PSFF vs. CALF
Compare and contrast key facts about Pacer Swan SOS Fund of Funds ETF (PSFF) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
PSFF and CALF 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. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSFF or CALF.
Key characteristics
| PSFF | CALF | |
|---|---|---|
| YTD Return | 13.14% | -0.57% |
| 1Y Return | 17.31% | 11.43% |
| 3Y Return (Ann) | 9.00% | 2.30% |
| Sharpe Ratio | 3.21 | 0.79 |
| Sortino Ratio | 4.58 | 1.30 |
| Omega Ratio | 1.67 | 1.15 |
| Calmar Ratio | 5.04 | 1.23 |
| Martin Ratio | 25.76 | 2.81 |
| Ulcer Index | 0.73% | 6.08% |
| Daily Std Dev | 5.84% | 21.69% |
| Max Drawdown | -10.62% | -47.58% |
| Current Drawdown | -0.03% | -3.02% |
Correlation
The correlation between PSFF and CALF is 0.63, 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.
Performance
PSFF vs. CALF - Performance Comparison
In the year-to-date period, PSFF achieves a 13.14% return, which is significantly higher than CALF's -0.57% 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. CALF - Expense Ratio Comparison
PSFF has a 0.93% expense ratio, which is higher than CALF's 0.59% expense ratio.
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.
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 1.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
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 | 1.04% | 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.
Volatility
PSFF vs. CALF - Volatility Comparison
The current volatility for Pacer Swan SOS Fund of Funds ETF (PSFF) is 1.85%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.62%. 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.