PSFO vs. EOCT
Compare and contrast key facts about Pacer Swan SOS Flex (October) ETF (PSFO) and Innovator Emerging Markets Power Buffer ETF - October (EOCT).
PSFO and EOCT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSFO is an actively managed fund by Pacer. It was launched on Sep 30, 2021. EOCT is an actively managed fund by Innovator. It was launched on Sep 30, 2021.
Performance
PSFO vs. EOCT - Performance Comparison
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PSFO vs. EOCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSFO Pacer Swan SOS Flex (October) ETF | -2.20% | 12.93% | 10.78% | 20.03% | -0.34% | 4.75% |
EOCT Innovator Emerging Markets Power Buffer ETF - October | 0.91% | 22.03% | 9.66% | 6.26% | -10.75% | -0.50% |
Returns By Period
In the year-to-date period, PSFO achieves a -2.20% return, which is significantly lower than EOCT's 0.91% return.
PSFO
- 1D
- 1.92%
- 1M
- -2.82%
- YTD
- -2.20%
- 6M
- -0.27%
- 1Y
- 12.48%
- 3Y*
- 11.45%
- 5Y*
- —
- 10Y*
- —
EOCT
- 1D
- 1.81%
- 1M
- -4.00%
- YTD
- 0.91%
- 6M
- 2.77%
- 1Y
- 19.93%
- 3Y*
- 11.33%
- 5Y*
- —
- 10Y*
- —
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PSFO vs. EOCT - Expense Ratio Comparison
PSFO has a 0.60% expense ratio, which is lower than EOCT's 0.89% expense ratio.
Return for Risk
PSFO vs. EOCT — Risk / Return Rank
PSFO
EOCT
PSFO vs. EOCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (October) ETF (PSFO) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). 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 | EOCT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.91 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.67 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 3.04 | -1.53 |
Martin ratioReturn relative to average drawdown | 8.25 | 12.67 | -4.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSFO | EOCT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.91 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.49 | +0.50 |
Correlation
The correlation between PSFO and EOCT is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PSFO vs. EOCT - Dividend Comparison
Neither PSFO nor EOCT has paid dividends to shareholders.
Drawdowns
PSFO vs. EOCT - Drawdown Comparison
The maximum PSFO drawdown since its inception was -12.09%, smaller than the maximum EOCT drawdown of -20.35%. Use the drawdown chart below to compare losses from any high point for PSFO and EOCT.
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Drawdown Indicators
| PSFO | EOCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.09% | -20.35% | +8.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -6.57% | -1.98% |
Current DrawdownCurrent decline from peak | -3.39% | -4.23% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -1.80% | -5.88% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.58% | -0.01% |
Volatility
PSFO vs. EOCT - Volatility Comparison
The current volatility for Pacer Swan SOS Flex (October) ETF (PSFO) is 3.72%, while Innovator Emerging Markets Power Buffer ETF - October (EOCT) has a volatility of 4.79%. This indicates that PSFO experiences smaller price fluctuations and is considered to be less risky than EOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSFO | EOCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 4.79% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.99% | 6.68% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 10.48% | +1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.17% | 11.41% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.17% | 11.41% | -1.24% |