LOHA vs. PSCX

Last updated Jul 17, 2026

LOHA (Roundhill HALO ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both exchange-traded funds - LOHA is a Large Cap Blend Equities fund tracking the Akros U.S. Heavy Assets Low Obsolescence (HALO) Index, while PSCX is a Defined Outcome fund actively managed by Pacer. LOHA is passively managed, while PSCX is actively managed. At a 0.32 correlation, their price movements are largely independent. LOHA charges 0.35%/yr vs 0.75%/yr for PSCX.

Performance

LOHA vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill HALO ETF (LOHA) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LOHA

• 1D: 2.19%
• 1M: 1.16%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.18%
• 1M: 0.51%
• 6M: 5.01%
• YTD: 5.74%
• 1Y: 12.93%
• 3Y*: 12.06%
• 5Y*: 8.44%
• 10Y*: —

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

LOHA vs. PSCX - Yearly Performance Comparison

	2026 (YTD)
LOHA Roundhill HALO ETF	4.07%
PSCX Pacer Swan SOS Conservative (December) ETF	1.45%

Correlation

The correlation between LOHA and PSCX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 14, 2026	0.32

Return for Risk

LOHA vs. PSCX — Risk / Return Rank

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

LOHA

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

PSCX

PSCX Risk / Return Rank: 87
PSCX Sharpe Ratio Rank: 88
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 76
PSCX Martin Ratio Rank: 89

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.

LOHA vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill HALO ETF (LOHA) 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.

	LOHA	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.31	—
Sortino ratio: Return per unit of downside risk	—	3.43	—
Omega ratio: Gain probability vs. loss probability	—	1.46	—
Calmar ratio: Return relative to maximum drawdown	—	3.09	—
Martin ratio: Return relative to average drawdown	—	15.42	—

Drawdowns

LOHA vs. PSCX - Drawdown Comparison

The maximum LOHA drawdown since its inception was -2.48%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for LOHA and PSCX.

Drawdown Indicators

	LOHA	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-2.48%	-10.20%	+7.72%
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	0.00%	-0.18%	+0.18%
Average Drawdown Average peak-to-trough decline	-0.87%	-1.83%	+0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.84%	—

Volatility

Volatility by Period

	LOHA	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.51%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.50%	5.62%	+8.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.50%	7.12%	+7.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.50%	6.94%	+7.56%

LOHA vs. PSCX - Expense Ratio Comparison

LOHA has a 0.35% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

LOHA vs. PSCX - Dividend Comparison

Neither LOHA nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LOHA and PSCX in my portfolio?

LOHA and PSCX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LOHA or PSCX?

On fees, LOHA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOHA or PSCX?

LOHA is cheaper with a 0.35% expense ratio, compared with 0.75% for PSCX.

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

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

What is the main difference between LOHA and PSCX?

LOHA is categorized as Large Cap Blend Equities, while PSCX is Defined Outcome. They also come from different issuers: Roundhill and Pacer. Their fees differ too: 0.35% for LOHA and 0.75% for PSCX.