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FLRT vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRT vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLRT achieves a 2.44% return, which is significantly lower than PTLC's 6.30% return. Over the past 10 years, FLRT has underperformed PTLC with an annualized return of 4.77%, while PTLC has yielded a comparatively higher 10.89% annualized return.


FLRT

1D
0.04%
1M
0.42%
6M
1.88%
YTD
2.44%
1Y
5.13%
3Y*
7.90%
5Y*
6.08%
10Y*
4.77%
ALL TIME*
4.48%

PTLC

1D
1.44%
1M
1.62%
6M
4.27%
YTD
6.30%
1Y
17.02%
3Y*
13.45%
5Y*
9.99%
10Y*
10.89%
ALL TIME*
9.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.79M$4.57M$4.68M
$5.24M$5.46M$6.01M

FLRT vs. PTLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
2.44%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.72%
PTLC
Pacer Trendpilot US Large Cap ETF
6.30%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%

Correlation

The correlation between FLRT and PTLC is 0.45, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.45

Correlation (3Y)
Balances recent behavior with more history.

0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (10Y)
Provides a long-term view across more market conditions.

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.15

Over the past year, FLRT and PTLC have become more correlated (0.45) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

FLRT vs. PTLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLRT
FLRT Risk / Return Rank: 9090
Overall Rank
FLRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7979
Calmar Ratio Rank
FLRT Martin Ratio Rank: 7979
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 5555
Overall Rank
PTLC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 5252
Sortino Ratio Rank
PTLC Omega Ratio Rank: 5454
Omega Ratio Rank
PTLC Calmar Ratio Rank: 5353
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLRT vs. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.


FLRTPTLCDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+3.26

Omega ratioGain probability vs. loss probability

1.76

1.25

+0.52

Calmar ratioReturn relative to maximum drawdown

2.90

1.95

+0.95

Martin ratioReturn relative to average drawdown

10.63

7.22

+3.41

FLRT vs. PTLC - Sharpe Ratio Comparison

The current FLRT Sharpe Ratio is 3.46, which is higher than the PTLC Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FLRT and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLRT vs. PTLC - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for FLRT and PTLC.


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Drawdown Indicators


FLRTPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-26.63%

+5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

-8.77%

+6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-2.87%

-15.17%

+12.30%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

-15.17%

+7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

-26.63%

+5.67%

Current Drawdown

Current decline from peak

0.00%

-0.02%

+0.02%

Average Drawdown

Average peak-to-trough decline

-1.39%

-5.59%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

2.36%

-1.88%

Volatility

FLRT vs. PTLC - Volatility Comparison

The current volatility for Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) is 0.29%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 3.72%. This indicates that FLRT experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRTPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

3.72%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

9.44%

-8.25%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

12.25%

-10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

11.90%

-9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

13.18%

-7.09%

FLRT vs. PTLC - Expense Ratio Comparison

Both FLRT and PTLC have an expense ratio of 0.60%.


Dividends

FLRT vs. PTLC - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 6.71%, more than PTLC's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
6.71%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
PTLC
Pacer Trendpilot US Large Cap ETF
1.00%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Frequently Asked Questions


FLRT and PTLC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTLC has higher volatility (3.72%) compared to FLRT (0.29%). In terms of maximum drawdown, FLRT dropped -20.96% vs PTLC's -26.63%.

On 10-year performance, PTLC leads with 10.89% vs 4.77% for FLRT. Both ETFs have the same 0.60% expense ratio. On volatility, FLRT has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PTLC has performed better with a 10.89% return vs 4.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLRT and PTLC have the same expense ratio: 0.60% per year.

FLRT has the higher dividend yield at 6.71%, compared with 1.00% for PTLC.

FLRT is categorized as Bank Loan, while PTLC is Large Cap Blend Equities.

FLRT currently has the higher Sharpe Ratio (3.46 vs 1.40), 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.

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