NPFE vs. PSCX

Last updated Jun 6, 2026

NPFE (NPF Core Equity ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Their correlation of 0.87 suggests significant overlap in exposure. NPFE charges 0.40%/yr vs 0.75%/yr for PSCX.

Performance

NPFE vs. PSCX - Performance Comparison

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

Returns By Period

NPFE

• 1D: -1.98%
• 1M: 0.05%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.92%
• 1M: 0.38%
• YTD: 4.28%
• 6M: 5.25%
• 1Y: 14.90%
• 3Y*: 12.50%
• 5Y*: 8.29%
• 10Y*: —

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

NPFE vs. PSCX - Yearly Performance Comparison

	2026 (YTD)
NPFE NPF Core Equity ETF	6.29%
PSCX Pacer Swan SOS Conservative (December) ETF	4.55%

Correlation

The correlation between NPFE and PSCX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026	0.87

Return for Risk

NPFE 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: 88

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.

NPFE vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NPF Core Equity ETF (NPFE) 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

	NPFE	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.67	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.91	1.25	+0.66

Drawdowns

NPFE vs. PSCX - Drawdown Comparison

The maximum NPFE drawdown since its inception was -5.36%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for NPFE and PSCX.

Drawdown Indicators

	NPFE	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-5.36%	-10.20%	+4.84%
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	-1.98%	-0.92%	-1.06%
Average Drawdown Average peak-to-trough decline	-0.98%	-1.86%	+0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	NPFE	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.45%	5.61%	+9.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	7.08%	+8.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.45%	6.97%	+8.48%

NPFE vs. PSCX - Expense Ratio Comparison

NPFE has a 0.40% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

NPFE vs. PSCX - Dividend Comparison

Neither NPFE nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both NPFE and PSCX in my portfolio?

NPFE and PSCX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NPFE or PSCX?

On fees, NPFE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NPFE or PSCX?

NPFE is cheaper with a 0.40% expense ratio, compared with 0.75% for PSCX.

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

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

What is the main difference between NPFE and PSCX?

They also come from different issuers: NPF Investment Advisors and Pacer. Their fees differ too: 0.40% for NPFE and 0.75% for PSCX.