PSCX vs. PRAY

Last updated Jun 4, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and PRAY (FIS Biblically Responsible Risk Managed ETF) are both Large Cap Blend Equities funds. PSCX is actively managed, while PRAY is passively managed. Over the past 3 years, PSCX returned 12.85%/yr vs 16.61%/yr for PRAY. Their correlation of 0.81 suggests significant overlap in exposure. PSCX charges 0.75%/yr vs 0.69%/yr for PRAY.

Performance

PSCX vs. PRAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) and FIS Biblically Responsible Risk Managed ETF (PRAY). 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 PRAY's 14.78% return.

PSCX

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

PRAY

• 1D: -0.81%
• 1M: 3.83%
• YTD: 14.78%
• 6M: 14.02%
• 1Y: 21.06%
• 3Y*: 16.61%
• 5Y*: —
• 10Y*: —

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

PSCX vs. PRAY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	16.57%	-5.46%
PRAY FIS Biblically Responsible Risk Managed ETF	14.78%	9.08%	13.02%	20.02%	-13.49%

Correlation

The correlation between PSCX and PRAY is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since Feb 9, 2022	0.81

The correlation between PSCX and PRAY has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

PSCX vs. PRAY - Sectors Allocation Comparison

Sectors	PSCX	PRAY
Technology	33.2%	25.2%
Financial Services	12.5%	12.5%
Communication Services	10.3%	8.6%
Consumer Cyclical	10.0%	14.3%
Healthcare	9.6%	7.7%
Industrials	8.4%	15.3%
Consumer Defensive	5.4%	4.0%
Energy	4.2%	3.8%
Utilities	2.6%	4.2%
Real Estate	2.0%	1.6%
Basic Materials	1.9%	3.0%

Return for Risk

PSCX vs. PRAY — 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

PRAY

PRAY Risk / Return Rank: 51
PRAY Sharpe Ratio Rank: 49
PRAY Sortino Ratio Rank: 51
PRAY Omega Ratio Rank: 47
PRAY Calmar Ratio Rank: 49
PRAY Martin Ratio Rank: 60

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. PRAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and FIS Biblically Responsible Risk Managed ETF (PRAY). 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	PRAY	Difference
Sharpe ratio: Return per unit of total volatility	2.82	1.67	+1.15
Sortino ratio: Return per unit of downside risk	4.22	2.47	+1.76
Omega ratio: Gain probability vs. loss probability	1.58	1.29	+0.29
Calmar ratio: Return relative to maximum drawdown	3.70	2.40	+1.30
Martin ratio: Return relative to average drawdown	18.94	10.57	+8.37
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. PRAY - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.82, which is higher than the PRAY Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of PSCX and PRAY, 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	PRAY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.82	1.67	+1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.27	0.59	+0.69

Drawdowns

PSCX vs. PRAY - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum PRAY drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for PSCX and PRAY.

Drawdown Indicators

	PSCX	PRAY	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-21.40%	+11.20%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-8.80%	+4.60%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	-17.13%	+7.52%
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	—	—
Current Drawdown Current decline from peak	-0.12%	-0.81%	+0.69%
Average Drawdown Average peak-to-trough decline	-1.87%	-5.43%	+3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.82%	2.00%	-1.18%

Volatility

PSCX vs. PRAY - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 0.89%, while FIS Biblically Responsible Risk Managed ETF (PRAY) has a volatility of 4.21%. This indicates that PSCX experiences smaller price fluctuations and is considered to be less risky than PRAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCX	PRAY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.89%	4.21%	-3.32%
Volatility (6M) Calculated over the trailing 6-month period	4.21%	10.58%	-6.37%
Volatility (1Y) Calculated over the trailing 1-year period	5.53%	12.70%	-7.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.07%	16.00%	-8.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.96%	16.00%	-9.04%

PSCX vs. PRAY - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than PRAY's 0.69% expense ratio.

Dividends

PSCX vs. PRAY - Dividend Comparison

PSCX has not paid dividends to shareholders, while PRAY's dividend yield for the trailing twelve months is around 0.60%.

Position	TTM	2025	2024	2023	2022
PRAY FIS Biblically Responsible Risk Managed ETF	0.60%	0.69%	0.76%	0.83%	1.20%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCX and PRAY in my portfolio?

PSCX and PRAY have a correlation of 0.75, 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 PRAY?

PRAY has higher volatility (4.21%) compared to PSCX (0.89%). In terms of maximum drawdown, PSCX dropped -10.20% vs PRAY's -21.40%.

Which ETF is better, PSCX or PRAY?

On 3-year performance, PRAY leads with 16.61% vs 12.85% for PSCX. On fees, PRAY is cheaper at 0.69% per year. On volatility, PSCX has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or PRAY?

Over the 3-year period, PRAY has performed better with a 16.61% return vs 12.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or PRAY?

PRAY is cheaper with a 0.69% expense ratio, compared with 0.75% for PSCX.

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

PRAY has the higher dividend yield at 0.60%, compared with 0.00% for PSCX.

What is the main difference between PSCX and PRAY?

They also come from different issuers: Pacer and Faith Investor Services. Their fees differ too: 0.75% for PSCX and 0.69% for PRAY.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 1.67), 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.