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PSFF vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSFF vs. PTLC - 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 Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSFF achieves a 5.75% return, which is significantly higher than PTLC's 4.41% return.


PSFF

1D
-0.20%
1M
0.46%
YTD
5.75%
6M
5.79%
1Y
15.23%
3Y*
12.46%
5Y*
9.36%
10Y*

PTLC

1D
-0.43%
1M
0.05%
YTD
4.41%
6M
3.92%
1Y
20.14%
3Y*
13.96%
5Y*
10.42%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSFF vs. PTLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PSFF
Pacer Swan SOS Fund of Funds ETF
5.75%10.38%13.18%18.39%-4.11%11.81%0.39%
PTLC
Pacer Trendpilot US Large Cap ETF
4.41%5.10%24.31%16.78%-8.62%27.90%0.77%

Correlation

The correlation between PSFF and PTLC is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2020

0.75

The correlation between PSFF and PTLC has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

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Return for Risk

PSFF vs. PTLC — Risk / Return Rank

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

PSFF
PSFF Risk / Return Rank: 8686
Overall Rank
PSFF Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PSFF Sortino Ratio Rank: 9090
Sortino Ratio Rank
PSFF Omega Ratio Rank: 8585
Omega Ratio Rank
PSFF Calmar Ratio Rank: 8282
Calmar Ratio Rank
PSFF Martin Ratio Rank: 9191
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 5050
Overall Rank
PTLC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4747
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4949
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4848
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5353
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. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSFFPTLCDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.49

1.30

+0.18

Calmar ratioReturn relative to maximum drawdown

4.17

2.31

+1.86

Martin ratioReturn relative to average drawdown

20.78

8.89

+11.89

PSFF vs. PTLC - Sharpe Ratio Comparison

The current PSFF Sharpe Ratio is 2.56, which is higher than the PTLC Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of PSFF and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSFF vs. PTLC - Drawdown Comparison

The maximum PSFF drawdown since its inception was -10.78%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for PSFF and PTLC.


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Drawdown Indicators


PSFFPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-10.78%

-26.63%

+15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-8.77%

+5.10%

Max Drawdown (3Y)

Largest decline over 3 years

-10.78%

-15.17%

+4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-10.78%

-15.17%

+4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

Current Drawdown

Current decline from peak

-0.29%

-1.79%

+1.50%

Average Drawdown

Average peak-to-trough decline

-1.59%

-5.63%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.27%

-1.54%

Volatility

PSFF vs. PTLC - Volatility Comparison

The current volatility for Pacer Swan SOS Fund of Funds ETF (PSFF) is 1.63%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.71%. This indicates that PSFF experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSFFPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

4.71%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

9.10%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

5.98%

11.91%

-5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.24%

11.86%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.08%

13.23%

-4.15%

PSFF vs. PTLC - Expense Ratio Comparison

PSFF has a 0.75% expense ratio, which is higher than PTLC's 0.60% expense ratio.


Dividends

PSFF vs. PTLC - Dividend Comparison

PSFF has not paid dividends to shareholders, while PTLC's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM20252024202320222021202020192018201720162015
PSFF
Pacer Swan SOS Fund of Funds ETF
0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF
1.02%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Frequently Asked Questions


PSFF and PTLC have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTLC has higher volatility (4.71%) compared to PSFF (1.63%). In terms of maximum drawdown, PSFF dropped -10.78% vs PTLC's -26.63%.

On 5-year performance, PTLC leads with 10.42% vs 9.36% for PSFF. On fees, PTLC is cheaper at 0.60% per year. On volatility, PSFF has been the lower-risk option at 1.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PTLC has performed better with a 10.42% return vs 9.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PTLC is cheaper with a 0.60% expense ratio, compared with 0.75% for PSFF.

PTLC has the higher dividend yield at 1.02%, compared with 0.00% for PSFF.

PSFF is categorized as Defined Outcome, while PTLC is Large Cap Blend Equities. Their fees differ too: 0.75% for PSFF and 0.60% for PTLC.

PSFF currently has the higher Sharpe Ratio (2.56 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PSFF and PTLC

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