DFUS vs. PSCX

Last updated Jun 4, 2026

DFUS (Dimensional U.S. Equity Market ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, DFUS returned 22.42%/yr vs 12.85%/yr for PSCX. Their correlation of 0.90 suggests significant overlap in exposure. DFUS charges 0.09%/yr vs 0.75%/yr for PSCX.

Performance

DFUS vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Equity Market ETF (DFUS) 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, DFUS achieves a 11.25% return, which is significantly higher than PSCX's 5.11% return.

DFUS

• 1D: -0.66%
• 1M: 5.24%
• YTD: 11.25%
• 6M: 11.19%
• 1Y: 28.63%
• 3Y*: 22.42%
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.12%
• 1M: 2.00%
• YTD: 5.11%
• 6M: 5.98%
• 1Y: 15.49%
• 3Y*: 12.85%
• 5Y*: 8.46%
• 10Y*: —

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

DFUS vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	11.25%	17.46%	24.34%	26.36%	-18.34%	11.90%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	16.57%	-7.35%	3.86%

Correlation

The correlation between DFUS and PSCX is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021	0.90

The correlation between DFUS and PSCX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

DFUS vs. PSCX - Sectors Allocation Comparison

Sectors	DFUS	PSCX
Communication Services	23.5%	10.3%
Financial Services	20.2%	12.5%
Technology	17.4%	33.2%
Consumer Cyclical	13.0%	10.0%
Industrials	9.5%	8.4%
Energy	5.3%	4.2%
Healthcare	4.1%	9.6%
Utilities	3.0%	2.6%
Consumer Defensive	2.6%	5.4%
Basic Materials	1.1%	1.9%
Real Estate	0.0%	2.0%

Return for Risk

DFUS vs. PSCX — Risk / Return Rank

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

DFUS

DFUS Risk / Return Rank: 69
DFUS Sharpe Ratio Rank: 70
DFUS Sortino Ratio Rank: 69
DFUS Omega Ratio Rank: 69
DFUS Calmar Ratio Rank: 63
DFUS Martin Ratio Rank: 75

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: 87

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.

DFUS vs. PSCX - Risk-Adjusted Trends Comparison

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

	DFUS	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.82	-0.46
Sortino ratio: Return per unit of downside risk	3.22	4.22	-1.00
Omega ratio: Gain probability vs. loss probability	1.42	1.58	-0.16
Calmar ratio: Return relative to maximum drawdown	3.21	3.70	-0.49
Martin ratio: Return relative to average drawdown	14.70	18.94	-4.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFUS vs. PSCX - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 2.35, which is comparable to the PSCX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of DFUS 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.

Sharpe Ratios by Period

	DFUS	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.82	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	1.27	-0.49

Drawdowns

DFUS vs. PSCX - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for DFUS and PSCX.

Drawdown Indicators

	DFUS	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-24.62%	-10.20%	-14.42%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-4.20%	-4.76%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-9.61%	-9.83%
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-0.66%	-0.12%	-0.54%
Average Drawdown Average peak-to-trough decline	-5.82%	-1.87%	-3.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	0.82%	+1.13%

Volatility

DFUS vs. PSCX - Volatility Comparison

Dimensional U.S. Equity Market ETF (DFUS) has a higher volatility of 3.07% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.89%. This indicates that DFUS'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

	DFUS	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	0.89%	+2.18%
Volatility (6M) Calculated over the trailing 6-month period	9.18%	4.21%	+4.97%
Volatility (1Y) Calculated over the trailing 1-year period	12.23%	5.53%	+6.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	7.07%	+10.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	6.96%	+10.25%

DFUS vs. PSCX - Expense Ratio Comparison

DFUS has a 0.09% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

DFUS vs. PSCX - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.83%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.83%	0.88%	1.04%	1.33%	1.48%	0.85%
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 DFUS and PSCX in my portfolio?

With a correlation of 0.92, DFUS and PSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFUS or PSCX?

DFUS has higher volatility (3.07%) compared to PSCX (0.89%). In terms of maximum drawdown, DFUS dropped -24.62% vs PSCX's -10.20%.

Which ETF is better, DFUS or PSCX?

On 3-year performance, DFUS leads with 22.42% vs 12.85% for PSCX. On fees, DFUS is cheaper at 0.09% per year. On volatility, PSCX has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUS or PSCX?

Over the 3-year period, DFUS has performed better with a 22.42% return vs 12.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUS or PSCX?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.75% for PSCX.

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

DFUS has the higher dividend yield at 0.83%, compared with 0.00% for PSCX.

What is the main difference between DFUS and PSCX?

They also come from different issuers: Dimensional and Pacer. Their fees differ too: 0.09% for DFUS and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 2.35), 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.