PSFD vs. PSCX

Last updated Jun 4, 2026

PSFD (Pacer Swan SOS Flex (December) ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds from Pacer. Both are actively managed. Over the past 5 years, PSFD returned 11.78%/yr vs 8.46%/yr for PSCX. Their correlation of 0.95 suggests significant overlap in exposure. Both charge a 0.75% expense ratio.

Performance

PSFD vs. PSCX - Performance Comparison

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

Returns By Period

In the year-to-date period, PSFD achieves a 6.48% return, which is significantly higher than PSCX's 5.11% return.

PSFD

• 1D: -0.20%
• 1M: 2.53%
• YTD: 6.48%
• 6M: 7.36%
• 1Y: 17.61%
• 3Y*: 14.92%
• 5Y*: 11.78%
• 10Y*: —

PSCX

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

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

PSFD vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PSFD Pacer Swan SOS Flex (December) ETF	6.48%	12.93%	14.54%	20.95%	-3.06%	18.23%	1.33%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.81%

Correlation

The correlation between PSFD and PSCX is 0.95, 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Dec 24, 2020	0.95

The correlation between PSFD and PSCX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

PSFD vs. PSCX - Sectors Allocation Comparison

Sectors	PSFD	PSCX
Technology	36.2%	33.2%
Financial Services	11.9%	12.5%
Communication Services	10.9%	10.3%
Consumer Cyclical	10.1%	10.0%
Healthcare	8.4%	9.6%
Industrials	8.1%	8.4%
Consumer Defensive	4.9%	5.4%
Energy	3.5%	4.2%
Utilities	2.3%	2.6%
Real Estate	1.9%	2.0%
Basic Materials	1.8%	1.9%

Return for Risk

PSFD vs. PSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSFD

PSFD Risk / Return Rank: 78
PSFD Sharpe Ratio Rank: 80
PSFD Sortino Ratio Rank: 85
PSFD Omega Ratio Rank: 87
PSFD Calmar Ratio Rank: 61
PSFD Martin Ratio Rank: 79

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

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.

PSFD vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.

	PSFD	PSCX	Difference
Sharpe ratio Return per unit of total volatility	2.61	2.82	-0.21
Sortino ratio Return per unit of downside risk	3.85	4.22	-0.37
Omega ratio Gain probability vs. loss probability	1.54	1.58	-0.04
Calmar ratio Return relative to maximum drawdown	3.01	3.70	-0.69
Martin ratio Return relative to average drawdown	15.39	18.94	-3.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSFD vs. PSCX - Sharpe Ratio Comparison

The current PSFD Sharpe Ratio is 2.61, which is comparable to the PSCX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of PSFD and PSCX, 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

	PSFD	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	2.82	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.13	1.20	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	1.24	1.27	-0.03

Drawdowns

PSFD vs. PSCX - Drawdown Comparison

The maximum PSFD drawdown since its inception was -14.94%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for PSFD and PSCX.

Drawdown Indicators

	PSFD	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-14.94%	-10.20%	-4.74%
Max Drawdown (1Y) Largest decline over 1 year	-5.88%	-4.20%	-1.68%
Max Drawdown (3Y) Largest decline over 3 years	-12.26%	-9.61%	-2.65%
Max Drawdown (5Y) Largest decline over 5 years	-14.94%	-10.20%	-4.74%
Current Drawdown Current decline from peak	-0.20%	-0.12%	-0.08%
Average Drawdown Average peak-to-trough decline	-2.01%	-1.87%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	0.82%	+0.33%

Volatility

PSFD vs. PSCX - Volatility Comparison

Pacer Swan SOS Flex (December) ETF (PSFD) has a higher volatility of 1.08% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.89%. This indicates that PSFD's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSFD	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.08%	0.89%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	5.62%	4.21%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	6.80%	5.53%	+1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.48%	7.07%	+3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	6.96%	+3.47%

PSFD vs. PSCX - Expense Ratio Comparison

Both PSFD and PSCX have an expense ratio of 0.75%.

Dividends

PSFD vs. PSCX - Dividend Comparison

Neither PSFD nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSFD and PSCX in my portfolio?

With a correlation of 0.95, PSFD and PSCX 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, PSFD or PSCX?

PSFD has higher volatility (1.08%) compared to PSCX (0.89%). In terms of maximum drawdown, PSFD dropped -14.94% vs PSCX's -10.20%.

Which ETF is better, PSFD or PSCX?

On 5-year performance, PSFD leads with 11.78% vs 8.46% for PSCX. Both ETFs have the same 0.75% expense ratio. 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, PSFD or PSCX?

Over the 5-year period, PSFD has performed better with a 11.78% return vs 8.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSFD or PSCX?

PSFD and PSCX have the same expense ratio: 0.75% per year.

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

PSFD and PSCX have nearly identical dividend yields, around 0.00%.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 2.61), 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.