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PSFO vs. OCTQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSFO vs. OCTQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (October) ETF (PSFO) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). The values are adjusted to include any dividend payments, if applicable.

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PSFO vs. OCTQ - Yearly Performance Comparison


Returns By Period


PSFO

1D
1.92%
1M
-2.82%
YTD
-2.20%
6M
-0.27%
1Y
12.48%
3Y*
11.45%
5Y*
10Y*

OCTQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSFO vs. OCTQ - Expense Ratio Comparison

PSFO has a 0.60% expense ratio, which is lower than OCTQ's 0.79% expense ratio.


Return for Risk

PSFO vs. OCTQ — 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

OCTQ
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. OCTQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (October) ETF (PSFO) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). 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.


PSFOOCTQDifference

Sharpe ratio

Return per unit of total volatility

1.04

Sortino ratio

Return per unit of downside risk

1.61

Omega ratio

Gain probability vs. loss probability

1.25

Calmar ratio

Return relative to maximum drawdown

1.51

Martin ratio

Return relative to average drawdown

8.25

PSFO vs. OCTQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PSFOOCTQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

Dividends

PSFO vs. OCTQ - Dividend Comparison

Neither PSFO nor OCTQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PSFO vs. OCTQ - Drawdown Comparison

The maximum PSFO drawdown since its inception was -12.09%, which is greater than OCTQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PSFO and OCTQ.


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Drawdown Indicators


PSFOOCTQDifference

Max Drawdown

Largest peak-to-trough decline

-12.09%

0.00%

-12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

Current Drawdown

Current decline from peak

-3.39%

0.00%

-3.39%

Average Drawdown

Average peak-to-trough decline

-1.80%

0.00%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

Volatility

PSFO vs. OCTQ - Volatility Comparison


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Volatility by Period


PSFOOCTQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

0.00%

+12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.17%

0.00%

+10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.17%

0.00%

+10.17%