PSFD vs. QMAR

Last updated Jun 4, 2026

PSFD (Pacer Swan SOS Flex (December) ETF) and QMAR (FT Cboe Vest Nasdaq-100 Buffer ETF - March) are both exchange-traded funds - PSFD is a Large Cap Blend Equities fund actively managed by Pacer, while QMAR is a Nasdaq-100 fund actively managed by First Trust. Both are actively managed. Over the past 5 years, PSFD returned 11.78%/yr vs 12.13%/yr for QMAR. Their correlation of 0.85 suggests significant overlap in exposure. PSFD charges 0.75%/yr vs 0.90%/yr for QMAR.

Performance

PSFD vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (December) ETF (PSFD) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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 lower than QMAR's 13.06% return.

PSFD

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

QMAR

• 1D: -0.09%
• 1M: 2.81%
• YTD: 13.06%
• 6M: 14.01%
• 1Y: 23.38%
• 3Y*: 16.73%
• 5Y*: 12.13%
• 10Y*: —

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

PSFD vs. QMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSFD Pacer Swan SOS Flex (December) ETF	6.48%	12.93%	14.54%	20.95%	-3.06%	13.72%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	13.06%	10.89%	16.11%	35.47%	-16.56%	12.31%

Correlation

The correlation between PSFD and QMAR is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Mar 23, 2021	0.85

The correlation between PSFD and QMAR has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

PSFD vs. QMAR - Sectors Allocation Comparison

Sectors	PSFD	QMAR
Technology	36.2%	54.2%
Financial Services	11.9%	0.2%
Communication Services	10.9%	15.5%
Consumer Cyclical	10.1%	12.2%
Healthcare	8.4%	4.2%
Industrials	8.1%	2.8%
Consumer Defensive	4.9%	7.6%
Energy	3.5%	0.6%
Utilities	2.3%	1.4%
Real Estate	1.9%	0.1%
Basic Materials	1.8%	1.2%

Return for Risk

PSFD vs. QMAR — 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

QMAR

QMAR Risk / Return Rank: 96
QMAR Sharpe Ratio Rank: 95
QMAR Sortino Ratio Rank: 97
QMAR Omega Ratio Rank: 97
QMAR Calmar Ratio Rank: 94
QMAR Martin Ratio Rank: 97

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. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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	QMAR	Difference
Sharpe ratio: Return per unit of total volatility	2.61	3.86	-1.25
Sortino ratio: Return per unit of downside risk	3.85	6.05	-2.20
Omega ratio: Gain probability vs. loss probability	1.54	1.93	-0.39
Calmar ratio: Return relative to maximum drawdown	3.01	7.31	-4.30
Martin ratio: Return relative to average drawdown	15.39	52.66	-37.27
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. QMAR - Sharpe Ratio Comparison

The current PSFD Sharpe Ratio is 2.61, which is lower than the QMAR Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of PSFD and QMAR, 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	QMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	3.86	-1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.13	0.87	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	1.24	0.91	+0.33

Drawdowns

PSFD vs. QMAR - Drawdown Comparison

The maximum PSFD drawdown since its inception was -14.94%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for PSFD and QMAR.

Drawdown Indicators

	PSFD	QMAR	Difference
Max Drawdown Largest peak-to-trough decline	-14.94%	-19.83%	+4.89%
Max Drawdown (1Y) Largest decline over 1 year	-5.88%	-3.21%	-2.67%
Max Drawdown (3Y) Largest decline over 3 years	-12.26%	-15.91%	+3.65%
Max Drawdown (5Y) Largest decline over 5 years	-14.94%	-19.83%	+4.89%
Current Drawdown Current decline from peak	-0.20%	-0.19%	-0.01%
Average Drawdown Average peak-to-trough decline	-2.01%	-3.28%	+1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	0.45%	+0.70%

Volatility

PSFD vs. QMAR - Volatility Comparison

The current volatility for Pacer Swan SOS Flex (December) ETF (PSFD) is 1.08%, while FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) has a volatility of 1.27%. This indicates that PSFD experiences smaller price fluctuations and is considered to be less risky than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSFD	QMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.08%	1.27%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	5.62%	4.85%	+0.77%
Volatility (1Y) Calculated over the trailing 1-year period	6.80%	6.09%	+0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.48%	13.97%	-3.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	13.85%	-3.42%

PSFD vs. QMAR - Expense Ratio Comparison

PSFD has a 0.75% expense ratio, which is lower than QMAR's 0.90% expense ratio.

Dividends

PSFD vs. QMAR - Dividend Comparison

Neither PSFD nor QMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSFD and QMAR in my portfolio?

PSFD and QMAR have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSFD or QMAR?

QMAR has higher volatility (1.27%) compared to PSFD (1.08%). In terms of maximum drawdown, PSFD dropped -14.94% vs QMAR's -19.83%.

Which ETF is better, PSFD or QMAR?

On 5-year performance, QMAR leads with 12.13% vs 11.78% for PSFD. On fees, PSFD is cheaper at 0.75% per year. On volatility, PSFD has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSFD or QMAR?

Over the 5-year period, QMAR has performed better with a 12.13% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSFD or QMAR?

PSFD is cheaper with a 0.75% expense ratio, compared with 0.90% for QMAR.

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

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

What is the main difference between PSFD and QMAR?

PSFD is categorized as Large Cap Blend Equities, while QMAR is Nasdaq-100. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.75% for PSFD and 0.90% for QMAR.

Which has better risk-adjusted returns?

QMAR currently has the higher Sharpe Ratio (3.86 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.