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

Correlation

The correlation between PSFF and VBIAX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

PSFF vs. VBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Fund of Funds ETF (PSFF) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.04%
5.94%
PSFF
VBIAX

Key characteristics

Sharpe Ratio

PSFF:

2.12

VBIAX:

1.44

Sortino Ratio

PSFF:

2.91

VBIAX:

1.94

Omega Ratio

PSFF:

1.42

VBIAX:

1.27

Calmar Ratio

PSFF:

3.48

VBIAX:

1.51

Martin Ratio

PSFF:

17.38

VBIAX:

8.74

Ulcer Index

PSFF:

0.74%

VBIAX:

1.46%

Daily Std Dev

PSFF:

6.11%

VBIAX:

8.84%

Max Drawdown

PSFF:

-10.62%

VBIAX:

-35.90%

Current Drawdown

PSFF:

-1.42%

VBIAX:

-3.21%

Returns By Period

In the year-to-date period, PSFF achieves a 12.64% return, which is significantly lower than VBIAX's 14.11% return.


PSFF

YTD

12.64%

1M

-0.17%

6M

5.05%

1Y

13.65%

5Y*

N/A

10Y*

N/A

VBIAX

YTD

14.11%

1M

-0.28%

6M

5.68%

1Y

12.18%

5Y*

6.91%

10Y*

7.45%

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. VBIAX - Expense Ratio Comparison

PSFF has a 0.93% expense ratio, which is higher than VBIAX's 0.07% 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 VBIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

PSFF vs. VBIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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 2.12, compared to the broader market0.002.004.002.121.38
The chart of Sortino ratio for PSFF, currently valued at 2.91, compared to the broader market-2.000.002.004.006.008.0010.002.911.86
The chart of Omega ratio for PSFF, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.26
The chart of Calmar ratio for PSFF, currently valued at 3.48, compared to the broader market0.005.0010.0015.003.481.44
The chart of Martin ratio for PSFF, currently valued at 17.38, compared to the broader market0.0020.0040.0060.0080.00100.0017.389.06
PSFF
VBIAX

The current PSFF Sharpe Ratio is 2.12, which is higher than the VBIAX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of PSFF and VBIAX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.12
1.38
PSFF
VBIAX

Dividends

PSFF vs. VBIAX - Dividend Comparison

PSFF has not paid dividends to shareholders, while VBIAX's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
PSFF
Pacer Swan SOS Fund of Funds ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
1.54%2.04%1.93%1.39%1.66%2.12%2.32%1.95%2.09%2.09%1.92%1.85%

Drawdowns

PSFF vs. VBIAX - Drawdown Comparison

The maximum PSFF drawdown since its inception was -10.62%, smaller than the maximum VBIAX drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for PSFF and VBIAX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.42%
-3.21%
PSFF
VBIAX

Volatility

PSFF vs. VBIAX - Volatility Comparison

The current volatility for Pacer Swan SOS Fund of Funds ETF (PSFF) is 2.44%, while Vanguard Balanced Index Fund Admiral Shares (VBIAX) has a volatility of 2.74%. This indicates that PSFF experiences smaller price fluctuations and is considered to be less risky than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.44%
2.74%
PSFF
VBIAX
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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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