PSFJ vs. UXJL

Last updated Jun 24, 2026

PSFJ (Pacer Swan SOS Flex (July) ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. PSFJ charges 0.61%/yr vs 0.85%/yr for UXJL.

Performance

PSFJ vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (July) ETF (PSFJ) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSFJ achieves a 5.82% return, which is significantly lower than UXJL's 8.46% return.

PSFJ

• 1D: -0.07%
• 1M: 0.70%
• YTD: 5.82%
• 6M: 5.57%
• 1Y: 16.52%
• 3Y*: 14.89%
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -1.53%
• 1M: -1.62%
• YTD: 8.46%
• 6M: 7.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSFJ vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
PSFJ Pacer Swan SOS Flex (July) ETF	5.82%	6.33%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	8.46%	8.62%

Correlation

The correlation between PSFJ and UXJL is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 21, 2025	0.92

Return for Risk

PSFJ vs. UXJL — Risk / Return Rank

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

PSFJ

PSFJ Risk / Return Rank: 88
PSFJ Sharpe Ratio Rank: 89
PSFJ Sortino Ratio Rank: 93
PSFJ Omega Ratio Rank: 92
PSFJ Calmar Ratio Rank: 77
PSFJ Martin Ratio Rank: 91

UXJL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PSFJ vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (July) ETF (PSFJ) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PSFJ	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	2.70	—	—
Sortino ratio: Return per unit of downside risk	4.12	—	—
Omega ratio: Gain probability vs. loss probability	1.56	—	—
Calmar ratio: Return relative to maximum drawdown	3.63	—	—
Martin ratio: Return relative to average drawdown	19.64	—	—

Drawdowns

PSFJ vs. UXJL - Drawdown Comparison

The maximum PSFJ drawdown since its inception was -12.20%, which is greater than UXJL's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for PSFJ and UXJL.

Drawdown Indicators

	PSFJ	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-12.20%	-10.29%	-1.91%
Max Drawdown (1Y) Largest decline over 1 year	-4.56%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.20%	—	—
Current Drawdown Current decline from peak	-0.07%	-3.71%	+3.64%
Average Drawdown Average peak-to-trough decline	-1.76%	-1.58%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.84%	—	—

Volatility

Volatility by Period

	PSFJ	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.20%	14.58%	-8.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.30%	14.58%	-4.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.30%	14.58%	-4.28%

PSFJ vs. UXJL - Expense Ratio Comparison

PSFJ has a 0.61% expense ratio, which is lower than UXJL's 0.85% expense ratio.

Dividends

PSFJ vs. UXJL - Dividend Comparison

Neither PSFJ nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSFJ and UXJL in my portfolio?

With a correlation of 0.92, PSFJ and UXJL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, PSFJ or UXJL?

On fees, PSFJ is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PSFJ or UXJL?

PSFJ is cheaper with a 0.61% expense ratio, compared with 0.85% for UXJL.

Which ETF pays a higher dividend yield, PSFJ or UXJL?

PSFJ and UXJL have nearly identical dividend yields, around 0.00%.

What is the main difference between PSFJ and UXJL?

They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.61% for PSFJ and 0.85% for UXJL.