PAMC vs. QDPL
Compare and contrast key facts about Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL).
PAMC and QDPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PAMC is a passively managed fund by Pacer that tracks the performance of the Lunt Capital U.S. MidCap Multi-Factor Rotation Index. It was launched on Jun 24, 2020. QDPL is an actively managed fund by Pacer. It was launched on Jul 12, 2021.
Performance
PAMC vs. QDPL - Performance Comparison
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PAMC vs. QDPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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*
- —
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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
PAMC
QDPL
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 ratioReturn per unit of total volatility | 0.71 | 0.90 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.39 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.37 | -0.19 |
Martin ratioReturn relative to average drawdown | 4.56 | 6.55 | -1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PAMC | QDPL | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
| PAMC | QDPL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.89% | -5.40% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -5.30% | -2.36% |
Ulcer IndexDepth 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
| PAMC | QDPL | Difference | |
|---|---|---|---|
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% |