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PALC vs. ROUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PALC vs. ROUS - 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 Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

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PALC vs. ROUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PALC
Pacer Lunt Large Cap Multi-Factor Alternator ETF
-0.64%7.28%21.24%17.52%-14.74%41.03%22.18%
ROUS
Hartford Multifactor US Equity ETF
2.64%15.21%17.61%15.05%-9.65%27.33%20.14%

Returns By Period

In the year-to-date period, PALC achieves a -0.64% return, which is significantly lower than ROUS's 2.64% return.


PALC

1D
1.77%
1M
-7.15%
YTD
-0.64%
6M
0.82%
1Y
9.32%
3Y*
15.45%
5Y*
8.35%
10Y*

ROUS

1D
1.95%
1M
-4.14%
YTD
2.64%
6M
3.57%
1Y
18.20%
3Y*
15.94%
5Y*
11.03%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PALC vs. ROUS - Expense Ratio Comparison

PALC has a 0.60% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Return for Risk

PALC vs. ROUS — Risk / Return Rank

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

PALC
PALC Risk / Return Rank: 3636
Overall Rank
PALC Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PALC Sortino Ratio Rank: 3434
Sortino Ratio Rank
PALC Omega Ratio Rank: 3333
Omega Ratio Rank
PALC Calmar Ratio Rank: 3838
Calmar Ratio Rank
PALC Martin Ratio Rank: 3939
Martin Ratio Rank

ROUS
ROUS Risk / Return Rank: 6868
Overall Rank
ROUS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 6666
Sortino Ratio Rank
ROUS Omega Ratio Rank: 6565
Omega Ratio Rank
ROUS Calmar Ratio Rank: 6767
Calmar Ratio Rank
ROUS Martin Ratio Rank: 7979
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. ROUS - 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 Hartford Multifactor US Equity ETF (ROUS). 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.


PALCROUSDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.14

-0.51

Sortino ratio

Return per unit of downside risk

0.95

1.68

-0.72

Omega ratio

Gain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratio

Return relative to maximum drawdown

0.94

1.70

-0.76

Martin ratio

Return relative to average drawdown

3.59

8.56

-4.96

PALC vs. ROUS - Sharpe Ratio Comparison

The current PALC Sharpe Ratio is 0.63, which is lower than the ROUS Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PALC and ROUS, 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


PALCROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.14

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.77

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.60

+0.27

Correlation

The correlation between PALC and ROUS is 0.83, 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. ROUS - Dividend Comparison

PALC's dividend yield for the trailing twelve months is around 1.17%, less than ROUS's 1.50% 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%
ROUS
Hartford Multifactor US Equity ETF
1.50%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%

Drawdowns

PALC vs. ROUS - Drawdown Comparison

The maximum PALC drawdown since its inception was -24.45%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for PALC and ROUS.


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Drawdown Indicators


PALCROUSDifference

Max Drawdown

Largest peak-to-trough decline

-24.45%

-35.51%

+11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-11.44%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-18.91%

-5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-7.15%

-4.14%

-3.01%

Average Drawdown

Average peak-to-trough decline

-6.46%

-4.30%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.28%

+0.48%

Volatility

PALC vs. ROUS - Volatility Comparison

Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) has a higher volatility of 4.45% compared to Hartford Multifactor US Equity ETF (ROUS) at 4.16%. This indicates that PALC's price experiences larger fluctuations and is considered to be riskier than ROUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALCROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.16%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

8.79%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

16.06%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

14.37%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

16.94%

+0.29%