PSCX vs. BGDV

Last updated Jun 23, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and BGDV (Bahl & Gaynor Dividend ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, PSCX returned 15.32% vs 27.86% for BGDV. A 0.76 correlation means they provide meaningful diversification when combined. PSCX charges 0.75%/yr vs 0.45%/yr for BGDV.

Performance

PSCX vs. BGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) and Bahl & Gaynor Dividend ETF (BGDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCX achieves a 4.98% return, which is significantly lower than BGDV's 13.55% return.

PSCX

• 1D: -0.12%
• 1M: 0.42%
• YTD: 4.98%
• 6M: 5.15%
• 1Y: 15.32%
• 3Y*: 12.42%
• 5Y*: 8.36%
• 10Y*: —

BGDV

• 1D: -0.21%
• 1M: 2.58%
• YTD: 13.55%
• 6M: 13.46%
• 1Y: 27.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCX vs. BGDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PSCX Pacer Swan SOS Conservative (December) ETF	4.98%	12.08%	0.05%
BGDV Bahl & Gaynor Dividend ETF	13.55%	13.74%	-2.05%

Correlation

The correlation between PSCX and BGDV is 0.75, 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	0.75
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024	0.76

The correlation between PSCX and BGDV has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.

Return for Risk

PSCX vs. BGDV — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 86
PSCX Sharpe Ratio Rank: 87
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 88

BGDV

BGDV Risk / Return Rank: 78
BGDV Sharpe Ratio Rank: 80
BGDV Sortino Ratio Rank: 82
BGDV Omega Ratio Rank: 78
BGDV Calmar Ratio Rank: 69
BGDV Martin Ratio Rank: 79

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.

PSCX vs. BGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and Bahl & Gaynor Dividend ETF (BGDV). 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.

	PSCX	BGDV	Difference
Sharpe ratio: Return per unit of total volatility	2.74	2.46	+0.27
Sortino ratio: Return per unit of downside risk	4.06	3.47	+0.59
Omega ratio: Gain probability vs. loss probability	1.56	1.44	+0.12
Calmar ratio: Return relative to maximum drawdown	3.66	3.33	+0.33
Martin ratio: Return relative to average drawdown	18.42	15.10	+3.32

PSCX vs. BGDV - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.74, which is comparable to the BGDV Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of PSCX and BGDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSCX vs. BGDV - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum BGDV drawdown of -14.80%. Use the drawdown chart below to compare losses from any high point for PSCX and BGDV.

Drawdown Indicators

	PSCX	BGDV	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-14.80%	+4.60%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-8.41%	+4.21%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	—	—
Current Drawdown Current decline from peak	-0.26%	-0.21%	-0.05%
Average Drawdown Average peak-to-trough decline	-1.85%	-2.10%	+0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.83%	1.85%	-1.02%

Volatility

PSCX vs. BGDV - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 1.71%, while Bahl & Gaynor Dividend ETF (BGDV) has a volatility of 3.25%. This indicates that PSCX experiences smaller price fluctuations and is considered to be less risky than BGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCX	BGDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	3.25%	-1.54%
Volatility (6M) Calculated over the trailing 6-month period	4.49%	8.60%	-4.11%
Volatility (1Y) Calculated over the trailing 1-year period	5.63%	11.38%	-5.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.11%	15.07%	-7.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.97%	15.07%	-8.10%

PSCX vs. BGDV - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than BGDV's 0.45% expense ratio.

Dividends

PSCX vs. BGDV - Dividend Comparison

PSCX has not paid dividends to shareholders, while BGDV's dividend yield for the trailing twelve months is around 0.97%.

Position	TTM	2025	2024
BGDV Bahl & Gaynor Dividend ETF	0.97%	1.13%	0.09%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCX and BGDV in my portfolio?

PSCX and BGDV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCX or BGDV?

BGDV has higher volatility (3.25%) compared to PSCX (1.71%). In terms of maximum drawdown, PSCX dropped -10.20% vs BGDV's -14.80%.

Which ETF is better, PSCX or BGDV?

On 1-year performance, BGDV leads with 27.86% vs 15.32% for PSCX. On fees, BGDV is cheaper at 0.45% per year. On volatility, PSCX has been the lower-risk option at 1.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or BGDV?

Over the 1-year period, BGDV has performed better with a 27.86% return vs 15.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or BGDV?

BGDV is cheaper with a 0.45% expense ratio, compared with 0.75% for PSCX.

Which ETF pays a higher dividend yield, PSCX or BGDV?

BGDV has the higher dividend yield at 0.97%, compared with 0.00% for PSCX.

What is the main difference between PSCX and BGDV?

They also come from different issuers: Pacer and Bahl & Gaynor. Their fees differ too: 0.75% for PSCX and 0.45% for BGDV.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.74 vs 2.46), 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.