PSFJ vs. UXJL

Last updated Jun 4, 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 0.94 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 5.52% return, which is significantly lower than UXJL's 11.78% return.

PSFJ

• 1D: -0.01%
• 1M: 1.64%
• YTD: 5.52%
• 6M: 6.21%
• 1Y: 17.26%
• 3Y*: 15.35%
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -0.76%
• 1M: 6.02%
• YTD: 11.78%
• 6M: 11.50%
• 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	5.52%	6.07%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%

Correlation

The correlation between PSFJ and UXJL is 0.94, 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 22, 2025	0.94

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: 84
PSFJ Sharpe Ratio Rank: 82
PSFJ Sortino Ratio Rank: 88
PSFJ Omega Ratio Rank: 87
PSFJ Calmar Ratio Rank: 76
PSFJ Martin Ratio Rank: 89

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.

	PSFJ	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	2.65	—	—
Sortino ratio: Return per unit of downside risk	4.00	—	—
Omega ratio: Gain probability vs. loss probability	1.54	—	—
Calmar ratio: Return relative to maximum drawdown	3.80	—	—
Martin ratio: Return relative to average drawdown	20.28	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PSFJ	UXJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	1.87	-0.77

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	-0.01%	-0.76%	+0.75%
Average Drawdown Average peak-to-trough decline	-1.78%	-1.51%	-0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	—	—

Volatility

Volatility by Period

	PSFJ	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.55%	13.90%	-7.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.36%	13.90%	-3.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.36%	13.90%	-3.54%

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 0.94, 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.