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INCO vs. PSMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INCO vs. PSMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia India Consumer ETF (INCO) and Pacer Swan SOS Moderate (October) ETF (PSMO). The values are adjusted to include any dividend payments, if applicable.

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INCO vs. PSMO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INCO
Columbia India Consumer ETF
-14.84%0.59%12.70%34.63%-7.01%-0.80%
PSMO
Pacer Swan SOS Moderate (October) ETF
-1.65%11.44%9.44%20.50%-1.32%2.88%

Returns By Period

In the year-to-date period, INCO achieves a -14.84% return, which is significantly lower than PSMO's -1.65% return.


INCO

1D
0.40%
1M
-10.72%
YTD
-14.84%
6M
-15.12%
1Y
-7.43%
3Y*
9.92%
5Y*
6.29%
10Y*
8.47%

PSMO

1D
0.24%
1M
-2.14%
YTD
-1.65%
6M
0.26%
1Y
11.42%
3Y*
11.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INCO vs. PSMO - Expense Ratio Comparison

INCO has a 0.75% expense ratio, which is higher than PSMO's 0.60% expense ratio.


Return for Risk

INCO vs. PSMO — Risk / Return Rank

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

INCO
INCO Risk / Return Rank: 55
Overall Rank
INCO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
INCO Sortino Ratio Rank: 44
Sortino Ratio Rank
INCO Omega Ratio Rank: 44
Omega Ratio Rank
INCO Calmar Ratio Rank: 77
Calmar Ratio Rank
INCO Martin Ratio Rank: 33
Martin Ratio Rank

PSMO
PSMO Risk / Return Rank: 6767
Overall Rank
PSMO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PSMO Sortino Ratio Rank: 6565
Sortino Ratio Rank
PSMO Omega Ratio Rank: 7171
Omega Ratio Rank
PSMO Calmar Ratio Rank: 5959
Calmar Ratio Rank
PSMO Martin Ratio Rank: 7474
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.

INCO vs. PSMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) and Pacer Swan SOS Moderate (October) ETF (PSMO). 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.


INCOPSMODifference

Sharpe ratio

Return per unit of total volatility

-0.42

1.17

-1.60

Sortino ratio

Return per unit of downside risk

-0.51

1.75

-2.25

Omega ratio

Gain probability vs. loss probability

0.94

1.28

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.34

1.70

-2.05

Martin ratio

Return relative to average drawdown

-1.18

8.65

-9.82

INCO vs. PSMO - Sharpe Ratio Comparison

The current INCO Sharpe Ratio is -0.42, which is lower than the PSMO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of INCO and PSMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


INCOPSMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

1.17

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.05

-0.64

Correlation

The correlation between INCO and PSMO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

INCO vs. PSMO - Dividend Comparison

Neither INCO nor PSMO has paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
INCO
Columbia India Consumer ETF
0.00%0.00%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%
PSMO
Pacer Swan SOS Moderate (October) ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

INCO vs. PSMO - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, which is greater than PSMO's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for INCO and PSMO.


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Drawdown Indicators


INCOPSMODifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-9.77%

-37.92%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-6.67%

-14.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.98%

Max Drawdown (10Y)

Largest decline over 10 years

-47.69%

Current Drawdown

Current decline from peak

-27.48%

-2.65%

-24.83%

Average Drawdown

Average peak-to-trough decline

-10.43%

-1.37%

-9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.19%

1.32%

+4.87%

Volatility

INCO vs. PSMO - Volatility Comparison

Columbia India Consumer ETF (INCO) has a higher volatility of 7.43% compared to Pacer Swan SOS Moderate (October) ETF (PSMO) at 3.04%. This indicates that INCO's price experiences larger fluctuations and is considered to be riskier than PSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INCOPSMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

3.04%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

4.83%

+7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

9.77%

+7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

8.50%

+8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

8.50%

+11.75%