PSFM vs. AIOO
PSFM (Pacer Swan SOS Flex (April) ETF) and AIOO (AllianzIM U.S. Equity Buffer100 Protection ETF) are both Defined Outcome funds. Both are actively managed. A 0.68 correlation means they provide meaningful diversification when combined. PSFM charges 0.61%/yr vs 0.64%/yr for AIOO.
Performance
PSFM vs. AIOO - Performance Comparison
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Returns By Period
In the year-to-date period, PSFM achieves a 8.72% return, which is significantly higher than AIOO's 2.13% return.
PSFM
- 1D
- -0.42%
- 1M
- 0.09%
- YTD
- 8.72%
- 6M
- 8.75%
- 1Y
- 16.21%
- 3Y*
- 12.82%
- 5Y*
- 9.70%
- 10Y*
- —
AIOO
- 1D
- -0.13%
- 1M
- 0.05%
- YTD
- 2.13%
- 6M
- 1.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSFM vs. AIOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PSFM Pacer Swan SOS Flex (April) ETF | 8.72% | 5.39% |
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF | 2.13% | 2.65% |
Correlation
The correlation between PSFM and AIOO is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025 | 0.68 |
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Return for Risk
PSFM vs. AIOO — Risk / Return Rank
PSFM
AIOO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PSFM vs. AIOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (April) ETF (PSFM) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). 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.
| PSFM | AIOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.91 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 11.01 | — | — |
| Martin ratioReturn relative to average drawdown | 55.56 | — | — |
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Drawdowns
PSFM vs. AIOO - Drawdown Comparison
The maximum PSFM drawdown since its inception was -14.33%, which is greater than AIOO's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for PSFM and AIOO.
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Drawdown Indicators
| PSFM | AIOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.33% | -0.74% | -13.59% |
Max Drawdown (1Y)Largest decline over 1 year | -1.48% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.12% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.33% | — | — |
Current DrawdownCurrent decline from peak | -0.75% | -0.34% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -0.18% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | — | — |
Volatility
PSFM vs. AIOO - Volatility Comparison
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Volatility by Period
| PSFM | AIOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 2.06% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.58% | 2.06% | +8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.48% | 2.06% | +8.42% |
PSFM vs. AIOO - Expense Ratio Comparison
PSFM has a 0.61% expense ratio, which is lower than AIOO's 0.64% expense ratio.
Dividends
PSFM vs. AIOO - Dividend Comparison
Neither PSFM nor AIOO has paid dividends to shareholders.
Frequently Asked Questions
PSFM and AIOO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PSFM is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PSFM is cheaper with a 0.61% expense ratio, compared with 0.64% for AIOO.
PSFM and AIOO have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Pacer and Allianz. Their fees differ too: 0.61% for PSFM and 0.64% for AIOO.
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