LSAF vs. PTMC
LSAF (LeaderShares AlphaFactor US Core Equity ETF) and PTMC (Pacer Trendpilot US Mid Cap ETF) are both Mid Cap Blend Equities funds - LSAF tracks the AlphaFactor US Core Equity Index while PTMC tracks the Pacer Trendpilot US Mid Cap Index. Both are passively managed. Over the past 5 years, LSAF returned 10.56%/yr vs 4.32%/yr for PTMC. A 0.69 correlation means they provide meaningful diversification when combined. LSAF charges 0.75%/yr vs 0.60%/yr for PTMC.
Performance
LSAF vs. PTMC - Performance Comparison
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Returns By Period
In the year-to-date period, LSAF achieves a 13.78% return, which is significantly lower than PTMC's 15.78% return.
LSAF
- 1D
- -0.21%
- 1M
- 3.98%
- YTD
- 13.78%
- 6M
- 11.61%
- 1Y
- 25.54%
- 3Y*
- 19.66%
- 5Y*
- 10.56%
- 10Y*
- —
PTMC
- 1D
- 0.36%
- 1M
- 3.72%
- YTD
- 15.78%
- 6M
- 13.34%
- 1Y
- 20.66%
- 3Y*
- 11.12%
- 5Y*
- 4.32%
- 10Y*
- 6.66%
LSAF vs. PTMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LSAF LeaderShares AlphaFactor US Core Equity ETF | 13.78% | 12.01% | 18.09% | 15.48% | -13.12% | 22.75% | 6.92% | 28.35% | -15.47% |
PTMC Pacer Trendpilot US Mid Cap ETF | 15.78% | -1.55% | 13.22% | 7.29% | -13.99% | 12.42% | 6.58% | 1.04% | -5.97% |
Correlation
The correlation between LSAF and PTMC is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2018 | 0.69 |
The correlation between LSAF and PTMC shifts across timeframes, from 0.69 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LSAF vs. PTMC — Risk / Return Rank
LSAF
PTMC
LSAF vs. PTMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LeaderShares AlphaFactor US Core Equity ETF (LSAF) and Pacer Trendpilot US Mid Cap ETF (PTMC). 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.
| LSAF | PTMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 2.33 | +1.57 |
| Martin ratioReturn relative to average drawdown | 12.78 | 8.51 | +4.27 |
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Drawdowns
LSAF vs. PTMC - Drawdown Comparison
The maximum LSAF drawdown since its inception was -41.67%, which is greater than PTMC's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for LSAF and PTMC.
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Drawdown Indicators
| LSAF | PTMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.67% | -20.53% | -21.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -8.89% | +2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | -15.31% | -4.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -16.93% | -8.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.53% | — |
Current DrawdownCurrent decline from peak | -1.25% | -0.07% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -6.45% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.43% | -0.43% |
Volatility
LSAF vs. PTMC - Volatility Comparison
The current volatility for LeaderShares AlphaFactor US Core Equity ETF (LSAF) is 3.54%, while Pacer Trendpilot US Mid Cap ETF (PTMC) has a volatility of 4.38%. This indicates that LSAF experiences smaller price fluctuations and is considered to be less risky than PTMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSAF | PTMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 4.38% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 11.74% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 15.69% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.43% | 13.24% | +5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.84% | 13.02% | +8.82% |
LSAF vs. PTMC - Expense Ratio Comparison
LSAF has a 0.75% expense ratio, which is higher than PTMC's 0.60% expense ratio.
Dividends
LSAF vs. PTMC - Dividend Comparison
LSAF's dividend yield for the trailing twelve months is around 0.60%, less than PTMC's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LSAF LeaderShares AlphaFactor US Core Equity ETF | 0.60% | 0.69% | 0.42% | 0.84% | 0.96% | 0.37% | 0.53% | 0.71% | 0.20% | 0.00% | 0.00% |
PTMC Pacer Trendpilot US Mid Cap ETF | 1.59% | 1.84% | 0.87% | 1.92% | 0.82% | 0.12% | 0.53% | 1.40% | 0.89% | 0.67% | 0.66% |
Frequently Asked Questions
LSAF and PTMC have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTMC has higher volatility (4.38%) compared to LSAF (3.54%). In terms of maximum drawdown, LSAF dropped -41.67% vs PTMC's -20.53%.
On 5-year performance, LSAF leads with 10.56% vs 4.32% for PTMC. On fees, PTMC is cheaper at 0.60% per year. On volatility, LSAF has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LSAF has performed better with a 10.56% return vs 4.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PTMC is cheaper with a 0.60% expense ratio, compared with 0.75% for LSAF.
PTMC has the higher dividend yield at 1.59%, compared with 0.60% for LSAF.
LSAF tracks AlphaFactor US Core Equity Index, while PTMC tracks Pacer Trendpilot US Mid Cap Index. They also come from different issuers: Redwood and Pacer. Their fees differ too: 0.75% for LSAF and 0.60% for PTMC.
LSAF currently has the higher Sharpe Ratio (1.79 vs 1.33), 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.
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