PSFF vs. TMSRX
Compare and contrast key facts about Pacer Swan SOS Fund of Funds ETF (PSFF) and T. Rowe Price Multi-Strategy Total Return Fund (TMSRX).
PSFF is an actively managed fund by Pacer Advisors. It was launched on Dec 29, 2020. TMSRX is managed by T. Rowe Price. It was launched on Feb 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSFF or TMSRX.
Key characteristics
| PSFF | TMSRX | |
|---|---|---|
| YTD Return | 13.14% | 4.83% |
| 1Y Return | 17.31% | 6.33% |
| 3Y Return (Ann) | 9.00% | -0.59% |
| Sharpe Ratio | 3.21 | 2.31 |
| Sortino Ratio | 4.58 | 3.39 |
| Omega Ratio | 1.67 | 1.47 |
| Calmar Ratio | 5.04 | 0.72 |
| Martin Ratio | 25.76 | 8.94 |
| Ulcer Index | 0.73% | 0.70% |
| Daily Std Dev | 5.84% | 2.69% |
| Max Drawdown | -10.62% | -12.76% |
| Current Drawdown | -0.03% | -2.85% |
Correlation
The correlation between PSFF and TMSRX is 0.06, 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.
Performance
PSFF vs. TMSRX - Performance Comparison
In the year-to-date period, PSFF achieves a 13.14% return, which is significantly higher than TMSRX's 4.83% 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. TMSRX - Expense Ratio Comparison
PSFF has a 0.93% expense ratio, which is lower than TMSRX's 1.19% expense ratio.
Risk-Adjusted Performance
PSFF vs. TMSRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) and T. Rowe Price Multi-Strategy Total Return Fund (TMSRX). 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. TMSRX - Dividend Comparison
PSFF has not paid dividends to shareholders, while TMSRX's dividend yield for the trailing twelve months is around 5.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
PSFF Pacer Swan SOS Fund of Funds ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMSRX T. Rowe Price Multi-Strategy Total Return Fund | 5.68% | 5.95% | 1.49% | 0.50% | 0.85% | 2.59% | 1.94% |
Drawdowns
PSFF vs. TMSRX - Drawdown Comparison
The maximum PSFF drawdown since its inception was -10.62%, smaller than the maximum TMSRX drawdown of -12.76%. Use the drawdown chart below to compare losses from any high point for PSFF and TMSRX. For additional features, visit the drawdowns tool.
Volatility
PSFF vs. TMSRX - Volatility Comparison
Pacer Swan SOS Fund of Funds ETF (PSFF) has a higher volatility of 1.85% compared to T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) at 0.67%. This indicates that PSFF's price experiences larger fluctuations and is considered to be riskier than TMSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.