DYNF vs. PSCX

Last updated Jun 24, 2026

DYNF (iShares U.S. Equity Factor Rotation Active 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, DYNF returned 14.71%/yr vs 8.22%/yr for PSCX. Their correlation of 0.89 suggests significant overlap in exposure. DYNF charges 0.26%/yr vs 0.75%/yr for PSCX.

Performance

DYNF vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Equity Factor Rotation Active ETF (DYNF) 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, DYNF achieves a 10.04% return, which is significantly higher than PSCX's 4.46% return.

DYNF

• 1D: -1.62%
• 1M: 0.13%
• YTD: 10.04%
• 6M: 8.91%
• 1Y: 27.42%
• 3Y*: 25.19%
• 5Y*: 14.71%
• 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)

DYNF vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DYNF iShares U.S. Equity Factor Rotation Active ETF	10.04%	20.00%	30.29%	36.25%	-20.27%	22.12%	1.06%
PSCX Pacer Swan SOS Conservative (December) ETF	4.46%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.43%

Correlation

The correlation between DYNF and PSCX is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 23, 2020	0.89

The correlation between DYNF and PSCX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

DYNF vs. PSCX - Sectors Allocation Comparison

Sectors	DYNF	PSCX
Technology	40.5%	33.2%
Financial Services	14.9%	12.5%
Communication Services	10.3%	10.3%
Industrials	9.5%	8.4%
Consumer Cyclical	7.0%	10.0%
Healthcare	5.8%	9.6%
Energy	4.5%	4.2%
Utilities	2.8%	2.6%
Real Estate	1.9%	2.0%
Consumer Defensive	1.7%	5.4%
Basic Materials	0.8%	1.9%

Return for Risk

DYNF vs. PSCX — Risk / Return Rank

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

DYNF

DYNF Risk / Return Rank: 68
DYNF Sharpe Ratio Rank: 67
DYNF Sortino Ratio Rank: 63
DYNF Omega Ratio Rank: 65
DYNF Calmar Ratio Rank: 66
DYNF Martin Ratio Rank: 79

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.

DYNF vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Equity Factor Rotation Active ETF (DYNF) 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.

	DYNF	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.09	2.53	-0.44
Sortino ratio: Return per unit of downside risk	2.82	3.75	-0.93
Omega ratio: Gain probability vs. loss probability	1.37	1.51	-0.14
Calmar ratio: Return relative to maximum drawdown	3.18	3.39	-0.21
Martin ratio: Return relative to average drawdown	14.86	17.03	-2.17

DYNF vs. PSCX - Sharpe Ratio Comparison

The current DYNF Sharpe Ratio is 2.09, which is comparable to the PSCX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of DYNF 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

DYNF vs. PSCX - Drawdown Comparison

The maximum DYNF drawdown since its inception was -34.72%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for DYNF and PSCX.

Drawdown Indicators

	DYNF	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-34.72%	-10.20%	-24.52%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-4.20%	-4.47%
Max Drawdown (3Y) Largest decline over 3 years	-18.70%	-9.61%	-9.09%
Max Drawdown (5Y) Largest decline over 5 years	-28.65%	-10.20%	-18.45%
Current Drawdown Current decline from peak	-1.97%	-0.75%	-1.22%
Average Drawdown Average peak-to-trough decline	-5.94%	-1.85%	-4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	0.83%	+1.02%

Volatility

DYNF vs. PSCX - Volatility Comparison

iShares U.S. Equity Factor Rotation Active ETF (DYNF) has a higher volatility of 5.38% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.79%. This indicates that DYNF'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

	DYNF	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	1.79%	+3.59%
Volatility (6M) Calculated over the trailing 6-month period	10.64%	4.52%	+6.12%
Volatility (1Y) Calculated over the trailing 1-year period	13.24%	5.65%	+7.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	7.11%	+10.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	6.97%	+12.94%

DYNF vs. PSCX - Expense Ratio Comparison

DYNF has a 0.26% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

DYNF vs. PSCX - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.81%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DYNF iShares U.S. Equity Factor Rotation Active ETF	0.81%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DYNF and PSCX in my portfolio?

With a correlation of 0.91, DYNF 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, DYNF or PSCX?

DYNF has higher volatility (5.38%) compared to PSCX (1.79%). In terms of maximum drawdown, DYNF dropped -34.72% vs PSCX's -10.20%.

Which ETF is better, DYNF or PSCX?

On 5-year performance, DYNF leads with 14.71% vs 8.22% for PSCX. On fees, DYNF is cheaper at 0.26% 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, DYNF or PSCX?

Over the 5-year period, DYNF has performed better with a 14.71% return vs 8.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYNF or PSCX?

DYNF is cheaper with a 0.26% expense ratio, compared with 0.75% for PSCX.

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

DYNF has the higher dividend yield at 0.81%, compared with 0.00% for PSCX.

What is the main difference between DYNF and PSCX?

They also come from different issuers: iShares and Pacer. Their fees differ too: 0.26% for DYNF and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.53 vs 2.09), 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.