PSCW vs. PTLC
PSCW (Pacer Swan SOS Conservative (April) ETF) and PTLC (Pacer Trendpilot US Large Cap ETF) are both exchange-traded funds - PSCW is a Defined Outcome fund actively managed by Pacer, while PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index. PSCW is actively managed, while PTLC is passively managed. Over the past 5 years, PSCW returned 6.97%/yr vs 9.97%/yr for PTLC. A 0.74 correlation means they provide meaningful diversification when combined. PSCW charges 0.61%/yr vs 0.60%/yr for PTLC.
Performance
PSCW vs. PTLC - Performance Comparison
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Returns By Period
In the year-to-date period, PSCW achieves a 7.04% return, which is significantly higher than PTLC's 2.97% return.
PSCW
- 1D
- -0.33%
- 1M
- 0.07%
- YTD
- 7.04%
- 6M
- 6.91%
- 1Y
- 13.63%
- 3Y*
- 11.23%
- 5Y*
- 6.97%
- 10Y*
- —
PTLC
- 1D
- -1.38%
- 1M
- -1.33%
- YTD
- 2.97%
- 6M
- 2.00%
- 1Y
- 17.43%
- 3Y*
- 13.44%
- 5Y*
- 9.97%
- 10Y*
- 11.31%
PSCW vs. PTLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSCW Pacer Swan SOS Conservative (April) ETF | 7.04% | 6.56% | 12.95% | 11.44% | -5.52% | 6.09% |
PTLC Pacer Trendpilot US Large Cap ETF | 2.97% | 5.10% | 24.31% | 16.78% | -8.62% | 20.47% |
Correlation
The correlation between PSCW and PTLC is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.74 |
The correlation between PSCW and PTLC has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
PSCW vs. PTLC — Risk / Return Rank
PSCW
PTLC
PSCW vs. PTLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (April) ETF (PSCW) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.
| PSCW | PTLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.25 | ||
| Sortino ratioReturn per unit of downside risk | +4.23 | ||
| Omega ratioGain probability vs. loss probability | 1.82 | 1.26 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 9.15 | 2.00 | +7.15 |
| Martin ratioReturn relative to average drawdown | 44.03 | 7.66 | +36.37 |
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Drawdowns
PSCW vs. PTLC - Drawdown Comparison
The maximum PSCW drawdown since its inception was -11.89%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for PSCW and PTLC.
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Drawdown Indicators
| PSCW | PTLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.89% | -26.63% | +14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -1.50% | -8.77% | +7.27% |
Max Drawdown (3Y)Largest decline over 3 years | -11.89% | -15.17% | +3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -11.89% | -15.17% | +3.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -0.58% | -3.15% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -2.16% | -5.63% | +3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 2.28% | -1.97% |
Volatility
PSCW vs. PTLC - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (April) ETF (PSCW) is 1.45%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.91%. This indicates that PSCW experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCW | PTLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 4.91% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 9.19% | -6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 11.98% | -8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.66% | 11.87% | -4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.58% | 13.19% | -5.61% |
PSCW vs. PTLC - Expense Ratio Comparison
PSCW has a 0.61% expense ratio, which is higher than PTLC's 0.60% expense ratio.
Dividends
PSCW vs. PTLC - Dividend Comparison
PSCW has not paid dividends to shareholders, while PTLC's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCW Pacer Swan SOS Conservative (April) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PTLC Pacer Trendpilot US Large Cap ETF | 1.03% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
Frequently Asked Questions
PSCW and PTLC have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTLC has higher volatility (4.91%) compared to PSCW (1.45%). In terms of maximum drawdown, PSCW dropped -11.89% vs PTLC's -26.63%.
On 5-year performance, PTLC leads with 9.97% vs 6.97% for PSCW. On fees, PTLC is cheaper at 0.60% per year. On volatility, PSCW has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, PTLC has performed better with a 9.97% return vs 6.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PTLC is cheaper with a 0.60% expense ratio, compared with 0.61% for PSCW.
PTLC has the higher dividend yield at 1.03%, compared with 0.00% for PSCW.
PSCW is categorized as Defined Outcome, while PTLC is Large Cap Blend Equities. Their fees differ too: 0.61% for PSCW and 0.60% for PTLC.
PSCW currently has the higher Sharpe Ratio (3.71 vs 1.46), 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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