PSCX vs. SCHX
Compare and contrast key facts about Pacer Swan SOS Conservative (December) ETF (PSCX) and Schwab U.S. Large-Cap ETF (SCHX).
PSCX and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCX is an actively managed fund by Pacer. It was launched on Dec 22, 2020. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Performance
PSCX vs. SCHX - Performance Comparison
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PSCX vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PSCX Pacer Swan SOS Conservative (December) ETF | -1.63% | 12.08% | 13.27% | 16.57% | -7.35% | 9.03% | 0.81% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 1.27% |
Returns By Period
In the year-to-date period, PSCX achieves a -1.63% return, which is significantly higher than SCHX's -3.70% return.
PSCX
- 1D
- 0.26%
- 1M
- -2.11%
- YTD
- -1.63%
- 6M
- 1.08%
- 1Y
- 12.10%
- 3Y*
- 11.54%
- 5Y*
- 7.35%
- 10Y*
- —
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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PSCX vs. SCHX - Expense Ratio Comparison
PSCX has a 0.75% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
PSCX vs. SCHX — Risk / Return Rank
PSCX
SCHX
PSCX vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and Schwab U.S. Large-Cap ETF (SCHX). 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 | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.98 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.50 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.51 | +0.49 |
Martin ratioReturn relative to average drawdown | 10.18 | 7.02 | +3.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSCX | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.98 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.66 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.80 | +0.31 |
Correlation
The correlation between PSCX and SCHX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PSCX vs. SCHX - Dividend Comparison
PSCX has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.16%.
| 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% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
PSCX vs. SCHX - Drawdown Comparison
The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for PSCX and SCHX.
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Drawdown Indicators
| PSCX | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.20% | -34.33% | +24.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | -12.19% | +6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -10.20% | -25.41% | +15.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -2.58% | -5.67% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -4.00% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 2.62% | -1.41% |
Volatility
PSCX vs. SCHX - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 2.82%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. This indicates that PSCX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCX | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 5.36% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 4.31% | 9.67% | -5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.83% | 18.33% | -9.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.06% | 17.13% | -10.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.02% | 18.13% | -11.11% |