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PALC vs. OUSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PALC vs. OUSA - 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 OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

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PALC vs. OUSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PALC
Pacer Lunt Large Cap Multi-Factor Alternator ETF
-0.51%7.28%21.24%17.52%-14.74%41.03%22.18%
OUSA
OShares U.S. Quality Dividend ETF
-3.08%10.23%17.09%13.44%-9.33%23.75%17.34%

Returns By Period

In the year-to-date period, PALC achieves a -0.51% return, which is significantly higher than OUSA's -3.08% return.


PALC

1D
0.14%
1M
-6.59%
YTD
-0.51%
6M
1.07%
1Y
9.12%
3Y*
15.50%
5Y*
8.38%
10Y*

OUSA

1D
0.09%
1M
-5.67%
YTD
-3.08%
6M
-0.81%
1Y
6.59%
3Y*
11.55%
5Y*
8.68%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PALC vs. OUSA - Expense Ratio Comparison

PALC has a 0.60% expense ratio, which is higher than OUSA's 0.48% expense ratio.


Return for Risk

PALC vs. OUSA — Risk / Return Rank

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

PALC
PALC Risk / Return Rank: 3232
Overall Rank
PALC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PALC Sortino Ratio Rank: 3030
Sortino Ratio Rank
PALC Omega Ratio Rank: 2929
Omega Ratio Rank
PALC Calmar Ratio Rank: 3333
Calmar Ratio Rank
PALC Martin Ratio Rank: 3535
Martin Ratio Rank

OUSA
OUSA Risk / Return Rank: 2626
Overall Rank
OUSA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OUSA Sortino Ratio Rank: 2525
Sortino Ratio Rank
OUSA Omega Ratio Rank: 2525
Omega Ratio Rank
OUSA Calmar Ratio Rank: 2727
Calmar Ratio Rank
OUSA Martin Ratio Rank: 2929
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.

PALC vs. OUSA - 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 OShares U.S. Quality Dividend ETF (OUSA). 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.


PALCOUSADifference

Sharpe ratio

Return per unit of total volatility

0.62

0.48

+0.14

Sortino ratio

Return per unit of downside risk

0.94

0.79

+0.15

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

0.90

0.64

+0.26

Martin ratio

Return relative to average drawdown

3.39

2.59

+0.80

PALC vs. OUSA - Sharpe Ratio Comparison

The current PALC Sharpe Ratio is 0.62, which is comparable to the OUSA Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of PALC and OUSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PALCOUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.48

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.66

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.66

+0.21

Correlation

The correlation between PALC and OUSA is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PALC vs. OUSA - Dividend Comparison

PALC's dividend yield for the trailing twelve months is around 1.17%, less than OUSA's 1.46% yield.


TTM20252024202320222021202020192018201720162015
PALC
Pacer Lunt Large Cap Multi-Factor Alternator ETF
1.17%1.08%0.93%0.74%1.69%0.64%0.72%0.00%0.00%0.00%0.00%0.00%
OUSA
OShares U.S. Quality Dividend ETF
1.46%1.39%1.50%1.81%1.92%1.56%2.03%2.31%3.06%2.15%2.32%1.17%

Drawdowns

PALC vs. OUSA - Drawdown Comparison

The maximum PALC drawdown since its inception was -24.45%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for PALC and OUSA.


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Drawdown Indicators


PALCOUSADifference

Max Drawdown

Largest peak-to-trough decline

-24.45%

-33.12%

+8.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-9.80%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-19.54%

-4.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-7.02%

-6.57%

-0.45%

Average Drawdown

Average peak-to-trough decline

-6.46%

-3.54%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.42%

+0.37%

Volatility

PALC vs. OUSA - Volatility Comparison

Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) has a higher volatility of 4.27% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.78%. This indicates that PALC's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALCOUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

3.78%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

7.25%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

13.83%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

13.31%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

15.14%

+2.09%