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PAMC vs. PTLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAMC vs. PTLC - Performance Comparison

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

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PAMC vs. PTLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
2.88%1.54%26.20%19.30%-12.15%13.15%34.03%
PTLC
Pacer Trendpilot US Large Cap ETF
-5.61%5.10%24.31%16.78%-8.62%27.90%22.46%

Returns By Period

In the year-to-date period, PAMC achieves a 2.88% return, which is significantly higher than PTLC's -5.61% return.


PAMC

1D
4.11%
1M
-4.94%
YTD
2.88%
6M
2.73%
1Y
14.36%
3Y*
13.95%
5Y*
7.11%
10Y*

PTLC

1D
1.45%
1M
-6.19%
YTD
-5.61%
6M
-3.19%
1Y
3.04%
3Y*
12.35%
5Y*
9.42%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAMC vs. PTLC - Expense Ratio Comparison

Both PAMC and PTLC have an expense ratio of 0.60%.


Return for Risk

PAMC vs. PTLC — Risk / Return Rank

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

PAMC
PAMC Risk / Return Rank: 4040
Overall Rank
PAMC Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PAMC Sortino Ratio Rank: 3939
Sortino Ratio Rank
PAMC Omega Ratio Rank: 3737
Omega Ratio Rank
PAMC Calmar Ratio Rank: 4444
Calmar Ratio Rank
PAMC Martin Ratio Rank: 4545
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 1919
Overall Rank
PTLC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 1818
Sortino Ratio Rank
PTLC Omega Ratio Rank: 1818
Omega Ratio Rank
PTLC Calmar Ratio Rank: 2121
Calmar Ratio Rank
PTLC Martin Ratio Rank: 2020
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.

PAMC vs. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.


PAMCPTLCDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.26

+0.40

Sortino ratio

Return per unit of downside risk

1.08

0.42

+0.66

Omega ratio

Gain probability vs. loss probability

1.14

1.06

+0.09

Calmar ratio

Return relative to maximum drawdown

1.09

0.39

+0.70

Martin ratio

Return relative to average drawdown

4.20

1.04

+3.16

PAMC vs. PTLC - Sharpe Ratio Comparison

The current PAMC Sharpe Ratio is 0.67, which is higher than the PTLC Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of PAMC and PTLC, 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


PAMCPTLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.26

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.80

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.63

+0.03

Correlation

The correlation between PAMC and PTLC is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PAMC vs. PTLC - Dividend Comparison

PAMC's dividend yield for the trailing twelve months is around 1.26%, more than PTLC's 1.13% yield.


TTM20252024202320222021202020192018201720162015
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
1.26%1.11%0.97%0.69%1.29%0.36%0.30%0.00%0.00%0.00%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF
1.13%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Drawdowns

PAMC vs. PTLC - Drawdown Comparison

The maximum PAMC drawdown since its inception was -27.04%, roughly equal to the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for PAMC and PTLC.


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Drawdown Indicators


PAMCPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-27.04%

-26.63%

-0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-8.77%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-15.17%

-11.87%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

Current Drawdown

Current decline from peak

-6.30%

-7.45%

+1.15%

Average Drawdown

Average peak-to-trough decline

-7.66%

-5.70%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.28%

+0.24%

Volatility

PAMC vs. PTLC - Volatility Comparison

Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) has a higher volatility of 9.01% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 4.59%. This indicates that PAMC's price experiences larger fluctuations and is considered to be riskier than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAMCPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

4.59%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

9.15%

+5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

11.60%

+10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

11.80%

+8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

13.17%

+7.65%