PSCX vs. EBI

Last updated Aug 2, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and EBI (Longview Advantage ETF) are both exchange-traded funds - PSCX is a Defined Outcome fund actively managed by Pacer, while EBI is a Large Cap Blend Equities fund actively managed by Longview. Both are actively managed. Over the past year, PSCX returned 13.16% vs 30.66% for EBI. Their correlation of 0.85 means they have usually moved in the same direction. PSCX charges 0.75%/yr vs 0.24%/yr for EBI.

Performance

PSCX vs. EBI - Performance Comparison

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

Returns By Period

In the year-to-date period, PSCX achieves a 5.97% return, which is significantly lower than EBI's 17.05% return.

PSCX

• 1D: 0.42%
• 1M: 0.79%
• 6M: 5.38%
• YTD: 5.97%
• 1Y: 13.16%
• 3Y*: 11.95%
• 5Y*: 8.41%
• 10Y*: —
• ALL TIME*: 8.64%

EBI

• 1D: 0.17%
• 1M: 1.91%
• 6M: 12.25%
• YTD: 17.05%
• 1Y: 30.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.88%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EBI Longview Advantage ETF	$1.20M	$723.92K	$449.95K
PSCX Pacer Swan SOS Conservative (December) ETF	$30.18K	$20.77K	$40.17K

PSCX vs. EBI - Yearly Performance Comparison

	2026 (YTD)	2025
PSCX Pacer Swan SOS Conservative (December) ETF	5.97%	10.70%
EBI Longview Advantage ETF	17.05%	15.82%

Correlation

The correlation between PSCX and EBI is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.85

The correlation between PSCX and EBI has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

Return for Risk

PSCX vs. EBI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSCX

PSCX Risk / Return Rank: 88
PSCX Sharpe Ratio Rank: 88
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 80
PSCX Martin Ratio Rank: 90

EBI

EBI Risk / Return Rank: 91
EBI Sharpe Ratio Rank: 91
EBI Sortino Ratio Rank: 90
EBI Omega Ratio Rank: 90
EBI Calmar Ratio Rank: 91
EBI Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSCX vs. EBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and Longview Advantage ETF (EBI). 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	EBI	Difference
Sharpe ratio: Return per unit of total volatility	2.14	2.32	-0.18
Sortino ratio: Return per unit of downside risk	3.15	3.20	-0.05
Omega ratio: Gain probability vs. loss probability	1.42	1.42	0.00
Calmar ratio: Return relative to maximum drawdown	2.92	4.05	-1.13
Martin ratio: Return relative to average drawdown	14.53	16.62	-2.09

PSCX vs. EBI - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.14, which is comparable to the EBI Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of PSCX and EBI, 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. EBI - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum EBI drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for PSCX and EBI.

Drawdown Indicators

	PSCX	EBI	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-17.05%	+6.85%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-7.09%	+2.89%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.82%	-1.91%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	1.73%	-0.88%

Volatility

PSCX vs. EBI - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 1.55%, while Longview Advantage ETF (EBI) has a volatility of 2.70%. This indicates that PSCX experiences smaller price fluctuations and is considered to be less risky than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCX	EBI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.55%	2.70%	-1.15%
Volatility (6M) Calculated over the trailing 6-month period	4.63%	8.98%	-4.35%
Volatility (1Y) Calculated over the trailing 1-year period	5.75%	12.38%	-6.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.14%	17.35%	-10.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.94%	17.35%	-10.41%

PSCX vs. EBI - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than EBI's 0.24% expense ratio.

Dividends

PSCX vs. EBI - Dividend Comparison

PSCX has not paid dividends to shareholders, while EBI's dividend yield for the trailing twelve months is around 1.10%.

Position	TTM	2025
EBI Longview Advantage ETF	1.10%	1.05%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCX and EBI in my portfolio?

PSCX and EBI have a correlation of 0.81, 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 EBI?

EBI has higher volatility (2.70%) compared to PSCX (1.55%). In terms of maximum drawdown, PSCX dropped -10.20% vs EBI's -17.05%.

Which ETF is better, PSCX or EBI?

On 1-year performance, EBI leads with 30.66% vs 13.16% for PSCX. On fees, EBI is cheaper at 0.24% per year. On volatility, PSCX has been the lower-risk option at 1.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or EBI?

Over the 1-year period, EBI has performed better with a 30.66% return vs 13.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or EBI?

EBI is cheaper with a 0.24% expense ratio, compared with 0.75% for PSCX.

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

EBI has the higher dividend yield at 1.10%, compared with 0.00% for PSCX.

What is the main difference between PSCX and EBI?

PSCX is categorized as Defined Outcome, while EBI is Large Cap Blend Equities. They also come from different issuers: Pacer and Longview. Their fees differ too: 0.75% for PSCX and 0.24% for EBI.

Which has better risk-adjusted returns?

EBI currently has the higher Sharpe Ratio (2.32 vs 2.14), 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.