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PATN vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PATN vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Nasdaq International Patent Leaders ETF (PATN) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PATN achieves a 40.52% return, which is significantly lower than GSG's 42.58% return.


PATN

1D
-0.39%
1M
16.77%
YTD
40.52%
6M
44.04%
1Y
73.16%
3Y*
5Y*
10Y*

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PATN vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024
PATN
Pacer Nasdaq International Patent Leaders ETF
40.52%40.01%-1.73%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%4.87%

Correlation

The correlation between PATN and GSG is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2024

-0.07

The correlation between PATN and GSG shifts across timeframes, from -0.24 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PATN vs. GSG — Risk / Return Rank

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

PATN
PATN Risk / Return Rank: 9191
Overall Rank
PATN Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PATN Sortino Ratio Rank: 9191
Sortino Ratio Rank
PATN Omega Ratio Rank: 9191
Omega Ratio Rank
PATN Calmar Ratio Rank: 8888
Calmar Ratio Rank
PATN Martin Ratio Rank: 9090
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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.

PATN vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Nasdaq International Patent Leaders ETF (PATN) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


PATNGSGDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.60

1.40

+0.20

Calmar ratioReturn relative to maximum drawdown

5.11

5.47

-0.37

Martin ratioReturn relative to average drawdown

20.70

14.39

+6.31

PATN vs. GSG - Sharpe Ratio Comparison

The current PATN Sharpe Ratio is 3.47, which is higher than the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of PATN and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PATNGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.47

2.26

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

2.28

-0.09

+2.36

Drawdowns

PATN vs. GSG - Drawdown Comparison

The maximum PATN drawdown since its inception was -16.77%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for PATN and GSG.


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Drawdown Indicators


PATNGSGDifference

Max Drawdown

Largest peak-to-trough decline

-16.77%

-89.62%

+72.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-9.46%

-4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.39%

-56.95%

+56.56%

Average Drawdown

Average peak-to-trough decline

-3.15%

-63.71%

+60.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.59%

-0.04%

Volatility

PATN vs. GSG - Volatility Comparison

Pacer Nasdaq International Patent Leaders ETF (PATN) has a higher volatility of 8.84% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 7.65%. This indicates that PATN's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PATNGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.84%

7.65%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

18.16%

20.42%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.18%

22.95%

-1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

22.61%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

22.03%

-1.18%

PATN vs. GSG - Expense Ratio Comparison

PATN has a 0.65% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

PATN vs. GSG - Dividend Comparison

PATN's dividend yield for the trailing twelve months is around 1.60%, while GSG has not paid dividends to shareholders.


Frequently Asked Questions


PATN and GSG have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PATN has higher volatility (8.84%) compared to GSG (7.65%). In terms of maximum drawdown, PATN dropped -16.77% vs GSG's -89.62%.

On 1-year performance, PATN leads with 73.16% vs 51.52% for GSG. On fees, PATN is cheaper at 0.65% per year. On volatility, GSG has been the lower-risk option at 7.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PATN has performed better with a 73.16% return vs 51.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PATN is cheaper with a 0.65% expense ratio, compared with 0.75% for GSG.

PATN has the higher dividend yield at 1.60%, compared with 0.00% for GSG.

PATN is categorized as Foreign Large Cap Equities, while GSG is Commodities. PATN tracks Nasdaq International Patent Leaders Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.65% for PATN and 0.75% for GSG.

PATN currently has the higher Sharpe Ratio (3.47 vs 2.26), 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.

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