PEVC vs. EINC

Last updated Jul 12, 2026

PEVC (Pacer PE/VC ETF) and EINC (VanEck Energy Income ETF) are both exchange-traded funds - PEVC is a Large Cap Growth Equities fund tracking the FTSE PE/VC Index, while EINC is a Energy Equities fund tracking the MVIS North America Energy Infrastructure Index. Both are passively managed. Over the past year, PEVC returned 20.02% vs 30.66% for EINC. At a 0.12 correlation, their price movements are largely independent. PEVC charges 0.85%/yr vs 0.45%/yr for EINC.

Performance

PEVC vs. EINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer PE/VC ETF (PEVC) and VanEck Energy Income ETF (EINC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PEVC achieves a 9.05% return, which is significantly lower than EINC's 26.77% return.

PEVC

• 1D: 0.76%
• 1M: 4.68%
• 6M: 6.36%
• YTD: 9.05%
• 1Y: 20.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EINC

• 1D: 0.19%
• 1M: 0.78%
• 6M: 28.45%
• YTD: 26.77%
• 1Y: 30.66%
• 3Y*: 28.13%
• 5Y*: 21.31%
• 10Y*: 11.56%

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

PEVC vs. EINC - Yearly Performance Comparison

	2026 (YTD)	2025
PEVC Pacer PE/VC ETF	9.05%	18.18%
EINC VanEck Energy Income ETF	26.77%	3.67%

Correlation

The correlation between PEVC and EINC is -0.14, 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	-0.14
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	0.12

The correlation between PEVC and EINC shifts across timeframes, from -0.14 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

PEVC vs. EINC - Sectors Allocation Comparison

Sectors	PEVC	EINC
Technology	43.3%	-
Communication Services	13.3%	-
Financial Services	11.3%	-
Consumer Cyclical	8.4%	-
Industrials	6.7%	0.6%
Consumer Defensive	5.6%	-
Healthcare	5.5%	-
Basic Materials	2.4%	-
Energy	2.1%	99.4%
Utilities	0.9%	0.6%
Real Estate	0.5%	-

Return for Risk

PEVC vs. EINC — Risk / Return Rank

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

PEVC

PEVC Risk / Return Rank: 36
PEVC Sharpe Ratio Rank: 36
PEVC Sortino Ratio Rank: 34
PEVC Omega Ratio Rank: 33
PEVC Calmar Ratio Rank: 35
PEVC Martin Ratio Rank: 40

EINC

EINC Risk / Return Rank: 78
EINC Sharpe Ratio Rank: 81
EINC Sortino Ratio Rank: 78
EINC Omega Ratio Rank: 77
EINC Calmar Ratio Rank: 87
EINC Martin Ratio Rank: 68

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.

PEVC vs. EINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer PE/VC ETF (PEVC) and VanEck Energy Income ETF (EINC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PEVC	EINC	Difference
Sharpe ratio: Return per unit of total volatility	1.05	2.05	-1.00
Sortino ratio: Return per unit of downside risk	1.50	2.78	-1.29
Omega ratio: Gain probability vs. loss probability	1.18	1.36	-0.17
Calmar ratio: Return relative to maximum drawdown	1.45	3.98	-2.53
Martin ratio: Return relative to average drawdown	4.92	9.80	-4.88

PEVC vs. EINC - Sharpe Ratio Comparison

The current PEVC Sharpe Ratio is 1.05, which is lower than the EINC Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PEVC and EINC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PEVC vs. EINC - Drawdown Comparison

The maximum PEVC drawdown since its inception was -28.92%, smaller than the maximum EINC drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for PEVC and EINC.

Drawdown Indicators

	PEVC	EINC	Difference
Max Drawdown Largest peak-to-trough decline	-28.92%	-87.55%	+58.63%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	-7.89%	-5.08%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-68.85%	—
Current Drawdown Current decline from peak	-2.65%	-3.89%	+1.24%
Average Drawdown Average peak-to-trough decline	-4.47%	-44.02%	+39.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	3.20%	+0.62%

Volatility

PEVC vs. EINC - Volatility Comparison

The current volatility for Pacer PE/VC ETF (PEVC) is 5.57%, while VanEck Energy Income ETF (EINC) has a volatility of 6.16%. This indicates that PEVC experiences smaller price fluctuations and is considered to be less risky than EINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEVC	EINC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	6.16%	-0.59%
Volatility (6M) Calculated over the trailing 6-month period	13.69%	12.26%	+1.43%
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	15.33%	+2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.38%	19.58%	+6.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.38%	25.33%	+1.05%

PEVC vs. EINC - Expense Ratio Comparison

PEVC has a 0.85% expense ratio, which is higher than EINC's 0.45% expense ratio.

Dividends

PEVC vs. EINC - Dividend Comparison

PEVC's dividend yield for the trailing twelve months is around 4.22%, more than EINC's 3.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EINC VanEck Energy Income ETF	3.49%	4.51%	3.33%	3.77%	2.89%	6.03%	6.69%	9.66%	11.31%	8.53%	9.71%	28.53%
PEVC Pacer PE/VC ETF	4.22%	4.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PEVC and EINC in my portfolio?

PEVC and EINC have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEVC or EINC?

EINC has higher volatility (6.16%) compared to PEVC (5.57%). In terms of maximum drawdown, PEVC dropped -28.92% vs EINC's -87.55%.

Which ETF is better, PEVC or EINC?

On 1-year performance, EINC leads with 30.66% vs 20.02% for PEVC. On fees, EINC is cheaper at 0.45% per year. On volatility, PEVC has been the lower-risk option at 5.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PEVC or EINC?

Over the 1-year period, EINC has performed better with a 30.66% return vs 20.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PEVC or EINC?

EINC is cheaper with a 0.45% expense ratio, compared with 0.85% for PEVC.

Which ETF pays a higher dividend yield, PEVC or EINC?

PEVC has the higher dividend yield at 4.22%, compared with 3.49% for EINC.

What is the main difference between PEVC and EINC?

PEVC is categorized as Large Cap Growth Equities, while EINC is Energy Equities. PEVC tracks FTSE PE/VC Index, while EINC tracks MVIS North America Energy Infrastructure Index. They also come from different issuers: Pacer and VanEck. Their fees differ too: 0.85% for PEVC and 0.45% for EINC.

Which has better risk-adjusted returns?

EINC currently has the higher Sharpe Ratio (2.05 vs 1.05), 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.