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IVOG vs. PAMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVOG vs. PAMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IVOG having a 15.87% return and PAMC slightly lower at 15.63%.


IVOG

1D
-0.07%
1M
-2.89%
6M
11.25%
YTD
15.87%
1Y
22.81%
3Y*
13.84%
5Y*
7.47%
10Y*
10.91%
ALL TIME*
12.22%

PAMC

1D
-0.04%
1M
-0.96%
6M
11.11%
YTD
15.63%
1Y
25.97%
3Y*
15.21%
5Y*
9.60%
10Y*
ALL TIME*
15.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.19M$2.83M$3.26M
$146.26K$127.92K$342.42K

IVOG vs. PAMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
15.87%7.34%15.62%17.36%-19.08%18.85%33.32%
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
15.63%1.54%26.20%19.30%-12.15%13.15%34.86%

Correlation

The correlation between IVOG and PAMC is 0.89, 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.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2020

0.93

The correlation between IVOG and PAMC has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

IVOG vs. PAMC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IVOG
IVOG Risk / Return Rank: 5555
Overall Rank
IVOG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IVOG Sortino Ratio Rank: 5151
Sortino Ratio Rank
IVOG Omega Ratio Rank: 4747
Omega Ratio Rank
IVOG Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVOG Martin Ratio Rank: 6666
Martin Ratio Rank

PAMC
PAMC Risk / Return Rank: 5858
Overall Rank
PAMC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PAMC Sortino Ratio Rank: 5454
Sortino Ratio Rank
PAMC Omega Ratio Rank: 5252
Omega Ratio Rank
PAMC Calmar Ratio Rank: 6767
Calmar Ratio Rank
PAMC Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVOG vs. PAMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC). 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.


IVOGPAMCDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

2.20

2.33

-0.12

Martin ratioReturn relative to average drawdown

7.98

8.42

-0.44

IVOG vs. PAMC - Sharpe Ratio Comparison

The current IVOG Sharpe Ratio is 1.20, which is comparable to the PAMC Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IVOG and PAMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IVOG vs. PAMC - Drawdown Comparison

The maximum IVOG drawdown since its inception was -39.32%, which is greater than PAMC's maximum drawdown of -27.04%. Use the drawdown chart below to compare losses from any high point for IVOG and PAMC.


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Drawdown Indicators


IVOGPAMCDifference

Max Drawdown

Largest peak-to-trough decline

-39.32%

-27.04%

-12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-10.24%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-25.61%

-26.07%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-26.61%

-2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.32%

Current Drawdown

Current decline from peak

-4.80%

-3.30%

-1.50%

Average Drawdown

Average peak-to-trough decline

-5.84%

-7.32%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.83%

-0.16%

Volatility

IVOG vs. PAMC - Volatility Comparison

Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) have volatilities of 4.23% and 4.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVOGPAMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

4.30%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

14.15%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

18.94%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

20.21%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

20.62%

-0.01%

IVOG vs. PAMC - Expense Ratio Comparison

IVOG has a 0.10% expense ratio, which is lower than PAMC's 0.60% expense ratio.


Dividends

IVOG vs. PAMC - Dividend Comparison

IVOG's dividend yield for the trailing twelve months is around 0.56%, less than PAMC's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
0.56%0.64%0.79%1.15%1.05%0.47%0.74%1.17%1.01%0.93%1.11%1.04%
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
1.12%1.11%0.97%0.69%1.29%0.36%0.30%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IVOG and PAMC have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAMC has higher volatility (4.30%) compared to IVOG (4.23%). In terms of maximum drawdown, IVOG dropped -39.32% vs PAMC's -27.04%.

On 5-year performance, PAMC leads with 9.60% vs 7.47% for IVOG. On fees, IVOG is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PAMC has performed better with a 9.60% return vs 7.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVOG is cheaper with a 0.10% expense ratio, compared with 0.60% for PAMC.

PAMC has the higher dividend yield at 1.12%, compared with 0.56% for IVOG.

IVOG tracks S&P MidCap 400 Growth Index, while PAMC tracks Lunt Capital U.S. MidCap Multi-Factor Rotation Index. They also come from different issuers: Vanguard and Pacer. Their fees differ too: 0.10% for IVOG and 0.60% for PAMC.

PAMC currently has the higher Sharpe Ratio (1.26 vs 1.20), 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 IVOG and PAMC

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