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DFVE vs. PSMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFVE vs. PSMD - 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 Moderate (December) ETF (PSMD). The values are adjusted to include any dividend payments, if applicable.

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DFVE vs. PSMD - Yearly Performance Comparison


2026 (YTD)20252024
DFVE
Doubleline Fortune 500 Equal Weight ETF
1.77%14.51%13.70%
PSMD
Pacer Swan SOS Moderate (December) ETF
-1.77%11.45%10.63%

Returns By Period

In the year-to-date period, DFVE achieves a 1.77% return, which is significantly higher than PSMD's -1.77% return.


DFVE

1D
1.90%
1M
-5.33%
YTD
1.77%
6M
3.98%
1Y
16.88%
3Y*
5Y*
10Y*

PSMD

1D
1.56%
1M
-2.40%
YTD
-1.77%
6M
0.79%
1Y
11.20%
3Y*
11.24%
5Y*
8.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFVE vs. PSMD - Expense Ratio Comparison

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


Return for Risk

DFVE vs. PSMD — Risk / Return Rank

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

DFVE
DFVE Risk / Return Rank: 5454
Overall Rank
DFVE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DFVE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DFVE Omega Ratio Rank: 5252
Omega Ratio Rank
DFVE Calmar Ratio Rank: 5454
Calmar Ratio Rank
DFVE Martin Ratio Rank: 6262
Martin Ratio Rank

PSMD
PSMD Risk / Return Rank: 6868
Overall Rank
PSMD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PSMD Sortino Ratio Rank: 6666
Sortino Ratio Rank
PSMD Omega Ratio Rank: 7676
Omega Ratio Rank
PSMD Calmar Ratio Rank: 5959
Calmar Ratio Rank
PSMD Martin Ratio Rank: 7979
Martin Ratio Rank
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. PSMD - 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 Moderate (December) ETF (PSMD). 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.


DFVEPSMDDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.12

-0.19

Sortino ratio

Return per unit of downside risk

1.42

1.71

-0.29

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.41

1.53

-0.12

Martin ratio

Return relative to average drawdown

6.28

8.66

-2.37

DFVE vs. PSMD - Sharpe Ratio Comparison

The current DFVE Sharpe Ratio is 0.93, which is comparable to the PSMD Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DFVE and PSMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFVEPSMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.12

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.03

-0.14

Correlation

The correlation between DFVE and PSMD is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DFVE vs. PSMD - Dividend Comparison

DFVE's dividend yield for the trailing twelve months is around 1.49%, while PSMD has not paid dividends to shareholders.


TTM20252024202320222021
DFVE
Doubleline Fortune 500 Equal Weight ETF
1.49%1.52%1.53%0.00%0.00%0.00%
PSMD
Pacer Swan SOS Moderate (December) ETF
0.00%0.00%0.00%0.00%0.00%0.47%

Drawdowns

DFVE vs. PSMD - Drawdown Comparison

The maximum DFVE drawdown since its inception was -19.43%, which is greater than PSMD's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for DFVE and PSMD.


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Drawdown Indicators


DFVEPSMDDifference

Max Drawdown

Largest peak-to-trough decline

-19.43%

-11.96%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-7.51%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

Current Drawdown

Current decline from peak

-5.79%

-2.89%

-2.90%

Average Drawdown

Average peak-to-trough decline

-2.87%

-1.71%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.32%

+1.68%

Volatility

DFVE vs. PSMD - Volatility Comparison

Doubleline Fortune 500 Equal Weight ETF (DFVE) has a higher volatility of 4.39% compared to Pacer Swan SOS Moderate (December) ETF (PSMD) at 3.10%. This indicates that DFVE's price experiences larger fluctuations and is considered to be riskier than PSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFVEPSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

3.10%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

4.39%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

10.09%

+8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

8.60%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

8.56%

+7.26%