PSCX vs. FAUG

Last updated Jun 4, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and FAUG (FT Cboe Vest U.S. Equity Buffer ETF - August) are both Large Cap Blend Equities funds. PSCX is actively managed, while FAUG is passively managed. Over the past 5 years, PSCX returned 8.46%/yr vs 8.88%/yr for FAUG. Their correlation of 0.88 suggests significant overlap in exposure. PSCX charges 0.75%/yr vs 0.85%/yr for FAUG.

Performance

PSCX vs. FAUG - 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 Buffer ETF - August (FAUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCX achieves a 5.11% return, which is significantly lower than FAUG's 6.16% return.

PSCX

• 1D: -0.12%
• 1M: 2.00%
• YTD: 5.11%
• 6M: 5.98%
• 1Y: 15.49%
• 3Y*: 12.85%
• 5Y*: 8.46%
• 10Y*: —

FAUG

• 1D: -0.14%
• 1M: 2.13%
• YTD: 6.16%
• 6M: 6.73%
• 1Y: 18.00%
• 3Y*: 14.48%
• 5Y*: 8.88%
• 10Y*: —

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

PSCX vs. FAUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.81%
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August	6.16%	13.77%	14.55%	17.24%	-10.52%	11.54%	0.83%

Correlation

The correlation between PSCX and FAUG is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 24, 2020	0.88

The correlation between PSCX and FAUG has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

PSCX vs. FAUG - Sectors Allocation Comparison

Sectors	PSCX	FAUG
Technology	33.2%	35.6%
Financial Services	12.5%	11.8%
Communication Services	10.3%	11.2%
Consumer Cyclical	10.0%	10.1%
Healthcare	9.6%	8.5%
Industrials	8.4%	8.3%
Consumer Defensive	5.4%	4.9%
Energy	4.2%	3.5%
Utilities	2.6%	2.4%
Real Estate	2.0%	1.9%
Basic Materials	1.9%	1.8%

Return for Risk

PSCX vs. FAUG — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 87

FAUG

FAUG Risk / Return Rank: 79
FAUG Sharpe Ratio Rank: 78
FAUG Sortino Ratio Rank: 81
FAUG Omega Ratio Rank: 83
FAUG Calmar Ratio Rank: 70
FAUG Martin Ratio Rank: 85

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. FAUG - 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 Buffer ETF - August (FAUG). 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	FAUG	Difference
Sharpe ratio: Return per unit of total volatility	2.82	2.51	+0.31
Sortino ratio: Return per unit of downside risk	4.22	3.60	+0.62
Omega ratio: Gain probability vs. loss probability	1.58	1.50	+0.08
Calmar ratio: Return relative to maximum drawdown	3.70	3.44	+0.26
Martin ratio: Return relative to average drawdown	18.94	17.42	+1.52
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. FAUG - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.82, which is comparable to the FAUG Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of PSCX and FAUG, 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	FAUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.82	2.51	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.20	0.83	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	1.27	0.78	+0.49

Drawdowns

PSCX vs. FAUG - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum FAUG drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for PSCX and FAUG.

Drawdown Indicators

	PSCX	FAUG	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-22.33%	+12.13%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-5.26%	+1.06%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	-12.81%	+3.20%
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	-15.91%	+5.71%
Current Drawdown Current decline from peak	-0.12%	-0.14%	+0.02%
Average Drawdown Average peak-to-trough decline	-1.87%	-2.83%	+0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.82%	1.04%	-0.22%

Volatility

PSCX vs. FAUG - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 0.89%, while FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) has a volatility of 0.94%. This indicates that PSCX experiences smaller price fluctuations and is considered to be less risky than FAUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCX	FAUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.89%	0.94%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	4.21%	5.44%	-1.23%
Volatility (1Y) Calculated over the trailing 1-year period	5.53%	7.22%	-1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.07%	10.77%	-3.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.96%	12.75%	-5.79%

PSCX vs. FAUG - Expense Ratio Comparison

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

Dividends

PSCX vs. FAUG - Dividend Comparison

Neither PSCX nor FAUG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSCX and FAUG in my portfolio?

With a correlation of 0.93, PSCX and FAUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PSCX or FAUG?

FAUG has higher volatility (0.94%) compared to PSCX (0.89%). In terms of maximum drawdown, PSCX dropped -10.20% vs FAUG's -22.33%.

Which ETF is better, PSCX or FAUG?

On 5-year performance, FAUG leads with 8.88% vs 8.46% for PSCX. On fees, PSCX is cheaper at 0.75% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or FAUG?

Over the 5-year period, FAUG has performed better with a 8.88% return vs 8.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or FAUG?

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

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

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

What is the main difference between PSCX and FAUG?

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

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 2.51), 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.