DFTT vs. PSCX

Last updated Jun 5, 2026

DFTT (DF Tactical 30 ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. DFTT is passively managed, while PSCX is actively managed. A 0.76 correlation means they provide meaningful diversification when combined. DFTT charges 0.70%/yr vs 0.75%/yr for PSCX.

Performance

DFTT vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DF Tactical 30 ETF (DFTT) 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, DFTT achieves a 23.84% return, which is significantly higher than PSCX's 5.25% return.

DFTT

• 1D: 0.32%
• 1M: 8.26%
• YTD: 23.84%
• 6M: 24.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: 0.14%
• 1M: 1.81%
• YTD: 5.25%
• 6M: 6.09%
• 1Y: 15.59%
• 3Y*: 13.00%
• 5Y*: 8.49%
• 10Y*: —

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

DFTT vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
DFTT DF Tactical 30 ETF	23.84%	-0.04%
PSCX Pacer Swan SOS Conservative (December) ETF	5.25%	1.62%

Correlation

The correlation between DFTT 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 (All Time) Calculated using the full available price history since Nov 13, 2025	0.76

DFTT vs. PSCX - Sectors Allocation Comparison

Sectors	DFTT	PSCX
Technology	51.0%	33.2%
Communication Services	17.2%	10.3%
Financial Services	16.1%	12.5%
Industrials	11.3%	8.4%
Healthcare	2.2%	9.6%
Utilities	1.9%	2.6%
Basic Materials	-	1.9%
Consumer Cyclical	-	10.0%
Consumer Defensive	-	5.4%
Energy	-	4.2%
Real Estate	-	2.0%

Return for Risk

DFTT 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: 86
PSCX Sharpe Ratio Rank: 87
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 91
PSCX Calmar Ratio Rank: 75
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.

DFTT vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DF Tactical 30 ETF (DFTT) 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

	DFTT	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.84	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.21	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.14	1.28	+0.86

Drawdowns

DFTT vs. PSCX - Drawdown Comparison

The maximum DFTT drawdown since its inception was -10.46%, roughly equal to the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for DFTT and PSCX.

Drawdown Indicators

	DFTT	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-10.46%	-10.20%	-0.26%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.22%	-1.86%	-0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	DFTT	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.86%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	22.18%	5.52%	+16.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.18%	7.07%	+15.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.18%	6.96%	+15.22%

DFTT vs. PSCX - Expense Ratio Comparison

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

Dividends

DFTT vs. PSCX - Dividend Comparison

Neither DFTT nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DFTT and PSCX in my portfolio?

DFTT 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 ETF is better, DFTT or PSCX?

On fees, DFTT is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFTT or PSCX?

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

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

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

What is the main difference between DFTT and PSCX?

They also come from different issuers: Donoghue Forlines and Pacer. Their fees differ too: 0.70% for DFTT and 0.75% for PSCX.