PSFF vs. VTI
Compare and contrast key facts about Pacer Swan SOS Fund of Funds ETF (PSFF) and Vanguard Total Stock Market ETF (VTI).
PSFF and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSFF is an actively managed fund by Pacer Advisors. It was launched on Dec 29, 2020. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSFF or VTI.
Key characteristics
| PSFF | VTI | |
|---|---|---|
| YTD Return | 13.14% | 26.15% |
| 1Y Return | 17.31% | 35.28% |
| 3Y Return (Ann) | 9.00% | 8.67% |
| Sharpe Ratio | 3.21 | 3.04 |
| Sortino Ratio | 4.58 | 4.05 |
| Omega Ratio | 1.67 | 1.57 |
| Calmar Ratio | 5.04 | 4.47 |
| Martin Ratio | 25.76 | 19.73 |
| Ulcer Index | 0.73% | 1.94% |
| Daily Std Dev | 5.84% | 12.58% |
| Max Drawdown | -10.62% | -55.45% |
| Current Drawdown | -0.03% | -0.44% |
Correlation
The correlation between PSFF and VTI is 0.89, 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.
Performance
PSFF vs. VTI - Performance Comparison
In the year-to-date period, PSFF achieves a 13.14% return, which is significantly lower than VTI's 26.15% 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. VTI - Expense Ratio Comparison
PSFF has a 0.93% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
PSFF vs. VTI - 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 Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
PSFF has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PSFF vs. VTI - Drawdown Comparison
The maximum PSFF drawdown since its inception was -10.62%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PSFF and VTI. For additional features, visit the drawdowns tool.
Volatility
PSFF vs. VTI - Volatility Comparison
The current volatility for Pacer Swan SOS Fund of Funds ETF (PSFF) is 1.85%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.97%. This indicates that PSFF experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.