PSCJ vs. STLG
Compare and contrast key facts about Pacer Swan SOS Conservative (July) ETF (PSCJ) and iShares Factors US Growth Style ETF (STLG).
PSCJ and STLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCJ is an actively managed fund by Pacer Advisors. It was launched on Jun 30, 2021. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSCJ or STLG.
Key characteristics
| PSCJ | STLG | |
|---|---|---|
| YTD Return | 4.48% | 9.66% |
| 1Y Return | 16.97% | 37.79% |
| Sharpe Ratio | 2.26 | 2.43 |
| Daily Std Dev | 7.05% | 14.99% |
| Max Drawdown | -11.71% | -31.34% |
| Current Drawdown | -1.05% | -5.97% |
Correlation
The correlation between PSCJ and STLG is 0.90, 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.
Performance
PSCJ vs. STLG - Performance Comparison
In the year-to-date period, PSCJ achieves a 4.48% return, which is significantly lower than STLG's 9.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PSCJ vs. STLG - Expense Ratio Comparison
PSCJ has a 0.75% expense ratio, which is higher than STLG's 0.25% expense ratio.
Risk-Adjusted Performance
PSCJ vs. STLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) and iShares Factors US Growth Style ETF (STLG). 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.
Dividends
PSCJ vs. STLG - Dividend Comparison
PSCJ has not paid dividends to shareholders, while STLG's dividend yield for the trailing twelve months is around 0.64%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
PSCJ Pacer Swan SOS Conservative (July) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STLG iShares Factors US Growth Style ETF | 0.64% | 0.75% | 1.85% | 0.67% | 0.75% |
Drawdowns
PSCJ vs. STLG - Drawdown Comparison
The maximum PSCJ drawdown since its inception was -11.71%, smaller than the maximum STLG drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for PSCJ and STLG. For additional features, visit the drawdowns tool.
Volatility
PSCJ vs. STLG - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (July) ETF (PSCJ) is 1.93%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 5.12%. This indicates that PSCJ experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.