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PSFD vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PSFD vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (December) ETF (PSFD) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.31%
8.87%
PSFD
JEPQ

Returns By Period

In the year-to-date period, PSFD achieves a 13.81% return, which is significantly lower than JEPQ's 21.86% return.


PSFD

YTD

13.81%

1M

1.02%

6M

6.32%

1Y

18.42%

5Y (annualized)

N/A

10Y (annualized)

N/A

JEPQ

YTD

21.86%

1M

2.15%

6M

8.87%

1Y

26.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


PSFDJEPQ
Sharpe Ratio3.232.14
Sortino Ratio4.482.81
Omega Ratio1.681.44
Calmar Ratio4.762.47
Martin Ratio26.2110.65
Ulcer Index0.72%2.48%
Daily Std Dev5.83%12.34%
Max Drawdown-14.94%-16.82%
Current Drawdown0.00%-1.24%

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PSFD vs. JEPQ - Expense Ratio Comparison

PSFD has a 0.75% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


PSFD
Pacer Swan SOS Flex (December) ETF
Expense ratio chart for PSFD: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.9

The correlation between PSFD and JEPQ is 0.88, 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.

Risk-Adjusted Performance

PSFD vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


Sharpe ratio
The chart of Sharpe ratio for PSFD, currently valued at 3.23, compared to the broader market0.002.004.003.232.14
The chart of Sortino ratio for PSFD, currently valued at 4.48, compared to the broader market-2.000.002.004.006.008.0010.004.482.81
The chart of Omega ratio for PSFD, currently valued at 1.68, compared to the broader market0.501.001.502.002.503.001.681.44
The chart of Calmar ratio for PSFD, currently valued at 4.76, compared to the broader market0.005.0010.0015.004.762.47
The chart of Martin ratio for PSFD, currently valued at 26.21, compared to the broader market0.0020.0040.0060.0080.00100.0026.2110.65
PSFD
JEPQ

The current PSFD Sharpe Ratio is 3.23, which is higher than the JEPQ Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of PSFD and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.23
2.14
PSFD
JEPQ

Dividends

PSFD vs. JEPQ - Dividend Comparison

PSFD has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 9.46%.


TTM20232022
PSFD
Pacer Swan SOS Flex (December) ETF
0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.46%10.02%9.44%

Drawdowns

PSFD vs. JEPQ - Drawdown Comparison

The maximum PSFD drawdown since its inception was -14.94%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for PSFD and JEPQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.24%
PSFD
JEPQ

Volatility

PSFD vs. JEPQ - Volatility Comparison

The current volatility for Pacer Swan SOS Flex (December) ETF (PSFD) is 0.84%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.83%. This indicates that PSFD experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
0.84%
3.83%
PSFD
JEPQ