PSCJ vs. STLG

In the year-to-date period, PSCJ achieves a 1.16% return, which is significantly lower than STLG's 1.29% return.

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PSCJ has a 0.75% expense ratio, which is higher than STLG's 0.25% expense ratio.

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.

The current PSCJ Sharpe Ratio is 0.71, which is comparable to the STLG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of PSCJ and STLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PSCJ has not paid dividends to shareholders, while STLG's dividend yield for the trailing twelve months is around 0.30%.

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.

The current volatility for Pacer Swan SOS Conservative (July) ETF (PSCJ) is 4.01%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 6.32%. 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.