSCX?

DFAC is cheaper with a 0.17% expense ratio, compared with 0.75% for PSCX.

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

DFAC has the higher dividend yield at 0.92%, compared with 0.00% for PSCX.

What is the main difference between DFAC and PSCX?

They also come from different issuers: Dimensional and Pacer. Their fees differ too: 0.17% for DFAC and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.53 vs 2.07), 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.