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PSFF vs. BSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSFF vs. BSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Fund of Funds ETF (PSFF) and Boston Scientific Corporation (BSX). The values are adjusted to include any dividend payments, if applicable.

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PSFF vs. BSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PSFF
Pacer Swan SOS Fund of Funds ETF
-0.53%10.38%13.18%18.39%-4.11%11.81%0.37%
BSX
Boston Scientific Corporation
-34.98%6.75%54.51%24.94%8.92%18.16%1.13%

Returns By Period

In the year-to-date period, PSFF achieves a -0.53% return, which is significantly higher than BSX's -34.98% return.


PSFF

1D
0.36%
1M
-1.11%
YTD
-0.53%
6M
1.48%
1Y
12.17%
3Y*
11.86%
5Y*
8.60%
10Y*

BSX

1D
-1.20%
1M
-18.66%
YTD
-34.98%
6M
-35.32%
1Y
-38.76%
3Y*
7.41%
5Y*
9.95%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PSFF vs. BSX — Risk / Return Rank

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

PSFF
PSFF Risk / Return Rank: 7373
Overall Rank
PSFF Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PSFF Sortino Ratio Rank: 7070
Sortino Ratio Rank
PSFF Omega Ratio Rank: 7272
Omega Ratio Rank
PSFF Calmar Ratio Rank: 6969
Calmar Ratio Rank
PSFF Martin Ratio Rank: 8383
Martin Ratio Rank

BSX
BSX Risk / Return Rank: 33
Overall Rank
BSX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BSX Sortino Ratio Rank: 44
Sortino Ratio Rank
BSX Omega Ratio Rank: 33
Omega Ratio Rank
BSX Calmar Ratio Rank: 77
Calmar Ratio Rank
BSX Martin Ratio Rank: 00
Martin Ratio Rank
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.

PSFF vs. BSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) and Boston Scientific Corporation (BSX). 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.


PSFFBSXDifference

Sharpe ratio

Return per unit of total volatility

1.26

-1.24

+2.50

Sortino ratio

Return per unit of downside risk

1.83

-1.64

+3.47

Omega ratio

Gain probability vs. loss probability

1.28

0.75

+0.54

Calmar ratio

Return relative to maximum drawdown

1.92

-0.90

+2.82

Martin ratio

Return relative to average drawdown

10.28

-2.54

+12.82

PSFF vs. BSX - Sharpe Ratio Comparison

The current PSFF Sharpe Ratio is 1.26, which is higher than the BSX Sharpe Ratio of -1.24. The chart below compares the historical Sharpe Ratios of PSFF and BSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSFFBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

-1.24

+2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.41

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.22

+0.78

Correlation

The correlation between PSFF and BSX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PSFF vs. BSX - Dividend Comparison

Neither PSFF nor BSX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PSFF vs. BSX - Drawdown Comparison

The maximum PSFF drawdown since its inception was -10.78%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for PSFF and BSX.


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Drawdown Indicators


PSFFBSXDifference

Max Drawdown

Largest peak-to-trough decline

-10.78%

-89.15%

+78.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-42.67%

+36.09%

Max Drawdown (5Y)

Largest decline over 5 years

-10.78%

-42.67%

+31.89%

Max Drawdown (10Y)

Largest decline over 10 years

-43.49%

Current Drawdown

Current decline from peak

-1.65%

-42.67%

+41.02%

Average Drawdown

Average peak-to-trough decline

-1.65%

-38.71%

+37.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

15.18%

-13.95%

Volatility

PSFF vs. BSX - Volatility Comparison

The current volatility for Pacer Swan SOS Fund of Funds ETF (PSFF) is 2.82%, while Boston Scientific Corporation (BSX) has a volatility of 11.24%. This indicates that PSFF experiences smaller price fluctuations and is considered to be less risky than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSFFBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

11.24%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

27.06%

-22.73%

Volatility (1Y)

Calculated over the trailing 1-year period

9.70%

31.28%

-21.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.22%

24.22%

-15.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

26.76%

-17.57%