PSFM vs. UXJL

Last updated Jun 4, 2026

PSFM (Pacer Swan SOS Flex (April) ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.84 suggests significant overlap in exposure. PSFM charges 0.61%/yr vs 0.85%/yr for UXJL.

Performance

PSFM vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (April) ETF (PSFM) 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, PSFM achieves a 9.21% return, which is significantly lower than UXJL's 11.78% return.

PSFM

• 1D: -0.16%
• 1M: 1.92%
• YTD: 9.21%
• 6M: 10.00%
• 1Y: 17.37%
• 3Y*: 13.46%
• 5Y*: 10.00%
• 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)

PSFM vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
PSFM Pacer Swan SOS Flex (April) ETF	9.21%	4.59%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%

Correlation

The correlation between PSFM and UXJL is 0.84, 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	0.84

Return for Risk

PSFM vs. UXJL — Risk / Return Rank

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

PSFM

PSFM Risk / Return Rank: 98
PSFM Sharpe Ratio Rank: 96
PSFM Sortino Ratio Rank: 98
PSFM Omega Ratio Rank: 98
PSFM Calmar Ratio Rank: 98
PSFM Martin Ratio Rank: 98

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.

PSFM vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (April) ETF (PSFM) 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.

	PSFM	UXJL	Difference
Sharpe ratio Return per unit of total volatility	4.37	—	—
Sortino ratio Return per unit of downside risk	7.81	—	—
Omega ratio Gain probability vs. loss probability	2.03	—	—
Calmar ratio Return relative to maximum drawdown	13.28	—	—
Martin ratio Return relative to average drawdown	70.48	—	—
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

	PSFM	UXJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.37	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.00	1.87	-0.87

Drawdowns

PSFM vs. UXJL - Drawdown Comparison

The maximum PSFM drawdown since its inception was -14.33%, which is greater than UXJL's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for PSFM and UXJL.

Drawdown Indicators

	PSFM	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-14.33%	-10.29%	-4.04%
Max Drawdown (1Y) Largest decline over 1 year	-1.31%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.12%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.33%	—	—
Current Drawdown Current decline from peak	-0.16%	-0.76%	+0.60%
Average Drawdown Average peak-to-trough decline	-2.27%	-1.51%	-0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.25%	—	—

Volatility

Volatility by Period

	PSFM	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.01%	13.90%	-9.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.57%	13.90%	-3.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.51%	13.90%	-3.39%

PSFM vs. UXJL - Expense Ratio Comparison

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

Dividends

PSFM vs. UXJL - Dividend Comparison

Neither PSFM nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSFM and UXJL in my portfolio?

PSFM and UXJL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PSFM or UXJL?

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.

Which ETF is cheaper, PSFM or UXJL?

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

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

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

What is the main difference between PSFM and UXJL?

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