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

Key characteristics


PSFDSPY
YTD Return13.62%26.77%
1Y Return20.79%37.43%
3Y Return (Ann)11.07%10.15%
Sharpe Ratio3.433.06
Sortino Ratio4.884.08
Omega Ratio1.741.58
Calmar Ratio5.224.44
Martin Ratio28.7620.11
Ulcer Index0.72%1.85%
Daily Std Dev6.03%12.18%
Max Drawdown-14.94%-55.19%
Current Drawdown-0.09%-0.31%

Correlation

-0.50.00.51.00.9

The correlation between PSFD and SPY is 0.94, 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.

Performance

PSFD vs. SPY - Performance Comparison

In the year-to-date period, PSFD achieves a 13.62% return, which is significantly lower than SPY's 26.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.78%
14.78%
PSFD
SPY

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PSFD vs. SPY - Expense Ratio Comparison

PSFD has a 0.75% expense ratio, which is higher than SPY's 0.09% 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 SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

PSFD vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) and SPDR S&P 500 ETF (SPY). 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
Sharpe ratio
The chart of Sharpe ratio for PSFD, currently valued at 3.43, compared to the broader market-2.000.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for PSFD, currently valued at 4.88, compared to the broader market-2.000.002.004.006.008.0010.0012.004.88
Omega ratio
The chart of Omega ratio for PSFD, currently valued at 1.74, compared to the broader market1.001.502.002.503.001.74
Calmar ratio
The chart of Calmar ratio for PSFD, currently valued at 5.22, compared to the broader market0.005.0010.0015.005.22
Martin ratio
The chart of Martin ratio for PSFD, currently valued at 28.76, compared to the broader market0.0020.0040.0060.0080.00100.0028.76
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 4.08, compared to the broader market-2.000.002.004.006.008.0010.0012.004.08
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 4.44, compared to the broader market0.005.0010.0015.004.44
Martin ratio
The chart of Martin ratio for SPY, currently valued at 20.11, compared to the broader market0.0020.0040.0060.0080.00100.0020.11

PSFD vs. SPY - Sharpe Ratio Comparison

The current PSFD Sharpe Ratio is 3.43, which is comparable to the SPY Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of PSFD and SPY, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.43
3.06
PSFD
SPY

Dividends

PSFD vs. SPY - Dividend Comparison

PSFD has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.


TTM20232022202120202019201820172016201520142013
PSFD
Pacer Swan SOS Flex (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%
SPY
SPDR S&P 500 ETF
1.17%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

PSFD vs. SPY - Drawdown Comparison

The maximum PSFD drawdown since its inception was -14.94%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PSFD and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.09%
-0.31%
PSFD
SPY

Volatility

PSFD vs. SPY - Volatility Comparison

The current volatility for Pacer Swan SOS Flex (December) ETF (PSFD) is 0.82%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.88%. This indicates that PSFD experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.82%
3.88%
PSFD
SPY