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PSFF vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSFF vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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PSFF vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PSFF
Pacer Swan SOS Fund of Funds ETF
-0.53%10.38%13.18%18.39%-4.11%11.81%0.37%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%0.54%

Returns By Period

In the year-to-date period, PSFF achieves a -0.53% return, which is significantly higher than VOO's -3.66% return.


PSFF

1D
0.36%
1M
-1.11%
YTD
-0.53%
6M
1.48%
1Y
12.17%
3Y*
11.86%
5Y*
8.60%
10Y*

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSFF vs. VOO - Expense Ratio Comparison

PSFF has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

PSFF vs. VOO — Risk / Return Rank

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

PSFF
PSFF Risk / Return Rank: 7373
Overall Rank
PSFF Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PSFF Sortino Ratio Rank: 7070
Sortino Ratio Rank
PSFF Omega Ratio Rank: 7272
Omega Ratio Rank
PSFF Calmar Ratio Rank: 6969
Calmar Ratio Rank
PSFF Martin Ratio Rank: 8383
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) and Vanguard S&P 500 ETF (VOO). 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.


PSFFVOODifference

Sharpe ratio

Return per unit of total volatility

1.26

1.01

+0.25

Sortino ratio

Return per unit of downside risk

1.83

1.53

+0.30

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.92

1.55

+0.37

Martin ratio

Return relative to average drawdown

10.28

7.31

+2.97

PSFF vs. VOO - Sharpe Ratio Comparison

The current PSFF Sharpe Ratio is 1.26, which is comparable to the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PSFF and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSFFVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.01

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.71

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.83

+0.17

Correlation

The correlation between PSFF and VOO is 0.88, 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.


Dividends

PSFF vs. VOO - Dividend Comparison

PSFF has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

PSFF vs. VOO - Drawdown Comparison

The maximum PSFF drawdown since its inception was -10.78%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PSFF and VOO.


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Drawdown Indicators


PSFFVOODifference

Max Drawdown

Largest peak-to-trough decline

-10.78%

-33.99%

+23.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-11.98%

+5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-10.78%

-24.52%

+13.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-1.65%

-5.55%

+3.90%

Average Drawdown

Average peak-to-trough decline

-1.65%

-3.72%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

2.55%

-1.32%

Volatility

PSFF vs. VOO - Volatility Comparison

The current volatility for Pacer Swan SOS Fund of Funds ETF (PSFF) is 2.82%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that PSFF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSFFVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

5.34%

-2.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

9.47%

-5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

9.70%

18.11%

-8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.22%

16.82%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

17.99%

-8.80%