PSCX vs. IBID

Last updated Jun 21, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - PSCX is a Large Cap Blend Equities fund actively managed by Pacer, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. PSCX is actively managed, while IBID is passively managed. Over the past year, PSCX returned 15.46% vs 4.04% for IBID. At a 0.01 correlation, their price movements are largely independent. PSCX charges 0.75%/yr vs 0.10%/yr for IBID.

Performance

PSCX vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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 higher than IBID's 1.99% return.

PSCX

• 1D: 0.51%
• 1M: 0.71%
• YTD: 5.11%
• 6M: 5.38%
• 1Y: 15.46%
• 3Y*: 12.35%
• 5Y*: 8.52%
• 10Y*: —

IBID

• 1D: -0.10%
• 1M: -0.17%
• YTD: 1.99%
• 6M: 2.06%
• 1Y: 4.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSCX vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	3.76%
IBID iShares iBonds Oct 2027 Term TIPS ETF	1.99%	5.66%	4.71%	2.61%

Correlation

The correlation between PSCX and IBID is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.01

The correlation between PSCX and IBID shifts across timeframes, from -0.15 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PSCX vs. IBID — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 87
PSCX Sharpe Ratio Rank: 88
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 91
PSCX Calmar Ratio Rank: 75
PSCX Martin Ratio Rank: 89

IBID

IBID Risk / Return Rank: 96
IBID Sharpe Ratio Rank: 94
IBID Sortino Ratio Rank: 97
IBID Omega Ratio Rank: 96
IBID Calmar Ratio Rank: 96
IBID Martin Ratio Rank: 96

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. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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	IBID	Difference
Sharpe ratio: Return per unit of total volatility	2.74	3.40	-0.66
Sortino ratio: Return per unit of downside risk	4.06	5.77	-1.71
Omega ratio: Gain probability vs. loss probability	1.56	1.77	-0.21
Calmar ratio: Return relative to maximum drawdown	3.66	8.54	-4.89
Martin ratio: Return relative to average drawdown	18.42	33.17	-14.75

PSCX vs. IBID - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.74, which is comparable to the IBID Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of PSCX and IBID, 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. IBID - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for PSCX and IBID.

Drawdown Indicators

	PSCX	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-1.28%	-8.92%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-0.49%	-3.71%
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	-0.14%	-0.49%	+0.35%
Average Drawdown Average peak-to-trough decline	-1.85%	-0.22%	-1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.83%	0.13%	+0.70%

Volatility

PSCX vs. IBID - Volatility Comparison

Pacer Swan SOS Conservative (December) ETF (PSCX) has a higher volatility of 1.74% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.36%. This indicates that PSCX's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCX	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.74%	0.36%	+1.38%
Volatility (6M) Calculated over the trailing 6-month period	4.50%	0.86%	+3.64%
Volatility (1Y) Calculated over the trailing 1-year period	5.62%	1.24%	+4.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.11%	2.25%	+4.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.97%	2.25%	+4.72%

PSCX vs. IBID - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than IBID's 0.10% expense ratio.

Dividends

PSCX vs. IBID - Dividend Comparison

PSCX has not paid dividends to shareholders, while IBID's dividend yield for the trailing twelve months is around 3.68%.

Position	TTM	2025	2024	2023
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.68%	4.43%	4.24%	0.81%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCX and IBID in my portfolio?

PSCX and IBID have a correlation of -0.15, 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 IBID?

PSCX has higher volatility (1.74%) compared to IBID (0.36%). In terms of maximum drawdown, PSCX dropped -10.20% vs IBID's -1.28%.

Which ETF is better, PSCX or IBID?

On 1-year performance, PSCX leads with 15.46% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or IBID?

Over the 1-year period, PSCX has performed better with a 15.46% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or IBID?

IBID is cheaper with a 0.10% expense ratio, compared with 0.75% for PSCX.

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

IBID has the higher dividend yield at 3.68%, compared with 0.00% for PSCX.

What is the main difference between PSCX and IBID?

PSCX is categorized as Large Cap Blend Equities, while IBID is Inflation-Protected Bonds. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.75% for PSCX and 0.10% for IBID.

Which has better risk-adjusted returns?

IBID currently has the higher Sharpe Ratio (3.40 vs 2.74), 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.