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ONOF vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONOF vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Risk Management ETF (ONOF) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONOF achieves a 6.71% return, which is significantly higher than PTLC's 4.95% return.


ONOF

1D
-0.47%
1M
1.73%
YTD
6.71%
6M
7.60%
1Y
21.65%
3Y*
12.41%
5Y*
9.14%
10Y*

PTLC

1D
-0.65%
1M
1.46%
YTD
4.95%
6M
5.69%
1Y
19.49%
3Y*
13.61%
5Y*
10.63%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONOF vs. PTLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ONOF
Global X Adaptive U.S. Risk Management ETF
6.71%8.90%19.45%11.57%-11.89%25.33%
PTLC
Pacer Trendpilot US Large Cap ETF
4.95%5.10%24.31%16.78%-8.62%26.21%

Correlation

The correlation between ONOF and PTLC is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2021

0.84

The correlation between ONOF and PTLC shifts across timeframes, from 0.82 (5 years) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ONOF vs. PTLC — Risk / Return Rank

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

ONOF
ONOF Risk / Return Rank: 6060
Overall Rank
ONOF Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ONOF Sortino Ratio Rank: 5555
Sortino Ratio Rank
ONOF Omega Ratio Rank: 5757
Omega Ratio Rank
ONOF Calmar Ratio Rank: 6767
Calmar Ratio Rank
ONOF Martin Ratio Rank: 6262
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 4848
Overall Rank
PTLC Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4646
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4848
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4646
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5252
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.

ONOF vs. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Risk Management ETF (ONOF) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.


ONOFPTLCDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

3.17

2.23

+0.94

Martin ratioReturn relative to average drawdown

10.59

8.64

+1.95

ONOF vs. PTLC - Sharpe Ratio Comparison

The current ONOF Sharpe Ratio is 1.86, which is comparable to the PTLC Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ONOF and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ONOF vs. PTLC - Drawdown Comparison

The maximum ONOF drawdown since its inception was -26.21%, roughly equal to the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for ONOF and PTLC.


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Drawdown Indicators


ONOFPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-26.21%

-26.63%

+0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-8.77%

+1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-21.67%

-15.17%

-6.50%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-15.17%

-11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

Current Drawdown

Current decline from peak

-1.25%

-1.29%

+0.04%

Average Drawdown

Average peak-to-trough decline

-6.12%

-5.63%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.26%

-0.21%

Volatility

ONOF vs. PTLC - Volatility Comparison

Global X Adaptive U.S. Risk Management ETF (ONOF) and Pacer Trendpilot US Large Cap ETF (PTLC) have volatilities of 4.36% and 4.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONOFPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.53%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

9.01%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

11.83%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

11.86%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

13.22%

+1.16%

ONOF vs. PTLC - Expense Ratio Comparison

ONOF has a 0.39% expense ratio, which is lower than PTLC's 0.60% expense ratio.


Dividends

ONOF vs. PTLC - Dividend Comparison

ONOF's dividend yield for the trailing twelve months is around 1.29%, more than PTLC's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
ONOF
Global X Adaptive U.S. Risk Management ETF
1.29%1.38%0.93%1.37%1.92%0.69%0.00%0.00%0.00%0.00%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF
1.01%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Frequently Asked Questions


With a correlation of 0.97, ONOF and PTLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PTLC has higher volatility (4.53%) compared to ONOF (4.36%). In terms of maximum drawdown, ONOF dropped -26.21% vs PTLC's -26.63%.

On 5-year performance, PTLC leads with 10.63% vs 9.14% for ONOF. On fees, ONOF is cheaper at 0.39% per year. On volatility, ONOF has been the lower-risk option at 4.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PTLC has performed better with a 10.63% return vs 9.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ONOF is cheaper with a 0.39% expense ratio, compared with 0.60% for PTLC.

ONOF has the higher dividend yield at 1.29%, compared with 1.01% for PTLC.

ONOF is categorized as Tactical Allocation, while PTLC is Large Cap Blend Equities. ONOF tracks Adaptive Wealth Strategies U.S. Risk Management Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index. They also come from different issuers: Global X and Pacer. Their fees differ too: 0.39% for ONOF and 0.60% for PTLC.

ONOF currently has the higher Sharpe Ratio (1.86 vs 1.66), 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.

Portfolio Optimizer

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