PAMC vs. SCHG
Compare and contrast key facts about Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Schwab U.S. Large-Cap Growth ETF (SCHG).
PAMC and SCHG 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 Advisors that tracks the performance of the Lunt Capital U.S. MidCap Multi-Factor Rotation Index. It was launched on Jun 24, 2020. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both PAMC and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAMC or SCHG.
Key characteristics
| PAMC | SCHG | |
|---|---|---|
| YTD Return | 32.70% | 34.22% |
| 1Y Return | 49.74% | 47.39% |
| 3Y Return (Ann) | 9.84% | 11.12% |
| Sharpe Ratio | 2.87 | 2.71 |
| Sortino Ratio | 4.08 | 3.48 |
| Omega Ratio | 1.50 | 1.49 |
| Calmar Ratio | 3.82 | 3.74 |
| Martin Ratio | 16.60 | 14.90 |
| Ulcer Index | 2.88% | 3.10% |
| Daily Std Dev | 16.68% | 17.06% |
| Max Drawdown | -27.04% | -34.59% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PAMC and SCHG is 0.69, 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.
Performance
PAMC vs. SCHG - Performance Comparison
The year-to-date returns for both investments are quite close, with PAMC having a 32.70% return and SCHG slightly higher at 34.22%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PAMC vs. SCHG - Expense Ratio Comparison
PAMC has a 0.60% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
PAMC vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
PAMC vs. SCHG - Dividend Comparison
PAMC's dividend yield for the trailing twelve months is around 0.69%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF | 0.69% | 0.69% | 1.29% | 0.36% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
PAMC vs. SCHG - Drawdown Comparison
The maximum PAMC drawdown since its inception was -27.04%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for PAMC and SCHG. For additional features, visit the drawdowns tool.
Volatility
PAMC vs. SCHG - Volatility Comparison
Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.16% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.