PSFO vs. APRT

Last updated Jun 3, 2026

PSFO (Pacer Swan SOS Flex (October) ETF) and APRT (AllianzIM U.S. Large Cap Buffer10 Apr ETF) are both Options Trading funds. Both are actively managed. Over the past 3 years, PSFO returned 13.26%/yr vs 14.42%/yr for APRT. Their correlation of 0.90 suggests significant overlap in exposure. PSFO charges 0.60%/yr vs 0.74%/yr for APRT.

Performance

PSFO vs. APRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (October) ETF (PSFO) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSFO achieves a 6.82% return, which is significantly lower than APRT's 9.89% return.

PSFO

• 1D: 0.10%
• 1M: 2.38%
• YTD: 6.82%
• 6M: 7.58%
• 1Y: 18.36%
• 3Y*: 13.26%
• 5Y*: —
• 10Y*: —

APRT

• 1D: -0.20%
• 1M: 2.07%
• YTD: 9.89%
• 6M: 10.85%
• 1Y: 19.10%
• 3Y*: 14.42%
• 5Y*: 10.64%
• 10Y*: —

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

PSFO vs. APRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSFO Pacer Swan SOS Flex (October) ETF	6.82%	12.93%	10.78%	20.03%	-0.34%	4.75%
APRT AllianzIM U.S. Large Cap Buffer10 Apr ETF	9.89%	7.99%	15.15%	22.13%	-6.41%	3.86%

Correlation

The correlation between PSFO and APRT is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 4, 2021	0.90

The correlation between PSFO and APRT has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

PSFO vs. APRT - Sectors Allocation Comparison

Sectors	PSFO	APRT
Technology	36.2%	36.2%
Financial Services	11.9%	11.9%
Communication Services	10.9%	10.9%
Consumer Cyclical	10.1%	10.1%
Healthcare	8.4%	8.4%
Industrials	8.1%	8.1%
Consumer Defensive	4.9%	4.9%
Energy	3.5%	3.5%
Utilities	2.3%	2.3%
Real Estate	1.9%	1.9%
Basic Materials	1.8%	1.8%

Return for Risk

PSFO vs. APRT — Risk / Return Rank

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

PSFO

PSFO Risk / Return Rank: 79
PSFO Sharpe Ratio Rank: 76
PSFO Sortino Ratio Rank: 80
PSFO Omega Ratio Rank: 81
PSFO Calmar Ratio Rank: 71
PSFO Martin Ratio Rank: 84

APRT

APRT Risk / Return Rank: 97
APRT Sharpe Ratio Rank: 95
APRT Sortino Ratio Rank: 98
APRT Omega Ratio Rank: 97
APRT Calmar Ratio Rank: 97
APRT 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.

PSFO vs. APRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (October) ETF (PSFO) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT). 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.

	PSFO	APRT	Difference
Sharpe ratio Return per unit of total volatility	2.53	3.83	-1.30
Sortino ratio Return per unit of downside risk	3.67	6.77	-3.09
Omega ratio Gain probability vs. loss probability	1.50	1.97	-0.48
Calmar ratio Return relative to maximum drawdown	3.65	12.06	-8.41
Martin ratio Return relative to average drawdown	17.72	65.68	-47.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSFO vs. APRT - Sharpe Ratio Comparison

The current PSFO Sharpe Ratio is 2.53, which is lower than the APRT Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of PSFO and APRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSFO	APRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	3.83	-1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.99	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	1.11	+0.06

Drawdowns

PSFO vs. APRT - Drawdown Comparison

The maximum PSFO drawdown since its inception was -12.09%, smaller than the maximum APRT drawdown of -14.98%. Use the drawdown chart below to compare losses from any high point for PSFO and APRT.

Drawdown Indicators

	PSFO	APRT	Difference
Max Drawdown Largest peak-to-trough decline	-12.09%	-14.98%	+2.89%
Max Drawdown (1Y) Largest decline over 1 year	-5.20%	-1.59%	-3.61%
Max Drawdown (3Y) Largest decline over 3 years	-12.09%	-14.98%	+2.89%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.98%	—
Current Drawdown Current decline from peak	0.00%	-0.20%	+0.20%
Average Drawdown Average peak-to-trough decline	-1.75%	-2.05%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.07%	0.29%	+0.78%

Volatility

PSFO vs. APRT - Volatility Comparison

Pacer Swan SOS Flex (October) ETF (PSFO) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) have volatilities of 1.06% and 1.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSFO	APRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.06%	1.01%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	5.50%	3.99%	+1.51%
Volatility (1Y) Calculated over the trailing 1-year period	7.30%	5.02%	+2.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.06%	10.78%	-0.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.06%	10.29%	-0.23%

PSFO vs. APRT - Expense Ratio Comparison

PSFO has a 0.60% expense ratio, which is lower than APRT's 0.74% expense ratio.

Dividends

PSFO vs. APRT - Dividend Comparison

Neither PSFO nor APRT has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
APRT AllianzIM U.S. Large Cap Buffer10 Apr ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	4.67%
PSFO Pacer Swan SOS Flex (October) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSFO and APRT in my portfolio?

With a correlation of 0.91, PSFO and APRT 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 is riskier, PSFO or APRT?

PSFO has higher volatility (1.06%) compared to APRT (1.01%). In terms of maximum drawdown, PSFO dropped -12.09% vs APRT's -14.98%.

Which ETF is better, PSFO or APRT?

On 3-year performance, APRT leads with 14.42% vs 13.26% for PSFO. On fees, PSFO is cheaper at 0.60% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSFO or APRT?

Over the 3-year period, APRT has performed better with a 14.42% return vs 13.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSFO or APRT?

PSFO is cheaper with a 0.60% expense ratio, compared with 0.74% for APRT.

Which ETF pays a higher dividend yield, PSFO or APRT?

PSFO and APRT have nearly identical dividend yields, around 0.00%.

What is the main difference between PSFO and APRT?

They also come from different issuers: Pacer and Allianz. Their fees differ too: 0.60% for PSFO and 0.74% for APRT.

Which has better risk-adjusted returns?

APRT currently has the higher Sharpe Ratio (3.83 vs 2.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.