PortfoliosLab logoPortfoliosLab logo
FMAR vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMAR vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer ETF - March (FMAR) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FMAR achieves a 9.35% return, which is significantly higher than PTLC's 2.97% return.


FMAR

1D
-0.47%
1M
-0.11%
YTD
9.35%
6M
9.37%
1Y
17.54%
3Y*
13.85%
5Y*
10.43%
10Y*

PTLC

1D
-1.38%
1M
-1.33%
YTD
2.97%
6M
2.00%
1Y
17.43%
3Y*
13.44%
5Y*
9.97%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMAR vs. PTLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FMAR
FT Vest U.S. Equity Buffer ETF - March
9.35%9.69%14.61%20.39%-5.51%11.71%
PTLC
Pacer Trendpilot US Large Cap ETF
2.97%5.10%24.31%16.78%-8.62%22.40%

Correlation

The correlation between FMAR and PTLC is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2021

0.77

The correlation between FMAR and PTLC shifts across timeframes, from 0.76 (5 years) to 0.90 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FMAR vs. PTLC — Risk / Return Rank

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

FMAR
FMAR Risk / Return Rank: 9696
Overall Rank
FMAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FMAR Sortino Ratio Rank: 9696
Sortino Ratio Rank
FMAR Omega Ratio Rank: 9797
Omega Ratio Rank
FMAR Calmar Ratio Rank: 9595
Calmar Ratio Rank
FMAR Martin Ratio Rank: 9898
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 4343
Overall Rank
PTLC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4040
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4242
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4242
Calmar Ratio Rank
PTLC Martin Ratio Rank: 4848
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.

FMAR vs. PTLC - Risk-Adjusted Trends Comparison

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


FMARPTLCDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+3.47

Omega ratioGain probability vs. loss probability

1.84

1.26

+0.57

Calmar ratioReturn relative to maximum drawdown

7.46

2.00

+5.47

Martin ratioReturn relative to average drawdown

46.64

7.66

+38.98

FMAR vs. PTLC - Sharpe Ratio Comparison

The current FMAR Sharpe Ratio is 3.43, which is higher than the PTLC Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FMAR 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.


Loading charts...

Drawdowns

FMAR vs. PTLC - Drawdown Comparison

The maximum FMAR drawdown since its inception was -14.36%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for FMAR and PTLC.


Loading charts...

Drawdown Indicators


FMARPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-26.63%

+12.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.36%

-8.77%

+6.41%

Max Drawdown (3Y)

Largest decline over 3 years

-12.37%

-15.17%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

-15.17%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

Current Drawdown

Current decline from peak

-0.81%

-3.15%

+2.34%

Average Drawdown

Average peak-to-trough decline

-2.12%

-5.63%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

2.28%

-1.90%

Volatility

FMAR vs. PTLC - Volatility Comparison

The current volatility for FT Vest U.S. Equity Buffer ETF - March (FMAR) is 1.76%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.91%. This indicates that FMAR 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.


Loading charts...

Volatility by Period


FMARPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

4.91%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.27%

9.19%

-4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.16%

11.98%

-6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

11.87%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.32%

13.19%

-2.87%

FMAR vs. PTLC - Expense Ratio Comparison

FMAR has a 0.85% expense ratio, which is higher than PTLC's 0.60% expense ratio.


Dividends

FMAR vs. PTLC - Dividend Comparison

FMAR has not paid dividends to shareholders, while PTLC's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
FMAR
FT Vest U.S. Equity Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF
1.03%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


FMAR and PTLC have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTLC has higher volatility (4.91%) compared to FMAR (1.76%). In terms of maximum drawdown, FMAR dropped -14.36% vs PTLC's -26.63%.

On 5-year performance, FMAR leads with 10.43% vs 9.97% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, FMAR has been the lower-risk option at 1.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FMAR has performed better with a 10.43% return vs 9.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PTLC is cheaper with a 0.60% expense ratio, compared with 0.85% for FMAR.

PTLC has the higher dividend yield at 1.03%, compared with 0.00% for FMAR.

FMAR is categorized as Defined Outcome, while PTLC is Large Cap Blend Equities. They also come from different issuers: FT Vest and Pacer. Their fees differ too: 0.85% for FMAR and 0.60% for PTLC.

FMAR currently has the higher Sharpe Ratio (3.43 vs 1.46), 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.

Portfolio Optimizer

Find the right allocation for FMAR and PTLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer