PFDE vs. PSCX

Last updated Jul 12, 2026

PFDE (Pathfinder Disciplined U.S. Equity ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both exchange-traded funds - PFDE is a Large Cap Blend Equities fund actively managed by Pathfinder, while PSCX is a Defined Outcome fund actively managed by Pacer. Both are actively managed. Their correlation of 0.91 suggests significant overlap in exposure. PFDE charges 0.59%/yr vs 0.75%/yr for PSCX.

Performance

PFDE vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pathfinder Disciplined U.S. Equity ETF (PFDE) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFDE achieves a 13.09% return, which is significantly higher than PSCX's 5.83% return.

PFDE

• 1D: 0.56%
• 1M: 2.90%
• 6M: 11.47%
• YTD: 13.09%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: 0.18%
• 1M: 1.75%
• 6M: 4.94%
• YTD: 5.83%
• 1Y: 13.14%
• 3Y*: 12.34%
• 5Y*: 8.42%
• 10Y*: —

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

PFDE vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
PFDE Pathfinder Disciplined U.S. Equity ETF	13.09%	-0.91%
PSCX Pacer Swan SOS Conservative (December) ETF	5.83%	0.21%

Correlation

The correlation between PFDE and PSCX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 31, 2025	0.91

Return for Risk

PFDE vs. PSCX — Risk / Return Rank

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

PFDE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PSCX

PSCX Risk / Return Rank: 87
PSCX Sharpe Ratio Rank: 89
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 91
PSCX Calmar Ratio Rank: 76
PSCX Martin Ratio Rank: 89

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.

PFDE vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pathfinder Disciplined U.S. Equity ETF (PFDE) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.

	PFDE	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.33	—
Sortino ratio: Return per unit of downside risk	—	3.45	—
Omega ratio: Gain probability vs. loss probability	—	1.47	—
Calmar ratio: Return relative to maximum drawdown	—	3.10	—
Martin ratio: Return relative to average drawdown	—	15.47	—

Drawdowns

PFDE vs. PSCX - Drawdown Comparison

The maximum PFDE drawdown since its inception was -10.37%, roughly equal to the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for PFDE and PSCX.

Drawdown Indicators

	PFDE	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-10.37%	-10.20%	-0.17%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.20%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-0.39%	0.00%	-0.39%
Average Drawdown Average peak-to-trough decline	-2.07%	-1.84%	-0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.84%	—

Volatility

Volatility by Period

	PFDE	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.41%	5.60%	+10.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.41%	7.12%	+9.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.41%	6.95%	+9.46%

PFDE vs. PSCX - Expense Ratio Comparison

PFDE has a 0.59% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

PFDE vs. PSCX - Dividend Comparison

PFDE's dividend yield for the trailing twelve months is around 0.18%, while PSCX has not paid dividends to shareholders.

Position	TTM
PFDE Pathfinder Disciplined U.S. Equity ETF	0.18%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%

Frequently Asked Questions

Can I hold both PFDE and PSCX in my portfolio?

With a correlation of 0.91, PFDE and PSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, PFDE or PSCX?

On fees, PFDE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PFDE or PSCX?

PFDE is cheaper with a 0.59% expense ratio, compared with 0.75% for PSCX.

Which ETF pays a higher dividend yield, PFDE or PSCX?

PFDE has the higher dividend yield at 0.18%, compared with 0.00% for PSCX.

What is the main difference between PFDE and PSCX?

PFDE is categorized as Large Cap Blend Equities, while PSCX is Defined Outcome. They also come from different issuers: Pathfinder and Pacer. Their fees differ too: 0.59% for PFDE and 0.75% for PSCX.