PSMO vs. INCO
Compare and contrast key facts about Pacer Swan SOS Moderate (October) ETF (PSMO) and Columbia India Consumer ETF (INCO).
PSMO and INCO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSMO is an actively managed fund by Pacer. It was launched on Sep 30, 2021. INCO is a passively managed fund by Ameriprise Financial that tracks the performance of the Indxx India Consumer Index. It was launched on Aug 10, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSMO or INCO.
Key characteristics
| PSMO | INCO | |
|---|---|---|
| YTD Return | 9.71% | 15.43% |
| 1Y Return | 14.55% | 28.62% |
| 3Y Return (Ann) | 9.50% | 11.35% |
| Sharpe Ratio | 3.52 | 2.15 |
| Sortino Ratio | 5.44 | 3.08 |
| Omega Ratio | 1.84 | 1.37 |
| Calmar Ratio | 8.79 | 2.17 |
| Martin Ratio | 49.12 | 8.82 |
| Ulcer Index | 0.32% | 3.31% |
| Daily Std Dev | 4.35% | 13.60% |
| Max Drawdown | -9.38% | -47.69% |
| Current Drawdown | -0.04% | -13.29% |
Correlation
The correlation between PSMO and INCO is 0.41, 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.
Performance
PSMO vs. INCO - Performance Comparison
In the year-to-date period, PSMO achieves a 9.71% return, which is significantly lower than INCO's 15.43% 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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PSMO vs. INCO - Expense Ratio Comparison
PSMO has a 0.60% expense ratio, which is lower than INCO's 0.75% expense ratio.
Risk-Adjusted Performance
PSMO vs. INCO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Moderate (October) ETF (PSMO) and Columbia India Consumer ETF (INCO). 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
PSMO vs. INCO - Dividend Comparison
PSMO has not paid dividends to shareholders, while INCO's dividend yield for the trailing twelve months is around 3.30%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PSMO Pacer Swan SOS Moderate (October) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INCO Columbia India Consumer ETF | 3.30% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% |
Drawdowns
PSMO vs. INCO - Drawdown Comparison
The maximum PSMO drawdown since its inception was -9.38%, smaller than the maximum INCO drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for PSMO and INCO. For additional features, visit the drawdowns tool.
Volatility
PSMO vs. INCO - Volatility Comparison
The current volatility for Pacer Swan SOS Moderate (October) ETF (PSMO) is 2.11%, while Columbia India Consumer ETF (INCO) has a volatility of 3.00%. This indicates that PSMO experiences smaller price fluctuations and is considered to be less risky than INCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.