PSCC vs. FAAR
PSCC (Invesco S&P SmallCap Consumer Staples ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples, while FAAR is a Commodities fund actively managed by First Trust. PSCC is passively managed, while FAAR is actively managed. Over the past 10 years, PSCC returned 6.86%/yr vs 4.74%/yr for FAAR. At a 0.01 correlation, their price movements are largely independent. PSCC charges 0.29%/yr vs 0.95%/yr for FAAR.
Performance
PSCC vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, PSCC achieves a 13.30% return, which is significantly lower than FAAR's 20.28% return. Over the past 10 years, PSCC has outperformed FAAR with an annualized return of 6.86%, while FAAR has yielded a comparatively lower 4.74% annualized return.
PSCC
- 1D
- 1.64%
- 1M
- 7.13%
- YTD
- 13.30%
- 6M
- 10.82%
- 1Y
- 7.27%
- 3Y*
- 0.60%
- 5Y*
- 2.02%
- 10Y*
- 6.86%
FAAR
- 1D
- 0.31%
- 1M
- -4.57%
- YTD
- 20.28%
- 6M
- 20.86%
- 1Y
- 26.92%
- 3Y*
- 10.85%
- 5Y*
- 8.03%
- 10Y*
- 4.74%
PSCC vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 13.30% | -16.47% | 0.98% | 14.83% | -6.66% | 28.82% | 11.17% | 17.39% | -6.72% | 9.72% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 20.28% | 8.07% | 5.97% | -5.63% | 10.15% | 12.34% | 8.60% | -1.28% | -9.17% | 5.00% |
Correlation
The correlation between PSCC and FAAR is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 23, 2016 | 0.01 |
The correlation between PSCC and FAAR shifts across timeframes, from -0.10 (1 year) to 0.01 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PSCC vs. FAAR — Risk / Return Rank
PSCC
FAAR
PSCC vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| PSCC | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 4.72 | -4.26 |
| Martin ratioReturn relative to average drawdown | 0.80 | 14.40 | -13.60 |
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Drawdowns
PSCC vs. FAAR - Drawdown Comparison
The maximum PSCC drawdown since its inception was -33.61%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for PSCC and FAAR.
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Drawdown Indicators
| PSCC | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -18.03% | -15.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.17% | -5.68% | -9.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -11.54% | -11.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -18.03% | -5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | -18.03% | -15.58% |
Current DrawdownCurrent decline from peak | -11.54% | -5.39% | -6.15% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -7.83% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.69% | 1.87% | +6.82% |
Volatility
PSCC vs. FAAR - Volatility Comparison
Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a higher volatility of 4.61% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.50%. This indicates that PSCC's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCC | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 2.50% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 9.71% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 13.36% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 12.95% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 11.53% | +7.78% |
PSCC vs. FAAR - Expense Ratio Comparison
PSCC has a 0.29% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
PSCC vs. FAAR - Dividend Comparison
PSCC's dividend yield for the trailing twelve months is around 1.97%, less than FAAR's 9.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.57% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% | 0.00% | 0.00% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.97% | 2.35% | 1.88% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% |
Frequently Asked Questions
PSCC and FAAR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSCC has higher volatility (4.61%) compared to FAAR (2.50%). In terms of maximum drawdown, PSCC dropped -33.61% vs FAAR's -18.03%.
On 10-year performance, PSCC leads with 6.86% vs 4.74% for FAAR. On fees, PSCC is cheaper at 0.29% per year. On volatility, FAAR has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, PSCC has performed better with a 6.86% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PSCC is cheaper with a 0.29% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 9.57%, compared with 1.97% for PSCC.
PSCC is categorized as Consumer Staples Equities, while FAAR is Commodities. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.29% for PSCC and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (2.01 vs 0.42), 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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