PSCJ vs. AIOO

Last updated Apr 1, 2026

Compare and contrast key facts about Pacer Swan SOS Conservative (July) ETF (PSCJ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO).

PSCJ and AIOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCJ is a passively managed fund by Pacer that tracks the performance of the SPDR S&P 500 ETF Trust. It was launched on Jun 30, 2021. AIOO is an actively managed fund by Allianz. It was launched on Jun 30, 2025.

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.

PSCJ vs. AIOO - Yearly Performance Comparison

	2026 (YTD)	2025
PSCJ Pacer Swan SOS Conservative (July) ETF	-1.46%	5.97%
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF	0.01%	2.67%

Returns By Period

In the year-to-date period, PSCJ achieves a -1.46% return, which is significantly lower than AIOO's 0.01% return.

PSCJ

• 1D: 1.67%
• 1M: -2.19%
• YTD: -1.46%
• 6M: 0.41%
• 1Y: 14.57%
• 3Y*: 12.89%
• 5Y*: —
• 10Y*: —

AIOO

• 1D: 0.08%
• 1M: -0.25%
• YTD: 0.01%
• 6M: 0.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSCJ vs. AIOO - Expense Ratio Comparison

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

AIOO

AllianzIM U.S. Equity Buffer100 Protection ETF

PSCJ

Pacer Swan SOS Conservative (July) ETF

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: 81
PSCJ Sharpe Ratio Rank: 76
PSCJ Sortino Ratio Rank: 81
PSCJ Omega Ratio Rank: 87
PSCJ Calmar Ratio Rank: 76
PSCJ Martin Ratio Rank: 87

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.

	PSCJ	AIOO	Difference
Sharpe ratio Return per unit of total volatility	1.39	—	—
Sortino ratio Return per unit of downside risk	2.11	—	—
Omega ratio Gain probability vs. loss probability	1.36	—	—
Calmar ratio Return relative to maximum drawdown	2.03	—	—
Martin ratio Return relative to average drawdown	10.79	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PSCJ	AIOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	1.82	-0.90

Correlation

The correlation between PSCJ and AIOO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

PSCJ vs. AIOO - Dividend Comparison

Neither PSCJ nor AIOO has paid dividends to shareholders.

Tickers have no history of dividend payments

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	-7.34%	—	—
Current Drawdown Current decline from peak	-2.56%	-0.45%	-2.11%
Average Drawdown Average peak-to-trough decline	-2.27%	-0.19%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.38%	—	—

Volatility

Volatility by Period

	PSCJ	AIOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.99%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.52%	1.99%	+8.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.84%	1.99%	+6.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.84%	1.99%	+6.85%