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PSMD vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSMD vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Moderate (December) ETF (PSMD) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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PSMD vs. FTAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PSMD
Pacer Swan SOS Moderate (December) ETF
-1.77%11.45%12.78%17.46%-4.47%11.23%0.95%
FTAG
First Trust Indxx Global Agriculture ETF
12.56%14.82%-6.72%-7.28%-4.52%17.31%2.14%

Returns By Period

In the year-to-date period, PSMD achieves a -1.77% return, which is significantly lower than FTAG's 12.56% return.


PSMD

1D
1.56%
1M
-2.40%
YTD
-1.77%
6M
0.79%
1Y
11.20%
3Y*
11.24%
5Y*
8.15%
10Y*

FTAG

1D
1.73%
1M
-2.03%
YTD
12.56%
6M
14.76%
1Y
24.13%
3Y*
3.13%
5Y*
1.67%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSMD vs. FTAG - Expense Ratio Comparison

PSMD has a 0.75% expense ratio, which is higher than FTAG's 0.70% expense ratio.


Return for Risk

PSMD vs. FTAG — Risk / Return Rank

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

PSMD
PSMD Risk / Return Rank: 6868
Overall Rank
PSMD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PSMD Sortino Ratio Rank: 6666
Sortino Ratio Rank
PSMD Omega Ratio Rank: 7676
Omega Ratio Rank
PSMD Calmar Ratio Rank: 5959
Calmar Ratio Rank
PSMD Martin Ratio Rank: 7979
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 7575
Overall Rank
FTAG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTAG Omega Ratio Rank: 7373
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6666
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.

PSMD vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Moderate (December) ETF (PSMD) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


PSMDFTAGDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.39

-0.27

Sortino ratio

Return per unit of downside risk

1.71

2.02

-0.32

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

1.53

2.15

-0.62

Martin ratio

Return relative to average drawdown

8.66

6.59

+2.07

PSMD vs. FTAG - Sharpe Ratio Comparison

The current PSMD Sharpe Ratio is 1.12, which is comparable to the FTAG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of PSMD and FTAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSMDFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.39

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.10

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

-0.33

+1.36

Correlation

The correlation between PSMD and FTAG is 0.54, 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

PSMD vs. FTAG - Dividend Comparison

PSMD has not paid dividends to shareholders, while FTAG's dividend yield for the trailing twelve months is around 1.35%.


TTM20252024202320222021202020192018201720162015
PSMD
Pacer Swan SOS Moderate (December) ETF
0.00%0.00%0.00%0.00%0.00%0.47%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

PSMD vs. FTAG - Drawdown Comparison

The maximum PSMD drawdown since its inception was -11.96%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for PSMD and FTAG.


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Drawdown Indicators


PSMDFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-11.96%

-90.89%

+78.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.51%

-11.26%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

-32.77%

+20.81%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-2.89%

-78.23%

+75.34%

Average Drawdown

Average peak-to-trough decline

-1.71%

-71.17%

+69.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

3.67%

-2.35%

Volatility

PSMD vs. FTAG - Volatility Comparison

The current volatility for Pacer Swan SOS Moderate (December) ETF (PSMD) is 3.10%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 5.76%. This indicates that PSMD experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSMDFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

5.76%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

10.75%

-6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

10.09%

17.49%

-7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

17.38%

-8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.56%

19.93%

-11.37%