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JHAC vs. PSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHAC vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Fundamental All Cap Core ETF (JHAC) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

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JHAC vs. PSCX - Yearly Performance Comparison


2026 (YTD)202520242023
JHAC
John Hancock Fundamental All Cap Core ETF
-10.30%3.33%23.65%15.41%
PSCX
Pacer Swan SOS Conservative (December) ETF
-1.88%12.08%13.27%5.01%

Returns By Period

In the year-to-date period, JHAC achieves a -10.30% return, which is significantly lower than PSCX's -1.88% return.


JHAC

1D
1.89%
1M
-6.53%
YTD
-10.30%
6M
-11.18%
1Y
2.63%
3Y*
5Y*
10Y*

PSCX

1D
1.43%
1M
-2.32%
YTD
-1.88%
6M
0.91%
1Y
12.02%
3Y*
11.44%
5Y*
7.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHAC vs. PSCX - Expense Ratio Comparison

JHAC has a 0.72% expense ratio, which is lower than PSCX's 0.75% expense ratio.


Return for Risk

JHAC vs. PSCX — Risk / Return Rank

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

JHAC
JHAC Risk / Return Rank: 1616
Overall Rank
JHAC Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JHAC Sortino Ratio Rank: 1616
Sortino Ratio Rank
JHAC Omega Ratio Rank: 1616
Omega Ratio Rank
JHAC Calmar Ratio Rank: 1616
Calmar Ratio Rank
JHAC Martin Ratio Rank: 1616
Martin Ratio Rank

PSCX
PSCX Risk / Return Rank: 7979
Overall Rank
PSCX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PSCX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PSCX Omega Ratio Rank: 8282
Omega Ratio Rank
PSCX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSCX Martin Ratio Rank: 8585
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.

JHAC vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Fundamental All Cap Core ETF (JHAC) 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.


JHACPSCXDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.37

-1.24

Sortino ratio

Return per unit of downside risk

0.33

2.05

-1.71

Omega ratio

Gain probability vs. loss probability

1.05

1.32

-0.28

Calmar ratio

Return relative to maximum drawdown

0.17

1.99

-1.82

Martin ratio

Return relative to average drawdown

0.54

10.21

-9.66

JHAC vs. PSCX - Sharpe Ratio Comparison

The current JHAC Sharpe Ratio is 0.13, which is lower than the PSCX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of JHAC and PSCX, 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


JHACPSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.37

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.10

-0.41

Correlation

The correlation between JHAC and PSCX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JHAC vs. PSCX - Dividend Comparison

JHAC's dividend yield for the trailing twelve months is around 0.64%, while PSCX has not paid dividends to shareholders.


TTM202520242023
JHAC
John Hancock Fundamental All Cap Core ETF
0.64%0.58%0.66%0.17%
PSCX
Pacer Swan SOS Conservative (December) ETF
0.00%0.00%0.00%0.00%

Drawdowns

JHAC vs. PSCX - Drawdown Comparison

The maximum JHAC drawdown since its inception was -24.43%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for JHAC and PSCX.


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Drawdown Indicators


JHACPSCXDifference

Max Drawdown

Largest peak-to-trough decline

-24.43%

-10.20%

-14.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-6.15%

-9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-10.20%

Current Drawdown

Current decline from peak

-13.64%

-2.84%

-10.80%

Average Drawdown

Average peak-to-trough decline

-3.79%

-1.92%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

1.20%

+3.55%

Volatility

JHAC vs. PSCX - Volatility Comparison

John Hancock Fundamental All Cap Core ETF (JHAC) has a higher volatility of 4.95% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 2.81%. This indicates that JHAC'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.


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Volatility by Period


JHACPSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

2.81%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

4.31%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.24%

8.83%

+11.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.77%

7.06%

+10.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

7.02%

+10.75%