PALC vs. BIBL

Last updated Jun 24, 2026

PALC (Pacer Lunt Large Cap Multi-Factor Alternator ETF) and BIBL (Inspire 100 ETF) are both Large Cap Growth Equities funds - PALC tracks the Lunt Capital U.S. Large Cap Multi-Factor Rotation Index while BIBL tracks the Inspire 100 Index. Both are passively managed. Over the past 5 years, PALC returned 9.43%/yr vs 10.30%/yr for BIBL. Their correlation of 0.82 suggests significant overlap in exposure. PALC charges 0.60%/yr vs 0.35%/yr for BIBL.

Performance

PALC vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PALC achieves a 10.24% return, which is significantly lower than BIBL's 24.57% return.

PALC

• 1D: -2.85%
• 1M: 2.12%
• YTD: 10.24%
• 6M: 9.48%
• 1Y: 19.99%
• 3Y*: 16.40%
• 5Y*: 9.43%
• 10Y*: —

BIBL

• 1D: -2.18%
• 1M: 4.42%
• YTD: 24.57%
• 6M: 23.10%
• 1Y: 40.13%
• 3Y*: 22.41%
• 5Y*: 10.30%
• 10Y*: —

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

PALC vs. BIBL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PALC Pacer Lunt Large Cap Multi-Factor Alternator ETF	10.24%	7.28%	21.24%	17.52%	-14.74%	41.03%	23.19%
BIBL Inspire 100 ETF	24.57%	17.27%	12.49%	17.87%	-23.26%	27.44%	24.83%

Correlation

The correlation between PALC and BIBL is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020	0.82

The correlation between PALC and BIBL has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

PALC vs. BIBL - Sectors Allocation Comparison

Sectors	PALC	BIBL
Healthcare	27.1%	4.1%
Technology	21.3%	31.9%
Industrials	15.8%	27.2%
Consumer Defensive	12.5%	0.4%
Financial Services	8.4%	8.5%
Consumer Cyclical	4.4%	0.3%
Energy	3.5%	6.0%
Basic Materials	2.4%	4.3%
Utilities	2.3%	3.3%
Communication Services	1.7%	-
Real Estate	0.3%	13.7%

Return for Risk

PALC vs. BIBL — Risk / Return Rank

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

PALC

PALC Risk / Return Rank: 46
PALC Sharpe Ratio Rank: 45
PALC Sortino Ratio Rank: 43
PALC Omega Ratio Rank: 44
PALC Calmar Ratio Rank: 48
PALC Martin Ratio Rank: 51

BIBL

BIBL Risk / Return Rank: 82
BIBL Sharpe Ratio Rank: 81
BIBL Sortino Ratio Rank: 78
BIBL Omega Ratio Rank: 76
BIBL Calmar Ratio Rank: 86
BIBL 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.

PALC vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) and Inspire 100 ETF (BIBL). 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.

	PALC	BIBL	Difference
Sharpe ratio: Return per unit of total volatility	1.51	2.45	-0.94
Sortino ratio: Return per unit of downside risk	2.10	3.25	-1.15
Omega ratio: Gain probability vs. loss probability	1.27	1.42	-0.15
Calmar ratio: Return relative to maximum drawdown	2.25	4.51	-2.26
Martin ratio: Return relative to average drawdown	8.15	19.18	-11.03

PALC vs. BIBL - Sharpe Ratio Comparison

The current PALC Sharpe Ratio is 1.51, which is lower than the BIBL Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of PALC and BIBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PALC vs. BIBL - Drawdown Comparison

The maximum PALC drawdown since its inception was -24.45%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for PALC and BIBL.

Drawdown Indicators

	PALC	BIBL	Difference
Max Drawdown Largest peak-to-trough decline	-24.45%	-36.12%	+11.67%
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	-8.94%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-17.39%	-20.60%	+3.21%
Max Drawdown (5Y) Largest decline over 5 years	-24.45%	-30.85%	+6.40%
Current Drawdown Current decline from peak	-2.85%	-2.18%	-0.67%
Average Drawdown Average peak-to-trough decline	-6.29%	-7.00%	+0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	2.10%	+0.36%

Volatility

PALC vs. BIBL - Volatility Comparison

Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) has a higher volatility of 7.41% compared to Inspire 100 ETF (BIBL) at 6.91%. This indicates that PALC's price experiences larger fluctuations and is considered to be riskier than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PALC	BIBL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	6.91%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	10.87%	13.67%	-2.80%
Volatility (1Y) Calculated over the trailing 1-year period	13.38%	16.47%	-3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.47%	19.76%	-3.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.23%	21.11%	-3.88%

PALC vs. BIBL - Expense Ratio Comparison

PALC has a 0.60% expense ratio, which is higher than BIBL's 0.35% expense ratio.

Dividends

PALC vs. BIBL - Dividend Comparison

PALC's dividend yield for the trailing twelve months is around 1.06%, more than BIBL's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIBL Inspire 100 ETF	0.95%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%
PALC Pacer Lunt Large Cap Multi-Factor Alternator ETF	1.06%	1.08%	0.93%	0.74%	1.69%	0.64%	0.72%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PALC and BIBL in my portfolio?

PALC and BIBL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PALC or BIBL?

PALC has higher volatility (7.41%) compared to BIBL (6.91%). In terms of maximum drawdown, PALC dropped -24.45% vs BIBL's -36.12%.

Which ETF is better, PALC or BIBL?

On 5-year performance, BIBL leads with 10.30% vs 9.43% for PALC. On fees, BIBL is cheaper at 0.35% per year. On volatility, BIBL has been the lower-risk option at 6.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PALC or BIBL?

Over the 5-year period, BIBL has performed better with a 10.30% return vs 9.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PALC or BIBL?

BIBL is cheaper with a 0.35% expense ratio, compared with 0.60% for PALC.

Which ETF pays a higher dividend yield, PALC or BIBL?

PALC has the higher dividend yield at 1.06%, compared with 0.95% for BIBL.

What is the main difference between PALC and BIBL?

PALC tracks Lunt Capital U.S. Large Cap Multi-Factor Rotation Index, while BIBL tracks Inspire 100 Index. They also come from different issuers: Pacer and Inspire. Their fees differ too: 0.60% for PALC and 0.35% for BIBL.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.45 vs 1.51), 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.