PAMC vs. FCUS

Last updated Jun 24, 2026

PAMC (Pacer Lunt MidCap Multi-Factor Alternator ETF) and FCUS (Pinnacle Focused Opportunities ETF) are both Mid Cap Growth Equities funds. PAMC is passively managed, while FCUS is actively managed. Over the past 3 years, PAMC returned 18.49%/yr vs 34.86%/yr for FCUS. A 0.71 correlation means they provide meaningful diversification when combined. PAMC charges 0.60%/yr vs 0.79%/yr for FCUS.

Performance

PAMC vs. FCUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Pinnacle Focused Opportunities ETF (FCUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PAMC achieves a 18.25% return, which is significantly lower than FCUS's 43.18% return.

PAMC

• 1D: -1.11%
• 1M: 3.39%
• YTD: 18.25%
• 6M: 15.73%
• 1Y: 29.68%
• 3Y*: 18.49%
• 5Y*: 9.24%
• 10Y*: —

FCUS

• 1D: -3.77%
• 1M: 1.78%
• YTD: 43.18%
• 6M: 40.26%
• 1Y: 87.27%
• 3Y*: 34.86%
• 5Y*: —
• 10Y*: —

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

PAMC vs. FCUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	18.25%	1.54%	26.20%	19.30%	-0.63%
FCUS Pinnacle Focused Opportunities ETF	43.18%	13.69%	30.59%	21.13%	0.87%

Correlation

The correlation between PAMC and FCUS is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (All Time) Calculated using the full available price history since Dec 30, 2022	0.71

The correlation between PAMC and FCUS shifts across timeframes, from 0.58 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

PAMC vs. FCUS - Sectors Allocation Comparison

Sectors	PAMC	FCUS
Industrials	25.8%	9.2%
Technology	16.1%	53.3%
Financial Services	15.8%	-
Consumer Cyclical	11.8%	3.1%
Energy	9.8%	17.1%
Basic Materials	5.6%	11.1%
Real Estate	4.0%	-
Consumer Defensive	3.8%	3.7%
Healthcare	3.4%	2.6%
Utilities	3.1%	-
Communication Services	0.7%	2.2%

Return for Risk

PAMC vs. FCUS — Risk / Return Rank

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

PAMC

PAMC Risk / Return Rank: 55
PAMC Sharpe Ratio Rank: 49
PAMC Sortino Ratio Rank: 50
PAMC Omega Ratio Rank: 48
PAMC Calmar Ratio Rank: 63
PAMC Martin Ratio Rank: 64

FCUS

FCUS Risk / Return Rank: 78
FCUS Sharpe Ratio Rank: 82
FCUS Sortino Ratio Rank: 64
FCUS Omega Ratio Rank: 69
FCUS Calmar Ratio Rank: 89
FCUS Martin Ratio Rank: 86

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.

PAMC vs. FCUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Pinnacle Focused Opportunities ETF (FCUS). 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.

	PAMC	FCUS	Difference
Sharpe ratio: Return per unit of total volatility	1.58	2.46	-0.88
Sortino ratio: Return per unit of downside risk	2.29	2.77	-0.48
Omega ratio: Gain probability vs. loss probability	1.29	1.38	-0.09
Calmar ratio: Return relative to maximum drawdown	2.91	4.96	-2.05
Martin ratio: Return relative to average drawdown	10.77	17.12	-6.35

PAMC vs. FCUS - Sharpe Ratio Comparison

The current PAMC Sharpe Ratio is 1.58, which is lower than the FCUS Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of PAMC and FCUS, 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

PAMC vs. FCUS - Drawdown Comparison

The maximum PAMC drawdown since its inception was -27.04%, smaller than the maximum FCUS drawdown of -39.89%. Use the drawdown chart below to compare losses from any high point for PAMC and FCUS.

Drawdown Indicators

	PAMC	FCUS	Difference
Max Drawdown Largest peak-to-trough decline	-27.04%	-39.89%	+12.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.24%	-17.70%	+7.46%
Max Drawdown (3Y) Largest decline over 3 years	-26.07%	-39.89%	+13.82%
Max Drawdown (5Y) Largest decline over 5 years	-26.61%	—	—
Current Drawdown Current decline from peak	-1.11%	-4.59%	+3.48%
Average Drawdown Average peak-to-trough decline	-7.41%	-7.51%	+0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	5.11%	-2.35%

Volatility

PAMC vs. FCUS - Volatility Comparison

The current volatility for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) is 5.44%, while Pinnacle Focused Opportunities ETF (FCUS) has a volatility of 12.35%. This indicates that PAMC experiences smaller price fluctuations and is considered to be less risky than FCUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PAMC	FCUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	12.35%	-6.91%
Volatility (6M) Calculated over the trailing 6-month period	14.37%	27.05%	-12.68%
Volatility (1Y) Calculated over the trailing 1-year period	18.90%	35.63%	-16.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.40%	30.33%	-9.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.72%	30.33%	-9.61%

PAMC vs. FCUS - Expense Ratio Comparison

PAMC has a 0.60% expense ratio, which is lower than FCUS's 0.79% expense ratio.

Dividends

PAMC vs. FCUS - Dividend Comparison

PAMC's dividend yield for the trailing twelve months is around 1.10%, less than FCUS's 3.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
FCUS Pinnacle Focused Opportunities ETF	3.02%	4.33%	11.19%	0.00%	0.00%	0.00%	0.00%
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	1.10%	1.11%	0.97%	0.69%	1.29%	0.36%	0.30%

Frequently Asked Questions

Can I hold both PAMC and FCUS in my portfolio?

PAMC and FCUS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PAMC or FCUS?

FCUS has higher volatility (12.35%) compared to PAMC (5.44%). In terms of maximum drawdown, PAMC dropped -27.04% vs FCUS's -39.89%.

Which ETF is better, PAMC or FCUS?

On 3-year performance, FCUS leads with 34.86% vs 18.49% for PAMC. On fees, PAMC is cheaper at 0.60% per year. On volatility, PAMC has been the lower-risk option at 5.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PAMC or FCUS?

Over the 3-year period, FCUS has performed better with a 34.86% return vs 18.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PAMC or FCUS?

PAMC is cheaper with a 0.60% expense ratio, compared with 0.79% for FCUS.

Which ETF pays a higher dividend yield, PAMC or FCUS?

FCUS has the higher dividend yield at 3.02%, compared with 1.10% for PAMC.

What is the main difference between PAMC and FCUS?

They also come from different issuers: Pacer and Pinnacle. Their fees differ too: 0.60% for PAMC and 0.79% for FCUS.

Which has better risk-adjusted returns?

FCUS currently has the higher Sharpe Ratio (2.46 vs 1.58), 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.