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PSFF vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSFF and CALF is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

PSFF vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Fund of Funds ETF (PSFF) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
44.34%
49.64%
PSFF
CALF

Key characteristics

Sharpe Ratio

PSFF:

2.35

CALF:

-0.27

Sortino Ratio

PSFF:

3.23

CALF:

-0.25

Omega Ratio

PSFF:

1.47

CALF:

0.97

Calmar Ratio

PSFF:

3.85

CALF:

-0.40

Martin Ratio

PSFF:

19.17

CALF:

-0.89

Ulcer Index

PSFF:

0.75%

CALF:

6.27%

Daily Std Dev

PSFF:

6.09%

CALF:

20.67%

Max Drawdown

PSFF:

-10.62%

CALF:

-47.58%

Current Drawdown

PSFF:

-0.85%

CALF:

-9.28%

Returns By Period

In the year-to-date period, PSFF achieves a 13.29% return, which is significantly higher than CALF's -6.99% return.


PSFF

YTD

13.29%

1M

0.76%

6M

5.66%

1Y

13.87%

5Y*

N/A

10Y*

N/A

CALF

YTD

-6.99%

1M

-4.15%

6M

1.38%

1Y

-6.89%

5Y*

12.02%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSFF vs. CALF - Expense Ratio Comparison

PSFF has a 0.93% expense ratio, which is higher than CALF's 0.59% expense ratio.


PSFF
Pacer Swan SOS Fund of Funds ETF
Expense ratio chart for PSFF: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

PSFF vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


Sharpe ratio
The chart of Sharpe ratio for PSFF, currently valued at 2.35, compared to the broader market0.002.004.002.35-0.27
The chart of Sortino ratio for PSFF, currently valued at 3.23, compared to the broader market-2.000.002.004.006.008.0010.003.23-0.25
The chart of Omega ratio for PSFF, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.470.97
The chart of Calmar ratio for PSFF, currently valued at 3.85, compared to the broader market0.005.0010.0015.003.85-0.40
The chart of Martin ratio for PSFF, currently valued at 19.17, compared to the broader market0.0020.0040.0060.0080.00100.0019.17-0.89
PSFF
CALF

The current PSFF Sharpe Ratio is 2.35, which is higher than the CALF Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of PSFF and CALF, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.35
-0.27
PSFF
CALF

Dividends

PSFF vs. CALF - Dividend Comparison

PSFF has not paid dividends to shareholders, while CALF's dividend yield for the trailing twelve months is around 1.11%.


TTM2023202220212020201920182017
PSFF
Pacer Swan SOS Fund of Funds ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.11%1.18%0.85%2.63%0.82%0.99%1.39%0.70%

Drawdowns

PSFF vs. CALF - Drawdown Comparison

The maximum PSFF drawdown since its inception was -10.62%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for PSFF and CALF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.85%
-9.28%
PSFF
CALF

Volatility

PSFF vs. CALF - Volatility Comparison

The current volatility for Pacer Swan SOS Fund of Funds ETF (PSFF) is 2.48%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 5.42%. This indicates that PSFF experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.48%
5.42%
PSFF
CALF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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