ESUM vs. PSCX

Last updated Jun 4, 2026

ESUM (Eventide US Market ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. A 0.80 correlation means they provide meaningful diversification when combined. ESUM charges 0.39%/yr vs 0.75%/yr for PSCX.

Performance

ESUM vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide US Market ETF (ESUM) 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, ESUM achieves a 12.37% return, which is significantly higher than PSCX's 5.11% return.

ESUM

• 1D: -0.49%
• 1M: 7.13%
• YTD: 12.37%
• 6M: 11.35%
• 1Y: —
• 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)

ESUM vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
ESUM Eventide US Market ETF	12.37%	1.23%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	4.53%

Correlation

The correlation between ESUM and PSCX is 0.80, 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 Sep 2, 2025	0.80

Return for Risk

ESUM 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: 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.

ESUM vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide US Market ETF (ESUM) 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

	ESUM	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.82	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.35	1.27	+0.08

Drawdowns

ESUM vs. PSCX - Drawdown Comparison

The maximum ESUM drawdown since its inception was -8.13%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for ESUM and PSCX.

Drawdown Indicators

	ESUM	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-8.13%	-10.20%	+2.07%
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	-0.49%	-0.12%	-0.37%
Average Drawdown Average peak-to-trough decline	-1.60%	-1.87%	+0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	ESUM	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	5.53%	+8.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.79%	7.07%	+6.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.79%	6.96%	+6.83%

ESUM vs. PSCX - Expense Ratio Comparison

ESUM has a 0.39% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

ESUM vs. PSCX - Dividend Comparison

ESUM's dividend yield for the trailing twelve months is around 0.57%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
ESUM Eventide US Market ETF	0.57%	0.48%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESUM and PSCX in my portfolio?

ESUM and PSCX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESUM or PSCX?

On fees, ESUM is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESUM or PSCX?

ESUM is cheaper with a 0.39% expense ratio, compared with 0.75% for PSCX.

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

ESUM has the higher dividend yield at 0.57%, compared with 0.00% for PSCX.

What is the main difference between ESUM and PSCX?

They also come from different issuers: Eventide and Pacer. Their fees differ too: 0.39% for ESUM and 0.75% for PSCX.