PSCX vs. DJUN

Last updated Jun 5, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds. PSCX is actively managed, while DJUN is passively managed. Over the past 5 years, PSCX returned 8.49%/yr vs 8.20%/yr for DJUN. Their correlation of 0.86 suggests significant overlap in exposure. PSCX charges 0.75%/yr vs 0.85%/yr for DJUN.

Performance

PSCX vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCX achieves a 5.25% return, which is significantly higher than DJUN's 3.79% return.

PSCX

• 1D: 0.14%
• 1M: 1.81%
• YTD: 5.25%
• 6M: 6.09%
• 1Y: 15.59%
• 3Y*: 13.00%
• 5Y*: 8.49%
• 10Y*: —

DJUN

• 1D: 0.01%
• 1M: 0.71%
• YTD: 3.79%
• 6M: 4.47%
• 1Y: 10.96%
• 3Y*: 11.39%
• 5Y*: 8.20%
• 10Y*: —

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

PSCX vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PSCX Pacer Swan SOS Conservative (December) ETF	5.25%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.81%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	3.79%	9.38%	13.92%	17.58%	-6.30%	6.27%	0.49%

Correlation

The correlation between PSCX and DJUN is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Dec 24, 2020	0.86

The correlation between PSCX and DJUN has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

Return for Risk

PSCX vs. DJUN — 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: 91
PSCX Calmar Ratio Rank: 75
PSCX Martin Ratio Rank: 88

DJUN

DJUN Risk / Return Rank: 78
DJUN Sharpe Ratio Rank: 69
DJUN Sortino Ratio Rank: 76
DJUN Omega Ratio Rank: 85
DJUN Calmar Ratio Rank: 71
DJUN Martin Ratio Rank: 90

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. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.

	PSCX	DJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.84	2.23	+0.61
Sortino ratio: Return per unit of downside risk	4.25	3.36	+0.89
Omega ratio: Gain probability vs. loss probability	1.58	1.51	+0.08
Calmar ratio: Return relative to maximum drawdown	3.72	3.52	+0.20
Martin ratio: Return relative to average drawdown	19.07	20.79	-1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCX vs. DJUN - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.84, which is comparable to the DJUN Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PSCX and DJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSCX	DJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.84	2.23	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.21	0.97	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	1.04	+0.23

Drawdowns

PSCX vs. DJUN - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum DJUN drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for PSCX and DJUN.

Drawdown Indicators

	PSCX	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-11.96%	+1.76%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-3.15%	-1.05%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	-11.96%	+2.35%
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	-11.96%	+1.76%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.86%	-1.59%	-0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.82%	0.53%	+0.29%

Volatility

PSCX vs. DJUN - Volatility Comparison

Pacer Swan SOS Conservative (December) ETF (PSCX) has a higher volatility of 0.86% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.20%. This indicates that PSCX's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCX	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.86%	0.20%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	4.21%	3.55%	+0.66%
Volatility (1Y) Calculated over the trailing 1-year period	5.52%	4.98%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.07%	8.52%	-1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.96%	8.06%	-1.10%

PSCX vs. DJUN - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is lower than DJUN's 0.85% expense ratio.

Dividends

PSCX vs. DJUN - Dividend Comparison

Neither PSCX nor DJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSCX and DJUN in my portfolio?

PSCX and DJUN have a correlation of 0.86, 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 DJUN?

PSCX has higher volatility (0.86%) compared to DJUN (0.20%). In terms of maximum drawdown, PSCX dropped -10.20% vs DJUN's -11.96%.

Which ETF is better, PSCX or DJUN?

On 5-year performance, PSCX leads with 8.49% vs 8.20% for DJUN. On fees, PSCX is cheaper at 0.75% per year. On volatility, DJUN has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or DJUN?

Over the 5-year period, PSCX has performed better with a 8.49% return vs 8.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or DJUN?

PSCX is cheaper with a 0.75% expense ratio, compared with 0.85% for DJUN.

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

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

What is the main difference between PSCX and DJUN?

They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.75% for PSCX and 0.85% for DJUN.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.83 vs 2.23), 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.