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

Correlation

The correlation between PSFF and TMSRX is 0.08, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

PSFF vs. TMSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Fund of Funds ETF (PSFF) and T. Rowe Price Multi-Strategy Total Return Fund (TMSRX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
36.12%
-0.74%
PSFF
TMSRX

Key characteristics

Sharpe Ratio

PSFF:

0.38

TMSRX:

0.28

Sortino Ratio

PSFF:

0.58

TMSRX:

0.39

Omega Ratio

PSFF:

1.09

TMSRX:

1.06

Calmar Ratio

PSFF:

0.37

TMSRX:

0.16

Martin Ratio

PSFF:

1.71

TMSRX:

0.90

Ulcer Index

PSFF:

2.30%

TMSRX:

0.85%

Daily Std Dev

PSFF:

10.33%

TMSRX:

2.77%

Max Drawdown

PSFF:

-10.78%

TMSRX:

-12.76%

Current Drawdown

PSFF:

-8.02%

TMSRX:

-3.21%

Returns By Period

In the year-to-date period, PSFF achieves a -5.60% return, which is significantly lower than TMSRX's -0.87% return.


PSFF

YTD

-5.60%

1M

-4.03%

6M

-4.42%

1Y

4.34%

5Y*

N/A

10Y*

N/A

TMSRX

YTD

-0.87%

1M

-1.30%

6M

0.04%

1Y

0.97%

5Y*

1.86%

10Y*

N/A

*Annualized

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. TMSRX - Expense Ratio Comparison

PSFF has a 0.93% expense ratio, which is lower than TMSRX's 1.19% expense ratio.


TMSRX
T. Rowe Price Multi-Strategy Total Return Fund
Expense ratio chart for TMSRX: current value is 1.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TMSRX: 1.19%
Expense ratio chart for PSFF: current value is 0.93%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSFF: 0.93%

Risk-Adjusted Performance

PSFF vs. TMSRX — Risk-Adjusted Performance Rank

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

PSFF
The Risk-Adjusted Performance Rank of PSFF is 6060
Overall Rank
The Sharpe Ratio Rank of PSFF is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PSFF is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PSFF is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PSFF is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PSFF is 6363
Martin Ratio Rank

TMSRX
The Risk-Adjusted Performance Rank of TMSRX is 4646
Overall Rank
The Sharpe Ratio Rank of TMSRX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of TMSRX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of TMSRX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of TMSRX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of TMSRX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for PSFF, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
PSFF: 0.38
TMSRX: 0.28
The chart of Sortino ratio for PSFF, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.00
PSFF: 0.58
TMSRX: 0.39
The chart of Omega ratio for PSFF, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
PSFF: 1.09
TMSRX: 1.06
The chart of Calmar ratio for PSFF, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.00
PSFF: 0.37
TMSRX: 0.16
The chart of Martin ratio for PSFF, currently valued at 1.71, compared to the broader market0.0020.0040.0060.00
PSFF: 1.71
TMSRX: 0.90

The current PSFF Sharpe Ratio is 0.38, which is higher than the TMSRX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of PSFF and TMSRX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.38
0.28
PSFF
TMSRX

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 6.78%.


TTM2024202320222021202020192018
PSFF
Pacer Swan SOS Fund of Funds ETF
0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%
TMSRX
T. Rowe Price Multi-Strategy Total Return Fund
6.78%6.72%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 -10.78%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.02%
-3.21%
PSFF
TMSRX

Volatility

PSFF vs. TMSRX - Volatility Comparison

Pacer Swan SOS Fund of Funds ETF (PSFF) has a higher volatility of 7.44% compared to T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) at 1.09%. 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.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
7.44%
1.09%
PSFF
TMSRX
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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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