GRNY vs. PSCX

Last updated Jun 24, 2026

GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, GRNY returned 24.50% vs 14.18% for PSCX. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.75% expense ratio.

Performance

GRNY vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) 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, GRNY achieves a 9.17% return, which is significantly higher than PSCX's 4.46% return.

GRNY

• 1D: -1.64%
• 1M: -0.15%
• YTD: 9.17%
• 6M: 7.05%
• 1Y: 24.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

GRNY vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	9.17%	24.05%	-0.45%
PSCX Pacer Swan SOS Conservative (December) ETF	4.46%	12.08%	0.82%

Correlation

The correlation between GRNY and PSCX is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024	0.83

The correlation between GRNY and PSCX has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

Return for Risk

GRNY vs. PSCX — Risk / Return Rank

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

GRNY

GRNY Risk / Return Rank: 40
GRNY Sharpe Ratio Rank: 40
GRNY Sortino Ratio Rank: 37
GRNY Omega Ratio Rank: 36
GRNY Calmar Ratio Rank: 44
GRNY Martin Ratio Rank: 41

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.

GRNY vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) 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.

	GRNY	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.36	2.53	-1.17
Sortino ratio: Return per unit of downside risk	1.87	3.75	-1.88
Omega ratio: Gain probability vs. loss probability	1.23	1.51	-0.28
Calmar ratio: Return relative to maximum drawdown	2.12	3.39	-1.27
Martin ratio: Return relative to average drawdown	6.40	17.03	-10.63

GRNY vs. PSCX - Sharpe Ratio Comparison

The current GRNY Sharpe Ratio is 1.36, which is lower than the PSCX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of GRNY 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

GRNY vs. PSCX - Drawdown Comparison

The maximum GRNY drawdown since its inception was -24.18%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for GRNY and PSCX.

Drawdown Indicators

	GRNY	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-24.18%	-10.20%	-13.98%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-4.20%	-7.43%
Max Drawdown (3Y) Largest decline over 3 years	—	-9.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-2.63%	-0.75%	-1.88%
Average Drawdown Average peak-to-trough decline	-3.95%	-1.85%	-2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.84%	0.83%	+3.01%

Volatility

GRNY vs. PSCX - Volatility Comparison

Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) has a higher volatility of 5.45% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.79%. This indicates that GRNY'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

	GRNY	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	1.79%	+3.66%
Volatility (6M) Calculated over the trailing 6-month period	13.01%	4.52%	+8.49%
Volatility (1Y) Calculated over the trailing 1-year period	18.09%	5.65%	+12.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.13%	7.11%	+16.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.13%	6.97%	+16.16%

GRNY vs. PSCX - Expense Ratio Comparison

Both GRNY and PSCX have an expense ratio of 0.75%.

Dividends

GRNY vs. PSCX - Dividend Comparison

Neither GRNY nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GRNY and PSCX in my portfolio?

GRNY and PSCX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GRNY or PSCX?

GRNY has higher volatility (5.45%) compared to PSCX (1.79%). In terms of maximum drawdown, GRNY dropped -24.18% vs PSCX's -10.20%.

Which ETF is better, GRNY or PSCX?

On 1-year performance, GRNY leads with 24.50% vs 14.18% for PSCX. Both ETFs have the same 0.75% expense ratio. 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, GRNY or PSCX?

Over the 1-year period, GRNY has performed better with a 24.50% return vs 14.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GRNY or PSCX?

GRNY and PSCX have the same expense ratio: 0.75% per year.

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

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

What is the main difference between GRNY and PSCX?

They also come from different issuers: Tidal ETFs and Pacer.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.53 vs 1.36), 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.