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PSCJ vs. JANB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCJ vs. JANB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (July) ETF (PSCJ) and Aptus January Buffer ETF (JANB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PSCJ having a 5.10% return and JANB slightly higher at 5.24%.


PSCJ

1D
0.02%
1M
0.60%
YTD
5.10%
6M
4.86%
1Y
13.51%
3Y*
13.13%
5Y*
10Y*

JANB

1D
-0.07%
1M
-0.23%
YTD
5.24%
6M
5.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCJ vs. JANB - Yearly Performance Comparison


2026 (YTD)2025
PSCJ
Pacer Swan SOS Conservative (July) ETF
5.10%2.24%
JANB
Aptus January Buffer ETF
5.24%2.76%

Correlation

The correlation between PSCJ and JANB is 0.87, 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 Oct 14, 2025

0.87

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Return for Risk

PSCJ vs. JANB — Risk / Return Rank

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

PSCJ
PSCJ Risk / Return Rank: 8888
Overall Rank
PSCJ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PSCJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
PSCJ Omega Ratio Rank: 9494
Omega Ratio Rank
PSCJ Calmar Ratio Rank: 7373
Calmar Ratio Rank
PSCJ Martin Ratio Rank: 9090
Martin Ratio Rank

JANB

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. JANB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) and Aptus January Buffer ETF (JANB). 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.


PSCJJANBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.59

Calmar ratioReturn relative to maximum drawdown

3.26

Martin ratioReturn relative to average drawdown

18.39

PSCJ vs. JANB - Sharpe Ratio Comparison


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Drawdowns

PSCJ vs. JANB - Drawdown Comparison

The maximum PSCJ drawdown since its inception was -11.87%, which is greater than JANB's maximum drawdown of -6.52%. Use the drawdown chart below to compare losses from any high point for PSCJ and JANB.


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Drawdown Indicators


PSCJJANBDifference

Max Drawdown

Largest peak-to-trough decline

-11.87%

-6.52%

-5.35%

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%

-1.04%

+1.04%

Average Drawdown

Average peak-to-trough decline

-2.17%

-1.10%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

Volatility

PSCJ vs. JANB - Volatility Comparison


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Volatility by Period


PSCJJANBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

7.49%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.67%

7.49%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

7.49%

+1.18%

PSCJ vs. JANB - Expense Ratio Comparison

PSCJ has a 0.61% expense ratio, which is higher than JANB's 0.25% expense ratio.


Dividends

PSCJ vs. JANB - Dividend Comparison

Neither PSCJ nor JANB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PSCJ and JANB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JANB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JANB is cheaper with a 0.25% expense ratio, compared with 0.61% for PSCJ.

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

They also come from different issuers: Pacer and Aptus Capital Advisors. Their fees differ too: 0.61% for PSCJ and 0.25% for JANB.

Portfolio Optimizer

Find the right allocation for PSCJ and JANB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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