PSCJ vs. STLG
PSCJ (Pacer Swan SOS Conservative (July) ETF) and STLG (iShares Factors US Growth Style ETF) are both exchange-traded funds - PSCJ is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust, while STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index. Both are passively managed. Over the past 3 years, PSCJ returned 13.12%/yr vs 30.82%/yr for STLG. Their correlation of 0.87 suggests significant overlap in exposure. PSCJ charges 0.61%/yr vs 0.25%/yr for STLG.
Performance
PSCJ vs. STLG - Performance Comparison
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Returns By Period
In the year-to-date period, PSCJ achieves a 5.07% return, which is significantly lower than STLG's 16.17% return.
PSCJ
- 1D
- 0.06%
- 1M
- 0.57%
- YTD
- 5.07%
- 6M
- 5.10%
- 1Y
- 15.84%
- 3Y*
- 13.12%
- 5Y*
- —
- 10Y*
- —
STLG
- 1D
- -2.76%
- 1M
- 0.95%
- YTD
- 16.17%
- 6M
- 14.60%
- 1Y
- 36.49%
- 3Y*
- 30.82%
- 5Y*
- 18.36%
- 10Y*
- —
PSCJ vs. STLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSCJ Pacer Swan SOS Conservative (July) ETF | 5.07% | 12.80% | 14.74% | 18.48% | -7.48% | 3.29% |
STLG iShares Factors US Growth Style ETF | 16.17% | 21.49% | 37.42% | 42.86% | -26.75% | 13.15% |
Correlation
The correlation between PSCJ and STLG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021 | 0.87 |
The correlation between PSCJ and STLG has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
PSCJ vs. STLG — Risk / Return Rank
PSCJ
STLG
PSCJ vs. STLG - Risk-Adjusted Trends 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.
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 | STLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.33 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 2.68 | +1.15 |
| Martin ratioReturn relative to average drawdown | 21.57 | 10.39 | +11.18 |
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Drawdowns
PSCJ vs. STLG - Drawdown Comparison
The maximum PSCJ drawdown since its inception was -11.87%, 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.
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Drawdown Indicators
| PSCJ | STLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.87% | -31.34% | +19.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.16% | -13.69% | +9.53% |
Max Drawdown (3Y)Largest decline over 3 years | -11.87% | -23.73% | +11.86% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.61% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.93% | +4.93% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -7.33% | +5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 3.52% | -2.78% |
Volatility
PSCJ vs. STLG - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (July) ETF (PSCJ) is 0.49%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 8.62%. 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.
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Volatility by Period
| PSCJ | STLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 8.62% | -8.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 15.52% | -11.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.33% | 19.23% | -13.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.68% | 22.22% | -13.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.68% | 23.98% | -15.30% |
PSCJ vs. STLG - Expense Ratio Comparison
PSCJ has a 0.61% expense ratio, which is higher than STLG's 0.25% expense ratio.
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 0.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
PSCJ Pacer Swan SOS Conservative (July) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STLG iShares Factors US Growth Style ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% |
Frequently Asked Questions
PSCJ and STLG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLG has higher volatility (8.62%) compared to PSCJ (0.49%). In terms of maximum drawdown, PSCJ dropped -11.87% vs STLG's -31.34%.
On 3-year performance, STLG leads with 30.82% vs 13.12% for PSCJ. On fees, STLG is cheaper at 0.25% per year. On volatility, PSCJ has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, STLG has performed better with a 30.82% return vs 13.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STLG is cheaper with a 0.25% expense ratio, compared with 0.61% for PSCJ.
STLG has the higher dividend yield at 0.27%, compared with 0.00% for PSCJ.
PSCJ is categorized as Defined Outcome, while STLG is Large Cap Growth Equities. PSCJ tracks SPDR S&P 500 ETF Trust, while STLG tracks Russell US Large Cap Factors Growth Style Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.61% for PSCJ and 0.25% for STLG.
PSCJ currently has the higher Sharpe Ratio (2.99 vs 1.91), 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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