DFVE vs. PSCX

Last updated Jun 4, 2026

DFVE (Doubleline Fortune 500 Equal Weight ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. DFVE is passively managed, while PSCX is actively managed. Over the past year, DFVE returned 23.82% vs 15.49% for PSCX. A 0.70 correlation means they provide meaningful diversification when combined. DFVE charges 0.20%/yr vs 0.75%/yr for PSCX.

Performance

DFVE vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Fortune 500 Equal Weight ETF (DFVE) 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, DFVE achieves a 10.31% return, which is significantly higher than PSCX's 5.11% return.

DFVE

• 1D: -0.48%
• 1M: 2.49%
• YTD: 10.31%
• 6M: 10.69%
• 1Y: 23.82%
• 3Y*: —
• 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)

DFVE vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DFVE Doubleline Fortune 500 Equal Weight ETF	10.31%	14.51%	13.70%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	11.40%

Correlation

The correlation between DFVE and PSCX is 0.67, 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	0.67
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024	0.70

The correlation between DFVE and PSCX has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.

DFVE vs. PSCX - Sectors Allocation Comparison

Sectors	DFVE	PSCX
Industrials	16.9%	8.4%
Consumer Cyclical	16.1%	10.0%
Financial Services	14.5%	12.5%
Technology	12.9%	33.2%
Healthcare	9.8%	9.6%
Consumer Defensive	8.2%	5.4%
Energy	6.3%	4.2%
Utilities	5.2%	2.6%
Basic Materials	4.5%	1.9%
Communication Services	4.3%	10.3%
Real Estate	1.4%	2.0%

Return for Risk

DFVE vs. PSCX — Risk / Return Rank

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

DFVE

DFVE Risk / Return Rank: 58
DFVE Sharpe Ratio Rank: 56
DFVE Sortino Ratio Rank: 59
DFVE Omega Ratio Rank: 53
DFVE Calmar Ratio Rank: 62
DFVE Martin Ratio Rank: 62

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.

DFVE vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Fortune 500 Equal Weight ETF (DFVE) 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.

	DFVE	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.88	2.82	-0.93
Sortino ratio: Return per unit of downside risk	2.75	4.22	-1.47
Omega ratio: Gain probability vs. loss probability	1.33	1.58	-0.25
Calmar ratio: Return relative to maximum drawdown	3.07	3.70	-0.63
Martin ratio: Return relative to average drawdown	10.92	18.94	-8.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFVE vs. PSCX - Sharpe Ratio Comparison

The current DFVE Sharpe Ratio is 1.88, which is lower than the PSCX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of DFVE 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

	DFVE	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	2.82	-0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	1.27	-0.19

Drawdowns

DFVE vs. PSCX - Drawdown Comparison

The maximum DFVE drawdown since its inception was -19.43%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for DFVE and PSCX.

Drawdown Indicators

	DFVE	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-19.43%	-10.20%	-9.23%
Max Drawdown (1Y) Largest decline over 1 year	-7.79%	-4.20%	-3.59%
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	-0.48%	-0.12%	-0.36%
Average Drawdown Average peak-to-trough decline	-2.77%	-1.87%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	0.82%	+1.37%

Volatility

DFVE vs. PSCX - Volatility Comparison

Doubleline Fortune 500 Equal Weight ETF (DFVE) has a higher volatility of 2.98% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.89%. This indicates that DFVE'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

	DFVE	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	0.89%	+2.09%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	4.21%	+4.88%
Volatility (1Y) Calculated over the trailing 1-year period	12.73%	5.53%	+7.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	7.07%	+8.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.56%	6.96%	+8.60%

DFVE vs. PSCX - Expense Ratio Comparison

DFVE has a 0.20% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

DFVE vs. PSCX - Dividend Comparison

DFVE's dividend yield for the trailing twelve months is around 1.37%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024
DFVE Doubleline Fortune 500 Equal Weight ETF	1.37%	1.52%	1.53%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFVE and PSCX in my portfolio?

DFVE and PSCX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFVE or PSCX?

DFVE has higher volatility (2.98%) compared to PSCX (0.89%). In terms of maximum drawdown, DFVE dropped -19.43% vs PSCX's -10.20%.

Which ETF is better, DFVE or PSCX?

On 1-year performance, DFVE leads with 23.82% vs 15.49% for PSCX. On fees, DFVE is cheaper at 0.20% 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, DFVE or PSCX?

Over the 1-year period, DFVE has performed better with a 23.82% return vs 15.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFVE or PSCX?

DFVE is cheaper with a 0.20% expense ratio, compared with 0.75% for PSCX.

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

DFVE has the higher dividend yield at 1.37%, compared with 0.00% for PSCX.

What is the main difference between DFVE and PSCX?

They also come from different issuers: DoubleLine and Pacer. Their fees differ too: 0.20% for DFVE and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 1.88), 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.