PSMJ vs. UXJL

Last updated Jun 4, 2026

PSMJ (Pacer Swan SOS Moderate (July) ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. PSMJ charges 0.61%/yr vs 0.85%/yr for UXJL.

Performance

PSMJ vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Moderate (July) ETF (PSMJ) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSMJ achieves a 4.52% return, which is significantly lower than UXJL's 11.78% return.

PSMJ

• 1D: -0.01%
• 1M: 1.28%
• YTD: 4.52%
• 6M: 5.30%
• 1Y: 16.01%
• 3Y*: 13.98%
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -0.76%
• 1M: 6.02%
• YTD: 11.78%
• 6M: 11.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSMJ vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
PSMJ Pacer Swan SOS Moderate (July) ETF	4.52%	5.41%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%

Correlation

The correlation between PSMJ and UXJL is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 22, 2025	0.90

Return for Risk

PSMJ vs. UXJL — Risk / Return Rank

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

PSMJ

PSMJ Risk / Return Rank: 89
PSMJ Sharpe Ratio Rank: 85
PSMJ Sortino Ratio Rank: 91
PSMJ Omega Ratio Rank: 92
PSMJ Calmar Ratio Rank: 82
PSMJ Martin Ratio Rank: 93

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. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Moderate (July) ETF (PSMJ) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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	UXJL	Difference
Sharpe ratio Return per unit of total volatility	2.81	—	—
Sortino ratio Return per unit of downside risk	4.30	—	—
Omega ratio Gain probability vs. loss probability	1.61	—	—
Calmar ratio Return relative to maximum drawdown	4.35	—	—
Martin ratio Return relative to average drawdown	23.92	—	—
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	UXJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	1.87	-0.69

Drawdowns

PSMJ vs. UXJL - Drawdown Comparison

The maximum PSMJ drawdown since its inception was -10.87%, which is greater than UXJL's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for PSMJ and UXJL.

Drawdown Indicators

	PSMJ	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-10.87%	-10.29%	-0.58%
Max Drawdown (1Y) Largest decline over 1 year	-3.70%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-10.87%	—	—
Current Drawdown Current decline from peak	-0.01%	-0.76%	+0.75%
Average Drawdown Average peak-to-trough decline	-1.37%	-1.51%	+0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.67%	—	—

Volatility

Volatility by Period

	PSMJ	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.38%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.72%	13.90%	-8.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.95%	13.90%	-4.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.95%	13.90%	-4.95%

PSMJ vs. UXJL - Expense Ratio Comparison

PSMJ has a 0.61% expense ratio, which is lower than UXJL's 0.85% expense ratio.

Dividends

PSMJ vs. UXJL - Dividend Comparison

Neither PSMJ nor UXJL has paid dividends to shareholders.

Position	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%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSMJ and UXJL in my portfolio?

With a correlation of 0.90, PSMJ and UXJL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, PSMJ or UXJL?

On fees, PSMJ is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PSMJ or UXJL?

PSMJ is cheaper with a 0.61% expense ratio, compared with 0.85% for UXJL.

Which ETF pays a higher dividend yield, PSMJ or UXJL?

PSMJ and UXJL have nearly identical dividend yields, around 0.00%.

What is the main difference between PSMJ and UXJL?

They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.61% for PSMJ and 0.85% for UXJL.