FAUG vs. PSCX

Last updated Jun 23, 2026

FAUG (FT Cboe Vest U.S. Equity Buffer ETF - August) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. FAUG is passively managed, while PSCX is actively managed. Over the past 5 years, FAUG returned 8.87%/yr vs 8.36%/yr for PSCX. Their correlation of 0.88 suggests significant overlap in exposure. FAUG charges 0.85%/yr vs 0.75%/yr for PSCX.

Performance

FAUG vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) 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, FAUG achieves a 6.33% return, which is significantly higher than PSCX's 4.98% return.

FAUG

• 1D: 0.01%
• 1M: 0.63%
• YTD: 6.33%
• 6M: 6.20%
• 1Y: 18.25%
• 3Y*: 14.11%
• 5Y*: 8.87%
• 10Y*: —

PSCX

• 1D: -0.12%
• 1M: 0.42%
• YTD: 4.98%
• 6M: 5.15%
• 1Y: 15.32%
• 3Y*: 12.42%
• 5Y*: 8.36%
• 10Y*: —

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

FAUG vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August	6.33%	13.77%	14.55%	17.24%	-10.52%	11.54%	1.17%
PSCX Pacer Swan SOS Conservative (December) ETF	4.98%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.43%

Correlation

The correlation between FAUG 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	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 23, 2020	0.88

The correlation between FAUG and PSCX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

FAUG vs. PSCX - Sectors Allocation Comparison

Sectors	FAUG	PSCX
Technology	39.0%	33.2%
Financial Services	11.1%	12.5%
Communication Services	10.6%	10.3%
Consumer Cyclical	9.9%	10.0%
Healthcare	8.3%	9.6%
Industrials	7.8%	8.4%
Consumer Defensive	4.5%	5.4%
Energy	3.1%	4.2%
Utilities	2.1%	2.6%
Real Estate	1.8%	2.0%
Basic Materials	1.7%	1.9%

Return for Risk

FAUG vs. PSCX — Risk / Return Rank

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

FAUG

FAUG Risk / Return Rank: 83
FAUG Sharpe Ratio Rank: 83
FAUG Sortino Ratio Rank: 85
FAUG Omega Ratio Rank: 87
FAUG Calmar Ratio Rank: 71
FAUG Martin Ratio Rank: 86

PSCX

PSCX Risk / Return Rank: 86
PSCX Sharpe Ratio Rank: 87
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 88

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.

FAUG vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) 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.

	FAUG	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.56	2.74	-0.18
Sortino ratio: Return per unit of downside risk	3.65	4.06	-0.41
Omega ratio: Gain probability vs. loss probability	1.51	1.56	-0.05
Calmar ratio: Return relative to maximum drawdown	3.49	3.66	-0.17
Martin ratio: Return relative to average drawdown	17.57	18.42	-0.85

FAUG vs. PSCX - Sharpe Ratio Comparison

The current FAUG Sharpe Ratio is 2.56, which is comparable to the PSCX Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of FAUG 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

FAUG vs. PSCX - Drawdown Comparison

The maximum FAUG drawdown since its inception was -22.33%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for FAUG and PSCX.

Drawdown Indicators

	FAUG	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-10.20%	-12.13%
Max Drawdown (1Y) Largest decline over 1 year	-5.26%	-4.20%	-1.06%
Max Drawdown (3Y) Largest decline over 3 years	-12.81%	-9.61%	-3.20%
Max Drawdown (5Y) Largest decline over 5 years	-15.91%	-10.20%	-5.71%
Current Drawdown Current decline from peak	-0.09%	-0.26%	+0.17%
Average Drawdown Average peak-to-trough decline	-2.82%	-1.85%	-0.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	0.83%	+0.21%

Volatility

FAUG vs. PSCX - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) and Pacer Swan SOS Conservative (December) ETF (PSCX) have volatilities of 1.70% and 1.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FAUG	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.70%	1.71%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	5.59%	4.49%	+1.10%
Volatility (1Y) Calculated over the trailing 1-year period	7.17%	5.63%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.79%	7.11%	+3.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.72%	6.97%	+5.75%

FAUG vs. PSCX - Expense Ratio Comparison

FAUG has a 0.85% expense ratio, which is higher than PSCX's 0.75% expense ratio.

Dividends

FAUG vs. PSCX - Dividend Comparison

Neither FAUG nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FAUG and PSCX in my portfolio?

With a correlation of 0.92, FAUG 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, FAUG or PSCX?

PSCX has higher volatility (1.71%) compared to FAUG (1.70%). In terms of maximum drawdown, FAUG dropped -22.33% vs PSCX's -10.20%.

Which ETF is better, FAUG or PSCX?

On 5-year performance, FAUG leads with 8.87% vs 8.36% for PSCX. On fees, PSCX is cheaper at 0.75% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FAUG or PSCX?

Over the 5-year period, FAUG has performed better with a 8.87% return vs 8.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FAUG or PSCX?

PSCX is cheaper with a 0.75% expense ratio, compared with 0.85% for FAUG.

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

FAUG and PSCX have nearly identical dividend yields, around 0.00%.

What is the main difference between FAUG and PSCX?

They also come from different issuers: First Trust and Pacer. Their fees differ too: 0.85% for FAUG and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.74 vs 2.56), 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.