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PAMC vs. QDPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PAMC vs. QDPL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
4.43%1.54%26.20%19.30%-12.15%1.90%
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
-3.59%16.52%22.83%23.66%-16.25%8.32%

Returns By Period

In the year-to-date period, PAMC achieves a 4.43% return, which is significantly higher than QDPL's -3.59% return.


PAMC

1D
1.51%
1M
-4.41%
YTD
4.43%
6M
4.06%
1Y
15.41%
3Y*
14.52%
5Y*
7.43%
10Y*

QDPL

1D
0.73%
1M
-3.91%
YTD
-3.59%
6M
-1.44%
1Y
16.17%
3Y*
16.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAMC vs. QDPL - Expense Ratio Comparison

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


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: 3939
Overall Rank
PAMC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PAMC Sortino Ratio Rank: 3838
Sortino Ratio Rank
PAMC Omega Ratio Rank: 3636
Omega Ratio Rank
PAMC Calmar Ratio Rank: 4242
Calmar Ratio Rank
PAMC Martin Ratio Rank: 4545
Martin Ratio Rank

QDPL
QDPL Risk / Return Rank: 5353
Overall Rank
QDPL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 4949
Sortino Ratio Rank
QDPL Omega Ratio Rank: 5454
Omega Ratio Rank
QDPL Calmar Ratio Rank: 5151
Calmar Ratio Rank
QDPL Martin Ratio Rank: 6363
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. 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.


PAMCQDPLDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.90

-0.19

Sortino ratio

Return per unit of downside risk

1.14

1.39

-0.25

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

1.18

1.37

-0.19

Martin ratio

Return relative to average drawdown

4.56

6.55

-1.99

PAMC vs. QDPL - Sharpe Ratio Comparison

The current PAMC Sharpe Ratio is 0.71, which is comparable to the QDPL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PAMC and QDPL, 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


PAMCQDPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.90

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.64

+0.03

Correlation

The correlation between PAMC and QDPL is 0.80, 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

PAMC vs. QDPL - Dividend Comparison

PAMC's dividend yield for the trailing twelve months is around 1.24%, less than QDPL's 5.10% yield.


TTM202520242023202220212020
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
1.24%1.11%0.97%0.69%1.29%0.36%0.30%
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.10%4.84%5.43%6.30%7.27%2.44%0.00%

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.


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Drawdown Indicators


PAMCQDPLDifference

Max Drawdown

Largest peak-to-trough decline

-27.04%

-22.59%

-4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-11.94%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

Current Drawdown

Current decline from peak

-4.89%

-5.40%

+0.51%

Average Drawdown

Average peak-to-trough decline

-7.66%

-5.30%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.50%

+1.03%

Volatility

PAMC vs. QDPL - Volatility Comparison

Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) has a higher volatility of 9.01% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 5.36%. 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.


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Volatility by Period


PAMCQDPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

5.36%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

9.41%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

18.01%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

15.11%

+5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

15.11%

+5.71%