FMAR vs. PTLC
FMAR (FT Vest U.S. Equity Buffer ETF - March) and PTLC (Pacer Trendpilot US Large Cap ETF) are both exchange-traded funds - FMAR is a Defined Outcome fund actively managed by FT Vest, while PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index. FMAR is actively managed, while PTLC is passively managed. Over the past 5 years, FMAR returned 10.55%/yr vs 9.71%/yr for PTLC. Their 0.78 correlation means they have sometimes moved together and sometimes differently. FMAR charges 0.85%/yr vs 0.60%/yr for PTLC.
Performance
FMAR vs. PTLC - Performance Comparison
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Returns By Period
In the year-to-date period, FMAR achieves a 11.00% return, which is significantly higher than PTLC's 4.79% return.
FMAR
- 1D
- 0.41%
- 1M
- 0.74%
- 6M
- 10.29%
- YTD
- 11.00%
- 1Y
- 16.94%
- 3Y*
- 13.46%
- 5Y*
- 10.55%
- 10Y*
- —
- ALL TIME*
- 11.29%
PTLC
- 1D
- 0.74%
- 1M
- 0.17%
- 6M
- 3.32%
- YTD
- 4.79%
- 1Y
- 15.35%
- 3Y*
- 12.14%
- 5Y*
- 9.71%
- 10Y*
- 10.86%
- ALL TIME*
- 8.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $611.88K | $574.52K | $1.78M | |
| $5.28M | $5.56M | $6.06M |
FMAR vs. PTLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FMAR FT Vest U.S. Equity Buffer ETF - March | 11.00% | 9.69% | 14.61% | 20.39% | -5.51% | 11.71% |
PTLC Pacer Trendpilot US Large Cap ETF | 4.79% | 5.10% | 24.31% | 16.78% | -8.62% | 22.40% |
Correlation
The correlation between FMAR and PTLC is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.78 |
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.
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Return for Risk
FMAR vs. PTLC — Risk / Return Rank
FMAR
PTLC
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.
| FMAR | PTLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 1.20 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 6.85 | 1.54 | +5.31 |
| Martin ratioReturn relative to average drawdown | 39.91 | 5.72 | +34.19 |
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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.
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Drawdown Indicators
| FMAR | PTLC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -1.44% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -5.59% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 2.36% | -1.95% |
Volatility
FMAR vs. PTLC - Volatility Comparison
The current volatility for FT Vest U.S. Equity Buffer ETF - March (FMAR) is 1.46%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 3.44%. 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.
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Volatility by Period
| FMAR | PTLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 3.44% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 9.34% | -4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.26% | 12.27% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.45% | 11.88% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.24% | 13.17% | -2.93% |
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 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.01% | 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
With a correlation of 0.90, FMAR and PTLC 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.
PTLC has higher volatility (3.44%) compared to FMAR (1.46%). In terms of maximum drawdown, FMAR dropped -14.36% vs PTLC's -26.63%.
On 5-year performance, FMAR leads with 10.55% vs 9.71% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, FMAR has been the lower-risk option at 1.46%. 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 10.55% return vs 9.71%. 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 1.01%, 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 (3.08 vs 1.10), 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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