PSCX vs. BUFH

Last updated Jun 23, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - PSCX is a Large Cap Blend Equities fund actively managed by Pacer, while BUFH is a Defined Outcome fund managed by First Trust. A 0.76 correlation means they provide meaningful diversification when combined. PSCX charges 0.75%/yr vs 0.95%/yr for BUFH.

Performance

PSCX vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) and FT Vest Laddered Max Buffer ETF (BUFH). 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 higher than BUFH's 2.49% return.

PSCX

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

BUFH

• 1D: -0.05%
• 1M: 0.21%
• YTD: 2.49%
• 6M: 2.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSCX vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
PSCX Pacer Swan SOS Conservative (December) ETF	4.98%	8.49%
BUFH FT Vest Laddered Max Buffer ETF	2.49%	3.81%

Correlation

The correlation between PSCX and BUFH is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.76

Return for Risk

PSCX vs. BUFH — 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

BUFH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and FT Vest Laddered Max Buffer ETF (BUFH). 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	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	2.74	—	—
Sortino ratio: Return per unit of downside risk	4.06	—	—
Omega ratio: Gain probability vs. loss probability	1.56	—	—
Calmar ratio: Return relative to maximum drawdown	3.66	—	—
Martin ratio: Return relative to average drawdown	18.42	—	—

Drawdowns

PSCX vs. BUFH - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for PSCX and BUFH.

Drawdown Indicators

	PSCX	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-1.53%	-8.67%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	—	—
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%	-0.07%	-0.19%
Average Drawdown Average peak-to-trough decline	-1.85%	-0.18%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.83%	—	—

Volatility

Volatility by Period

	PSCX	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.63%	2.38%	+3.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.11%	2.38%	+4.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.97%	2.38%	+4.59%

PSCX vs. BUFH - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

PSCX vs. BUFH - Dividend Comparison

Neither PSCX nor BUFH has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSCX and BUFH in my portfolio?

PSCX and BUFH have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PSCX or BUFH?

On fees, PSCX is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PSCX or BUFH?

PSCX is cheaper with a 0.75% expense ratio, compared with 0.95% for BUFH.

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

PSCX and BUFH have nearly identical dividend yields, around 0.00%.

What is the main difference between PSCX and BUFH?

PSCX is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.75% for PSCX and 0.95% for BUFH.