PSCX vs. ITOT

Last updated Jun 5, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. PSCX is actively managed, while ITOT is passively managed. Over the past 5 years, PSCX returned 8.49%/yr vs 12.80%/yr for ITOT. Their correlation of 0.90 suggests significant overlap in exposure. PSCX charges 0.75%/yr vs 0.03%/yr for ITOT.

Performance

PSCX vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 lower than ITOT's 11.78% return.

PSCX

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

ITOT

• 1D: 0.48%
• 1M: 4.64%
• YTD: 11.78%
• 6M: 11.52%
• 1Y: 28.81%
• 3Y*: 22.39%
• 5Y*: 12.80%
• 10Y*: 15.01%

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

PSCX vs. ITOT - 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%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.78%	17.00%	23.80%	26.12%	-19.47%	25.68%	1.02%

Correlation

The correlation between PSCX and ITOT is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 24, 2020	0.90

The correlation between PSCX and ITOT has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

PSCX vs. ITOT - Sectors Allocation Comparison

Sectors	PSCX	ITOT
Technology	33.2%	33.8%
Financial Services	12.5%	12.1%
Communication Services	10.3%	10.3%
Consumer Cyclical	10.0%	10.1%
Healthcare	9.6%	9.0%
Industrials	8.4%	9.5%
Consumer Defensive	5.4%	4.7%
Energy	4.2%	3.7%
Utilities	2.6%	2.3%
Real Estate	2.0%	2.4%
Basic Materials	1.9%	2.1%

Return for Risk

PSCX vs. ITOT — 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

ITOT

ITOT Risk / Return Rank: 73
ITOT Sharpe Ratio Rank: 74
ITOT Sortino Ratio Rank: 73
ITOT Omega Ratio Rank: 72
ITOT Calmar Ratio Rank: 66
ITOT Martin Ratio Rank: 78

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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	2.84	2.37	+0.46
Sortino ratio: Return per unit of downside risk	4.25	3.24	+1.01
Omega ratio: Gain probability vs. loss probability	1.58	1.43	+0.16
Calmar ratio: Return relative to maximum drawdown	3.72	3.25	+0.47
Martin ratio: Return relative to average drawdown	19.07	14.92	+4.14
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. ITOT - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.84, which is comparable to the ITOT Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of PSCX and ITOT, 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	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.84	2.37	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.21	0.74	+0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	0.57	+0.70

Drawdowns

PSCX vs. ITOT - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PSCX and ITOT.

Drawdown Indicators

	PSCX	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-55.20%	+45.00%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-8.90%	+4.70%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	-19.44%	+9.83%
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	-25.36%	+15.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	0.00%	-0.25%	+0.25%
Average Drawdown Average peak-to-trough decline	-1.86%	-6.97%	+5.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.82%	1.94%	-1.12%

Volatility

PSCX vs. ITOT - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 0.86%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 2.94%. This indicates that PSCX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCX	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.86%	2.94%	-2.08%
Volatility (6M) Calculated over the trailing 6-month period	4.21%	9.14%	-4.93%
Volatility (1Y) Calculated over the trailing 1-year period	5.52%	12.19%	-6.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.07%	17.35%	-10.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.96%	18.26%	-11.30%

PSCX vs. ITOT - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

PSCX vs. ITOT - Dividend Comparison

PSCX has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 0.97%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.97%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCX and ITOT in my portfolio?

With a correlation of 0.92, PSCX and ITOT 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 ITOT?

ITOT has higher volatility (2.94%) compared to PSCX (0.86%). In terms of maximum drawdown, PSCX dropped -10.20% vs ITOT's -55.20%.

Which ETF is better, PSCX or ITOT?

On 5-year performance, ITOT leads with 12.80% vs 8.49% for PSCX. On fees, ITOT is cheaper at 0.03% per year. On volatility, PSCX has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or ITOT?

Over the 5-year period, ITOT has performed better with a 12.80% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.75% for PSCX.

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

ITOT has the higher dividend yield at 0.97%, compared with 0.00% for PSCX.

What is the main difference between PSCX and ITOT?

They also come from different issuers: Pacer and iShares. Their fees differ too: 0.75% for PSCX and 0.03% for ITOT.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.83 vs 2.37), 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.