PSCJ vs. AIOO

Last updated Jun 24, 2026

PSCJ (Pacer Swan SOS Conservative (July) ETF) and AIOO (AllianzIM U.S. Equity Buffer100 Protection ETF) are both Defined Outcome funds. PSCJ is passively managed, while AIOO is actively managed. A 0.71 correlation means they provide meaningful diversification when combined. PSCJ charges 0.61%/yr vs 0.64%/yr for AIOO.

Performance

PSCJ vs. AIOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (July) ETF (PSCJ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCJ achieves a 5.09% return, which is significantly higher than AIOO's 2.13% return.

PSCJ

• 1D: 0.02%
• 1M: 0.59%
• YTD: 5.09%
• 6M: 4.91%
• 1Y: 14.74%
• 3Y*: 13.13%
• 5Y*: —
• 10Y*: —

AIOO

• 1D: -0.13%
• 1M: 0.05%
• YTD: 2.13%
• 6M: 1.92%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSCJ vs. AIOO - Yearly Performance Comparison

	2026 (YTD)	2025
PSCJ Pacer Swan SOS Conservative (July) ETF	5.09%	5.97%
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF	2.13%	2.65%

Correlation

The correlation between PSCJ and AIOO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025	0.71

Return for Risk

PSCJ vs. AIOO — Risk / Return Rank

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

PSCJ

PSCJ Risk / Return Rank: 89
PSCJ Sharpe Ratio Rank: 90
PSCJ Sortino Ratio Rank: 94
PSCJ Omega Ratio Rank: 94
PSCJ Calmar Ratio Rank: 75
PSCJ Martin Ratio Rank: 91

AIOO

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

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.

PSCJ vs. AIOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). 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.

	PSCJ	AIOO	Difference
Sharpe ratio: Return per unit of total volatility	2.83	—	—
Sortino ratio: Return per unit of downside risk	4.39	—	—
Omega ratio: Gain probability vs. loss probability	1.64	—	—
Calmar ratio: Return relative to maximum drawdown	3.56	—	—
Martin ratio: Return relative to average drawdown	20.06	—	—

Drawdowns

PSCJ vs. AIOO - Drawdown Comparison

The maximum PSCJ drawdown since its inception was -11.87%, which is greater than AIOO's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for PSCJ and AIOO.

Drawdown Indicators

	PSCJ	AIOO	Difference
Max Drawdown Largest peak-to-trough decline	-11.87%	-0.74%	-11.13%
Max Drawdown (1Y) Largest decline over 1 year	-4.16%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.87%	—	—
Current Drawdown Current decline from peak	0.00%	-0.34%	+0.34%
Average Drawdown Average peak-to-trough decline	-2.17%	-0.18%	-1.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.74%	—	—

Volatility

Volatility by Period

	PSCJ	AIOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.49%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.32%	2.06%	+3.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.68%	2.06%	+6.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.68%	2.06%	+6.62%

PSCJ vs. AIOO - Expense Ratio Comparison

PSCJ has a 0.61% expense ratio, which is lower than AIOO's 0.64% expense ratio.

Dividends

PSCJ vs. AIOO - Dividend Comparison

Neither PSCJ nor AIOO has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSCJ and AIOO in my portfolio?

PSCJ and AIOO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PSCJ or AIOO?

On fees, PSCJ is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PSCJ or AIOO?

PSCJ is cheaper with a 0.61% expense ratio, compared with 0.64% for AIOO.

Which ETF pays a higher dividend yield, PSCJ or AIOO?

PSCJ and AIOO have nearly identical dividend yields, around 0.00%.

What is the main difference between PSCJ and AIOO?

They also come from different issuers: Pacer and Allianz. Their fees differ too: 0.61% for PSCJ and 0.64% for AIOO.