PSMJ vs. AIOO

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer Swan SOS Moderate (July) ETF (PSMJ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO).

PSMJ and AIOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSMJ is an actively managed fund by Pacer. It was launched on Jun 30, 2021. AIOO is an actively managed fund by Allianz. It was launched on Jun 30, 2025.

Performance

PSMJ vs. AIOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Moderate (July) ETF (PSMJ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). The values are adjusted to include any dividend payments, if applicable.

PSMJ vs. AIOO - Yearly Performance Comparison

	2026 (YTD)	2025
PSMJ Pacer Swan SOS Moderate (July) ETF	-0.99%	6.39%
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF	-0.07%	2.67%

Returns By Period

In the year-to-date period, PSMJ achieves a -0.99% return, which is significantly lower than AIOO's -0.07% return.

PSMJ

• 1D: 0.18%
• 1M: -1.77%
• YTD: -0.99%
• 6M: 0.93%
• 1Y: 14.41%
• 3Y*: 13.40%
• 5Y*: —
• 10Y*: —

AIOO

• 1D: -0.08%
• 1M: -0.35%
• YTD: -0.07%
• 6M: 0.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSMJ vs. AIOO - Expense Ratio Comparison

PSMJ has a 0.61% expense ratio, which is lower than AIOO's 0.64% expense ratio.

AIOO

AllianzIM U.S. Equity Buffer100 Protection ETF

PSMJ

Pacer Swan SOS Moderate (July) ETF

Return for Risk

PSMJ vs. AIOO — Risk / Return Rank

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

PSMJ

PSMJ Risk / Return Rank: 79
PSMJ Sharpe Ratio Rank: 75
PSMJ Sortino Ratio Rank: 79
PSMJ Omega Ratio Rank: 86
PSMJ Calmar Ratio Rank: 70
PSMJ Martin Ratio Rank: 87

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.

PSMJ vs. AIOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Moderate (July) ETF (PSMJ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). 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.

	PSMJ	AIOO	Difference
Sharpe ratio Return per unit of total volatility	1.42	—	—
Sortino ratio Return per unit of downside risk	2.15	—	—
Omega ratio Gain probability vs. loss probability	1.36	—	—
Calmar ratio Return relative to maximum drawdown	2.00	—	—
Martin ratio Return relative to average drawdown	11.47	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PSMJ	AIOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	1.76	-0.69

Correlation

The correlation between PSMJ and AIOO is 0.69, 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

PSMJ vs. AIOO - Dividend Comparison

Neither PSMJ nor AIOO has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
PSMJ Pacer Swan SOS Moderate (July) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.02%
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PSMJ vs. AIOO - Drawdown Comparison

The maximum PSMJ drawdown since its inception was -10.87%, which is greater than AIOO's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for PSMJ and AIOO.

Drawdown Indicators

	PSMJ	AIOO	Difference
Max Drawdown Largest peak-to-trough decline	-10.87%	-0.74%	-10.13%
Max Drawdown (1Y) Largest decline over 1 year	-7.31%	—	—
Current Drawdown Current decline from peak	-2.01%	-0.52%	-1.49%
Average Drawdown Average peak-to-trough decline	-1.41%	-0.19%	-1.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.27%	—	—

Volatility

Volatility by Period

	PSMJ	AIOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.19%	1.98%	+8.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.08%	1.98%	+7.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.08%	1.98%	+7.10%