PSCX vs. FJUN

Last updated Jun 23, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds. PSCX is actively managed, while FJUN is passively managed. Over the past 5 years, PSCX returned 8.36%/yr vs 10.79%/yr for FJUN. Their correlation of 0.88 suggests significant overlap in exposure. PSCX charges 0.75%/yr vs 0.85%/yr for FJUN.

Performance

PSCX vs. FJUN - 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 - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with PSCX having a 4.98% return and FJUN slightly lower at 4.84%.

PSCX

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

FJUN

• 1D: -0.17%
• 1M: 0.37%
• YTD: 4.84%
• 6M: 4.78%
• 1Y: 14.16%
• 3Y*: 13.60%
• 5Y*: 10.79%
• 10Y*: —

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

PSCX vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PSCX Pacer Swan SOS Conservative (December) ETF	4.98%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.43%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.84%	11.05%	16.38%	22.30%	-4.95%	11.47%	1.04%

Correlation

The correlation between PSCX and FJUN is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 23, 2020	0.88

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

PSCX vs. FJUN - Sectors Allocation Comparison

Sectors	PSCX	FJUN
Technology	33.2%	39.0%
Financial Services	12.5%	11.1%
Communication Services	10.3%	10.6%
Consumer Cyclical	10.0%	9.9%
Healthcare	9.6%	8.3%
Industrials	8.4%	7.8%
Consumer Defensive	5.4%	4.5%
Energy	4.2%	3.1%
Utilities	2.6%	2.1%
Real Estate	2.0%	1.8%
Basic Materials	1.9%	1.7%

Return for Risk

PSCX vs. FJUN — 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

FJUN

FJUN Risk / Return Rank: 84
FJUN Sharpe Ratio Rank: 82
FJUN Sortino Ratio Rank: 89
FJUN Omega Ratio Rank: 90
FJUN Calmar Ratio Rank: 71
FJUN 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. FJUN - 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 - June (FJUN). 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	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.74	2.54	+0.20
Sortino ratio: Return per unit of downside risk	4.06	3.89	+0.17
Omega ratio: Gain probability vs. loss probability	1.56	1.55	+0.01
Calmar ratio: Return relative to maximum drawdown	3.66	3.44	+0.22
Martin ratio: Return relative to average drawdown	18.42	19.85	-1.43

PSCX vs. FJUN - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.74, which is comparable to the FJUN Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of PSCX and FJUN, 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. FJUN - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum FJUN drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for PSCX and FJUN.

Drawdown Indicators

	PSCX	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-13.26%	+3.06%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-4.13%	-0.07%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	-13.26%	+3.65%
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	-13.26%	+3.06%
Current Drawdown Current decline from peak	-0.26%	-0.17%	-0.09%
Average Drawdown Average peak-to-trough decline	-1.85%	-1.66%	-0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.83%	0.72%	+0.11%

Volatility

PSCX vs. FJUN - Volatility Comparison

Pacer Swan SOS Conservative (December) ETF (PSCX) has a higher volatility of 1.71% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.44%. This indicates that PSCX's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCX	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	0.44%	+1.27%
Volatility (6M) Calculated over the trailing 6-month period	4.49%	4.33%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	5.63%	5.61%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.11%	10.55%	-3.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.97%	10.24%	-3.27%

PSCX vs. FJUN - Expense Ratio Comparison

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

Dividends

PSCX vs. FJUN - Dividend Comparison

Neither PSCX nor FJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSCX and FJUN in my portfolio?

PSCX and FJUN have a correlation of 0.88, 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 FJUN?

PSCX has higher volatility (1.71%) compared to FJUN (0.44%). In terms of maximum drawdown, PSCX dropped -10.20% vs FJUN's -13.26%.

Which ETF is better, PSCX or FJUN?

On 5-year performance, FJUN leads with 10.79% vs 8.36% for PSCX. On fees, PSCX is cheaper at 0.75% per year. On volatility, FJUN has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or FJUN?

Over the 5-year period, FJUN has performed better with a 10.79% return vs 8.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or FJUN?

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

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

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

What is the main difference between PSCX and FJUN?

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

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.74 vs 2.54), 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.