PSMJ vs. XLG
Compare and contrast key facts about Pacer Swan SOS Moderate (July) ETF (PSMJ) and Invesco S&P 500® Top 50 ETF (XLG).
PSMJ and XLG 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 Advisors. It was launched on Jun 30, 2021. XLG is a passively managed fund by Invesco that tracks the performance of the Russell Top 50 Index. It was launched on May 10, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSMJ or XLG.
Key characteristics
| PSMJ | XLG | |
|---|---|---|
| YTD Return | 14.32% | 32.48% |
| 1Y Return | 20.38% | 40.35% |
| 3Y Return (Ann) | 10.50% | 12.35% |
| Sharpe Ratio | 3.36 | 2.90 |
| Sortino Ratio | 4.69 | 3.75 |
| Omega Ratio | 1.71 | 1.53 |
| Calmar Ratio | 4.68 | 3.78 |
| Martin Ratio | 26.45 | 15.75 |
| Ulcer Index | 0.82% | 2.72% |
| Daily Std Dev | 6.37% | 14.71% |
| Max Drawdown | -8.40% | -52.39% |
| Current Drawdown | -0.12% | -0.30% |
Correlation
The correlation between PSMJ and XLG is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PSMJ vs. XLG - Performance Comparison
In the year-to-date period, PSMJ achieves a 14.32% return, which is significantly lower than XLG's 32.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PSMJ vs. XLG - Expense Ratio Comparison
PSMJ has a 0.75% expense ratio, which is higher than XLG's 0.20% expense ratio.
Risk-Adjusted Performance
PSMJ vs. XLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Moderate (July) ETF (PSMJ) and Invesco S&P 500® Top 50 ETF (XLG). 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.
Dividends
PSMJ vs. XLG - Dividend Comparison
PSMJ has not paid dividends to shareholders, while XLG's dividend yield for the trailing twelve months is around 0.72%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSMJ Pacer Swan SOS Moderate (July) ETF | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLG Invesco S&P 500® Top 50 ETF | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
Drawdowns
PSMJ vs. XLG - Drawdown Comparison
The maximum PSMJ drawdown since its inception was -8.40%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for PSMJ and XLG. For additional features, visit the drawdowns tool.
Volatility
PSMJ vs. XLG - Volatility Comparison
The current volatility for Pacer Swan SOS Moderate (July) ETF (PSMJ) is 2.03%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 4.69%. This indicates that PSMJ experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.