PAMC vs. QDPL

Last updated Jun 4, 2026

PAMC (Pacer Lunt MidCap Multi-Factor Alternator ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both exchange-traded funds - PAMC is a Mid Cap Growth Equities fund tracking the Lunt Capital U.S. MidCap Multi-Factor Rotation Index, while QDPL is a Large Cap Blend Equities fund actively managed by Pacer. PAMC is passively managed, while QDPL is actively managed. Over the past 3 years, PAMC returned 18.46%/yr vs 20.64%/yr for QDPL. A 0.80 correlation means they provide meaningful diversification when combined. Both charge a 0.60% expense ratio.

Performance

PAMC vs. QDPL - 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 Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PAMC achieves a 17.95% return, which is significantly higher than QDPL's 10.40% return.

PAMC

• 1D: 0.20%
• 1M: 5.18%
• YTD: 17.95%
• 6M: 18.02%
• 1Y: 28.44%
• 3Y*: 18.46%
• 5Y*: 8.58%
• 10Y*: —

QDPL

• 1D: -0.65%
• 1M: 5.23%
• YTD: 10.40%
• 6M: 10.54%
• 1Y: 26.37%
• 3Y*: 20.64%
• 5Y*: —
• 10Y*: —

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

PAMC vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	17.95%	1.54%	26.20%	19.30%	-12.15%	1.90%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	10.40%	16.52%	22.83%	23.66%	-16.25%	8.32%

Correlation

The correlation between PAMC and QDPL is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021	0.80

The correlation between PAMC and QDPL shifts across timeframes, from 0.66 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

PAMC vs. QDPL - Sectors Allocation Comparison

Sectors	PAMC	QDPL
Industrials	25.6%	6.3%
Financial Services	16.5%	10.3%
Technology	14.1%	27.6%
Consumer Cyclical	12.1%	8.4%
Energy	10.8%	2.4%
Basic Materials	5.4%	1.4%
Consumer Defensive	4.2%	4.0%
Real Estate	4.1%	1.5%
Healthcare	3.4%	7.6%
Utilities	3.1%	2.1%
Communication Services	0.8%	8.5%

Return for Risk

PAMC vs. QDPL — Risk / Return Rank

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

PAMC

PAMC Risk / Return Rank: 50
PAMC Sharpe Ratio Rank: 44
PAMC Sortino Ratio Rank: 45
PAMC Omega Ratio Rank: 44
PAMC Calmar Ratio Rank: 56
PAMC Martin Ratio Rank: 58

QDPL

QDPL Risk / Return Rank: 67
QDPL Sharpe Ratio Rank: 66
QDPL Sortino Ratio Rank: 66
QDPL Omega Ratio Rank: 66
QDPL Calmar Ratio Rank: 61
QDPL Martin Ratio Rank: 75

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. QDPL - 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 Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). 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.

	PAMC	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	1.55	2.23	-0.68
Sortino ratio: Return per unit of downside risk	2.26	3.11	-0.85
Omega ratio: Gain probability vs. loss probability	1.29	1.41	-0.12
Calmar ratio: Return relative to maximum drawdown	2.79	3.06	-0.28
Martin ratio: Return relative to average drawdown	10.32	14.37	-4.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PAMC vs. QDPL - Sharpe Ratio Comparison

The current PAMC Sharpe Ratio is 1.55, which is lower than the QDPL Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PAMC and QDPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PAMC	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	2.23	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.83	-0.06

Drawdowns

PAMC vs. QDPL - Drawdown Comparison

The maximum PAMC drawdown since its inception was -27.04%, which is greater than QDPL's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PAMC and QDPL.

Drawdown Indicators

	PAMC	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-27.04%	-22.59%	-4.45%
Max Drawdown (1Y) Largest decline over 1 year	-10.24%	-8.65%	-1.59%
Max Drawdown (3Y) Largest decline over 3 years	-26.07%	-17.75%	-8.32%
Max Drawdown (5Y) Largest decline over 5 years	-27.04%	—	—
Current Drawdown Current decline from peak	0.00%	-0.65%	+0.65%
Average Drawdown Average peak-to-trough decline	-7.47%	-5.14%	-2.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	1.84%	+0.92%

Volatility

PAMC vs. QDPL - Volatility Comparison

Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) has a higher volatility of 5.65% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 2.69%. This indicates that PAMC's price experiences larger fluctuations and is considered to be riskier than QDPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PAMC	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.65%	2.69%	+2.96%
Volatility (6M) Calculated over the trailing 6-month period	14.17%	9.00%	+5.17%
Volatility (1Y) Calculated over the trailing 1-year period	18.44%	11.89%	+6.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.40%	15.01%	+5.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.73%	15.01%	+5.72%

PAMC vs. QDPL - Expense Ratio Comparison

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

Dividends

PAMC vs. QDPL - Dividend Comparison

PAMC's dividend yield for the trailing twelve months is around 1.10%, less than QDPL's 5.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	1.10%	1.11%	0.97%	0.69%	1.29%	0.36%	0.30%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.05%	4.84%	5.43%	6.30%	7.27%	2.44%	0.00%

Frequently Asked Questions

Can I hold both PAMC and QDPL in my portfolio?

PAMC and QDPL have a correlation of 0.66, 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 QDPL?

PAMC has higher volatility (5.65%) compared to QDPL (2.69%). In terms of maximum drawdown, PAMC dropped -27.04% vs QDPL's -22.59%.

Which ETF is better, PAMC or QDPL?

On 3-year performance, QDPL leads with 20.64% vs 18.46% for PAMC. Both ETFs have the same 0.60% expense ratio. On volatility, QDPL has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PAMC or QDPL?

Over the 3-year period, QDPL has performed better with a 20.64% return vs 18.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PAMC or QDPL?

PAMC and QDPL have the same expense ratio: 0.60% per year.

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

QDPL has the higher dividend yield at 5.05%, compared with 1.10% for PAMC.

What is the main difference between PAMC and QDPL?

PAMC is categorized as Mid Cap Growth Equities, while QDPL is Large Cap Blend Equities.

Which has better risk-adjusted returns?

QDPL currently has the higher Sharpe Ratio (2.23 vs 1.55), 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.