PortfoliosLab logoPortfoliosLab logo
PSFO vs. EOCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSFO vs. EOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (October) ETF (PSFO) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PSFO vs. EOCT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

PSFO
PSFO Risk / Return Rank: 6565
Overall Rank
PSFO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PSFO Sortino Ratio Rank: 6262
Sortino Ratio Rank
PSFO Omega Ratio Rank: 6868
Omega Ratio Rank
PSFO Calmar Ratio Rank: 5959
Calmar Ratio Rank
PSFO Martin Ratio Rank: 7777
Martin Ratio Rank

EOCT
EOCT Risk / Return Rank: 9090
Overall Rank
EOCT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EOCT Sortino Ratio Rank: 9191
Sortino Ratio Rank
EOCT Omega Ratio Rank: 9090
Omega Ratio Rank
EOCT Calmar Ratio Rank: 9090
Calmar Ratio Rank
EOCT Martin Ratio Rank: 9292
Martin Ratio Rank
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. 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.


PSFOEOCTDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.91

-0.87

Sortino ratio

Return per unit of downside risk

1.61

2.67

-1.06

Omega ratio

Gain probability vs. loss probability

1.25

1.39

-0.13

Calmar ratio

Return relative to maximum drawdown

1.51

3.04

-1.53

Martin ratio

Return relative to average drawdown

8.25

12.67

-4.41

PSFO vs. EOCT - Sharpe Ratio Comparison

The current PSFO Sharpe Ratio is 1.04, which is lower than the EOCT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of PSFO and EOCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PSFOEOCTDifference

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.


Tickers have no history of dividend payments

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.


Loading graphics...

Drawdown Indicators


PSFOEOCTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.39%

-4.23%

+0.84%

Average Drawdown

Average peak-to-trough decline

-1.80%

-5.88%

+4.08%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


PSFOEOCTDifference

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%