PSFF vs. AOM
Compare and contrast key facts about Pacer Swan SOS Fund of Funds ETF (PSFF) and iShares Core Moderate Allocation ETF (AOM).
PSFF and AOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSFF is an actively managed fund by Pacer Advisors. It was launched on Dec 29, 2020. AOM is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Moderate. It was launched on Nov 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSFF or AOM.
Key characteristics
| PSFF | AOM | |
|---|---|---|
| YTD Return | 13.14% | 8.56% |
| 1Y Return | 17.31% | 14.77% |
| 3Y Return (Ann) | 9.00% | 1.43% |
| Sharpe Ratio | 3.21 | 2.56 |
| Sortino Ratio | 4.58 | 3.80 |
| Omega Ratio | 1.67 | 1.49 |
| Calmar Ratio | 5.04 | 1.70 |
| Martin Ratio | 25.76 | 16.53 |
| Ulcer Index | 0.73% | 1.00% |
| Daily Std Dev | 5.84% | 6.45% |
| Max Drawdown | -10.62% | -19.96% |
| Current Drawdown | -0.03% | -1.47% |
Correlation
The correlation between PSFF and AOM is 0.74, 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
PSFF vs. AOM - Performance Comparison
In the year-to-date period, PSFF achieves a 13.14% return, which is significantly higher than AOM's 8.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PSFF vs. AOM - Expense Ratio Comparison
PSFF has a 0.93% expense ratio, which is higher than AOM's 0.25% expense ratio.
Risk-Adjusted Performance
PSFF vs. AOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) and iShares Core Moderate Allocation ETF (AOM). 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.
Dividends
PSFF vs. AOM - Dividend Comparison
PSFF has not paid dividends to shareholders, while AOM's dividend yield for the trailing twelve months is around 2.86%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSFF Pacer Swan SOS Fund of Funds 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% |
AOM iShares Core Moderate Allocation ETF | 2.86% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% | 2.08% | 1.87% |
Drawdowns
PSFF vs. AOM - Drawdown Comparison
The maximum PSFF drawdown since its inception was -10.62%, smaller than the maximum AOM drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for PSFF and AOM. For additional features, visit the drawdowns tool.
Volatility
PSFF vs. AOM - Volatility Comparison
Pacer Swan SOS Fund of Funds ETF (PSFF) and iShares Core Moderate Allocation ETF (AOM) have volatilities of 1.85% and 1.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.