KAT vs. PSCX

Last updated Jun 4, 2026

KAT (Scharf ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.

Performance

KAT vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scharf ETF (KAT) 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, KAT achieves a 0.37% return, which is significantly lower than PSCX's 5.11% return.

KAT

• 1D: -0.74%
• 1M: 0.22%
• YTD: 0.37%
• 6M: 2.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.12%
• 1M: 2.00%
• YTD: 5.11%
• 6M: 5.98%
• 1Y: 15.49%
• 3Y*: 12.85%
• 5Y*: 8.46%
• 10Y*: —

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

KAT vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
KAT Scharf ETF	0.37%	0.98%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	4.71%

Correlation

The correlation between KAT and PSCX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 26, 2025	0.60

KAT vs. PSCX - Sectors Allocation Comparison

Sectors	KAT	PSCX
Financial Services	26.2%	12.5%
Healthcare	22.9%	9.6%
Industrials	14.4%	8.4%
Technology	12.5%	33.2%
Communication Services	6.3%	10.3%
Energy	6.2%	4.2%
Consumer Cyclical	5.1%	10.0%
Basic Materials	4.2%	1.9%
Consumer Defensive	2.1%	5.4%
Real Estate	-	2.0%
Utilities	-	2.6%

Return for Risk

KAT vs. PSCX — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 87

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.

KAT vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scharf ETF (KAT) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	KAT	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.82	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	1.27	-1.11

Drawdowns

KAT vs. PSCX - Drawdown Comparison

The maximum KAT drawdown since its inception was -9.25%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for KAT and PSCX.

Drawdown Indicators

	KAT	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-9.25%	-10.20%	+0.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.20%	—
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	-4.98%	-0.12%	-4.86%
Average Drawdown Average peak-to-trough decline	-3.20%	-1.87%	-1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	KAT	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.48%	5.53%	+4.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.48%	7.07%	+3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.48%	6.96%	+3.52%

KAT vs. PSCX - Expense Ratio Comparison

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

Dividends

KAT vs. PSCX - Dividend Comparison

Neither KAT nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both KAT and PSCX in my portfolio?

KAT and PSCX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KAT or PSCX?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KAT or PSCX?

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

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

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

What is the main difference between KAT and PSCX?

They also come from different issuers: Scharf Investments and Pacer.