FTAG vs. PSCX

Last updated Jun 24, 2026

FTAG (First Trust Indxx Global Agriculture ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. FTAG is passively managed, while PSCX is actively managed. Over the past 5 years, FTAG returned 0.85%/yr vs 8.22%/yr for PSCX. A 0.50 correlation means they provide meaningful diversification when combined. FTAG charges 0.70%/yr vs 0.75%/yr for PSCX.

Performance

FTAG vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Global Agriculture ETF (FTAG) 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, FTAG achieves a 6.79% return, which is significantly higher than PSCX's 4.46% return.

FTAG

• 1D: -1.13%
• 1M: -3.74%
• YTD: 6.79%
• 6M: 6.97%
• 1Y: 8.43%
• 3Y*: 3.75%
• 5Y*: 0.85%
• 10Y*: 5.38%

PSCX

• 1D: -0.49%
• 1M: -0.08%
• YTD: 4.46%
• 6M: 4.60%
• 1Y: 14.18%
• 3Y*: 12.23%
• 5Y*: 8.22%
• 10Y*: —

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

FTAG vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FTAG First Trust Indxx Global Agriculture ETF	6.79%	14.82%	-6.72%	-7.28%	-4.52%	17.31%	1.72%
PSCX Pacer Swan SOS Conservative (December) ETF	4.46%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.43%

Correlation

The correlation between FTAG and PSCX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Dec 23, 2020	0.50

The correlation between FTAG and PSCX shifts across timeframes, from 0.33 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

FTAG vs. PSCX - Sectors Allocation Comparison

Sectors	FTAG	PSCX
Basic Materials	55.6%	1.9%
Industrials	24.0%	8.4%
Consumer Defensive	8.5%	5.4%
Healthcare	7.7%	9.6%
Consumer Cyclical	4.2%	10.0%
Communication Services	-	10.3%
Energy	-	4.2%
Financial Services	-	12.5%
Real Estate	-	2.0%
Technology	-	33.2%
Utilities	-	2.6%

Return for Risk

FTAG vs. PSCX — Risk / Return Rank

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

FTAG

FTAG Risk / Return Rank: 19
FTAG Sharpe Ratio Rank: 18
FTAG Sortino Ratio Rank: 18
FTAG Omega Ratio Rank: 17
FTAG Calmar Ratio Rank: 20
FTAG Martin Ratio Rank: 19

PSCX

PSCX Risk / Return Rank: 84
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 89
PSCX Omega Ratio Rank: 88
PSCX Calmar Ratio Rank: 72
PSCX Martin Ratio Rank: 86

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.

FTAG vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) 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.

	FTAG	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	0.60	2.53	-1.93
Sortino ratio: Return per unit of downside risk	0.95	3.75	-2.80
Omega ratio: Gain probability vs. loss probability	1.11	1.51	-0.40
Calmar ratio: Return relative to maximum drawdown	0.89	3.39	-2.50
Martin ratio: Return relative to average drawdown	2.04	17.03	-14.99

FTAG vs. PSCX - Sharpe Ratio Comparison

The current FTAG Sharpe Ratio is 0.60, which is lower than the PSCX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of FTAG 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

FTAG vs. PSCX - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.89%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for FTAG and PSCX.

Drawdown Indicators

	FTAG	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-90.89%	-10.20%	-80.69%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-4.20%	-5.36%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	-9.61%	-12.26%
Max Drawdown (5Y) Largest decline over 5 years	-32.77%	-10.20%	-22.57%
Max Drawdown (10Y) Largest decline over 10 years	-50.79%	—	—
Current Drawdown Current decline from peak	-79.35%	-0.75%	-78.60%
Average Drawdown Average peak-to-trough decline	-71.25%	-1.85%	-69.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.15%	0.83%	+3.32%

Volatility

FTAG vs. PSCX - Volatility Comparison

First Trust Indxx Global Agriculture ETF (FTAG) has a higher volatility of 3.95% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.79%. This indicates that FTAG's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTAG	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	1.79%	+2.16%
Volatility (6M) Calculated over the trailing 6-month period	10.93%	4.52%	+6.41%
Volatility (1Y) Calculated over the trailing 1-year period	14.17%	5.65%	+8.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.41%	7.11%	+10.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.60%	6.97%	+12.63%

FTAG vs. PSCX - Expense Ratio Comparison

FTAG has a 0.70% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

FTAG vs. PSCX - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 1.42%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTAG First Trust Indxx Global Agriculture ETF	1.42%	1.39%	2.89%	3.68%	1.77%	1.58%	1.72%	2.33%	2.16%	1.26%	0.61%	1.35%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTAG and PSCX in my portfolio?

FTAG and PSCX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTAG or PSCX?

FTAG has higher volatility (3.95%) compared to PSCX (1.79%). In terms of maximum drawdown, FTAG dropped -90.89% vs PSCX's -10.20%.

Which ETF is better, FTAG or PSCX?

On 5-year performance, PSCX leads with 8.22% vs 0.85% for FTAG. On fees, FTAG is cheaper at 0.70% per year. On volatility, PSCX has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTAG or PSCX?

Over the 5-year period, PSCX has performed better with a 8.22% return vs 0.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTAG or PSCX?

FTAG is cheaper with a 0.70% expense ratio, compared with 0.75% for PSCX.

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

FTAG has the higher dividend yield at 1.42%, compared with 0.00% for PSCX.

What is the main difference between FTAG and PSCX?

They also come from different issuers: First Trust and Pacer. Their fees differ too: 0.70% for FTAG and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.53 vs 0.60), 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.