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PALC vs. SPMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PALC and SPMO is 0.77, 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.


-0.50.00.51.00.8

Performance

PALC vs. SPMO - 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 Invesco S&P 500® Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%SeptemberOctoberNovemberDecember2025February
116.02%
143.45%
PALC
SPMO

Key characteristics

Sharpe Ratio

PALC:

1.09

SPMO:

1.68

Sortino Ratio

PALC:

1.55

SPMO:

2.26

Omega Ratio

PALC:

1.20

SPMO:

1.30

Calmar Ratio

PALC:

1.60

SPMO:

2.34

Martin Ratio

PALC:

4.38

SPMO:

9.27

Ulcer Index

PALC:

3.32%

SPMO:

3.32%

Daily Std Dev

PALC:

13.38%

SPMO:

18.31%

Max Drawdown

PALC:

-24.45%

SPMO:

-30.95%

Current Drawdown

PALC:

-3.51%

SPMO:

-3.35%

Returns By Period

In the year-to-date period, PALC achieves a 3.20% return, which is significantly lower than SPMO's 5.04% return.


PALC

YTD

3.20%

1M

-0.03%

6M

4.08%

1Y

12.49%

5Y*

N/A

10Y*

N/A

SPMO

YTD

5.04%

1M

-0.24%

6M

12.13%

1Y

27.47%

5Y*

21.23%

10Y*

N/A

*Annualized

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PALC vs. SPMO - Expense Ratio Comparison

PALC has a 0.60% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Expense ratio chart for PALC: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SPMO: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

PALC vs. SPMO — Risk-Adjusted Performance Rank

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

PALC
The Risk-Adjusted Performance Rank of PALC is 5454
Overall Rank
The Sharpe Ratio Rank of PALC is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PALC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of PALC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of PALC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PALC is 5252
Martin Ratio Rank

SPMO
The Risk-Adjusted Performance Rank of SPMO is 7878
Overall Rank
The Sharpe Ratio Rank of SPMO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PALC vs. SPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) and Invesco S&P 500® Momentum ETF (SPMO). 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.


The chart of Sharpe ratio for PALC, currently valued at 1.09, compared to the broader market0.002.004.001.091.68
The chart of Sortino ratio for PALC, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.0012.001.552.26
The chart of Omega ratio for PALC, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.30
The chart of Calmar ratio for PALC, currently valued at 1.60, compared to the broader market0.005.0010.0015.0020.001.602.34
The chart of Martin ratio for PALC, currently valued at 4.38, compared to the broader market0.0020.0040.0060.0080.00100.004.389.27
PALC
SPMO

The current PALC Sharpe Ratio is 1.09, which is lower than the SPMO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of PALC and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.09
1.68
PALC
SPMO

Dividends

PALC vs. SPMO - Dividend Comparison

PALC's dividend yield for the trailing twelve months is around 0.90%, more than SPMO's 0.46% yield.


TTM2024202320222021202020192018201720162015
PALC
Pacer Lunt Large Cap Multi-Factor Alternator ETF
0.90%0.93%0.74%1.69%0.64%0.72%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF
0.46%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

PALC vs. SPMO - Drawdown Comparison

The maximum PALC drawdown since its inception was -24.45%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for PALC and SPMO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.51%
-3.35%
PALC
SPMO

Volatility

PALC vs. SPMO - Volatility Comparison

The current volatility for Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) is 3.71%, while Invesco S&P 500® Momentum ETF (SPMO) has a volatility of 4.82%. This indicates that PALC experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.71%
4.82%
PALC
SPMO