PSCX vs. PTLC
PSCX (Pacer Swan SOS Conservative (December) ETF) and PTLC (Pacer Trendpilot US Large Cap ETF) are both Large Cap Blend Equities funds from Pacer. PSCX is actively managed, while PTLC is passively managed. Over the past 5 years, PSCX returned 8.18%/yr vs 9.88%/yr for PTLC. A 0.80 correlation means they provide meaningful diversification when combined. PSCX charges 0.75%/yr vs 0.60%/yr for PTLC.
Performance
PSCX vs. PTLC - Performance Comparison
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Returns By Period
In the year-to-date period, PSCX achieves a 4.35% return, which is significantly higher than PTLC's 2.84% return.
PSCX
- 1D
- -0.11%
- 1M
- -0.18%
- YTD
- 4.35%
- 6M
- 4.45%
- 1Y
- 13.21%
- 3Y*
- 12.19%
- 5Y*
- 8.18%
- 10Y*
- —
PTLC
- 1D
- -0.12%
- 1M
- -1.45%
- YTD
- 2.84%
- 6M
- 1.56%
- 1Y
- 15.96%
- 3Y*
- 13.39%
- 5Y*
- 9.88%
- 10Y*
- 11.30%
PSCX vs. PTLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PSCX Pacer Swan SOS Conservative (December) ETF | 4.35% | 12.08% | 13.27% | 16.57% | -7.35% | 9.03% | 0.43% |
PTLC Pacer Trendpilot US Large Cap ETF | 2.84% | 5.10% | 24.31% | 16.78% | -8.62% | 27.90% | 1.90% |
Correlation
The correlation between PSCX and PTLC 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 | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2020 | 0.80 |
The correlation between PSCX and PTLC shifts across timeframes, from 0.79 (5 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PSCX vs. PTLC — Risk / Return Rank
PSCX
PTLC
PSCX vs. PTLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and Pacer Trendpilot US Large Cap ETF (PTLC). 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 | PTLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.24 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 1.83 | +1.33 |
| Martin ratioReturn relative to average drawdown | 15.82 | 6.99 | +8.83 |
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Drawdowns
PSCX vs. PTLC - Drawdown Comparison
The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for PSCX and PTLC.
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Drawdown Indicators
| PSCX | PTLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.20% | -26.63% | +16.43% |
Max Drawdown (1Y)Largest decline over 1 year | -4.20% | -8.77% | +4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -9.61% | -15.17% | +5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -10.20% | -15.17% | +4.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -0.86% | -3.27% | +2.41% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -5.63% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 2.29% | -1.45% |
Volatility
PSCX vs. PTLC - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 1.79%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.89%. This indicates that PSCX experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCX | PTLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 4.89% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 9.15% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.63% | 11.95% | -6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.11% | 11.87% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.97% | 13.19% | -6.22% |
PSCX vs. PTLC - Expense Ratio Comparison
PSCX has a 0.75% expense ratio, which is higher than PTLC's 0.60% expense ratio.
Dividends
PSCX vs. PTLC - Dividend Comparison
PSCX has not paid dividends to shareholders, while PTLC's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTLC Pacer Trendpilot US Large Cap ETF | 1.03% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
Frequently Asked Questions
With a correlation of 0.92, PSCX and PTLC 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.
PTLC has higher volatility (4.89%) compared to PSCX (1.79%). In terms of maximum drawdown, PSCX dropped -10.20% vs PTLC's -26.63%.
On 5-year performance, PTLC leads with 9.88% vs 8.18% for PSCX. On fees, PTLC is cheaper at 0.60% per year. On volatility, PSCX has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, PTLC has performed better with a 9.88% return vs 8.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PTLC is cheaper with a 0.60% expense ratio, compared with 0.75% for PSCX.
PTLC has the higher dividend yield at 1.03%, compared with 0.00% for PSCX.
Their fees differ too: 0.75% for PSCX and 0.60% for PTLC.
PSCX currently has the higher Sharpe Ratio (2.37 vs 1.35), 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.
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