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PSMO vs. INCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSMO and INCO is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PSMO vs. INCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Moderate (October) ETF (PSMO) and Columbia India Consumer ETF (INCO). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
31.97%
40.52%
PSMO
INCO

Key characteristics

Sharpe Ratio

PSMO:

0.42

INCO:

0.09

Sortino Ratio

PSMO:

0.65

INCO:

0.26

Omega Ratio

PSMO:

1.11

INCO:

1.03

Calmar Ratio

PSMO:

0.41

INCO:

0.06

Martin Ratio

PSMO:

1.87

INCO:

0.12

Ulcer Index

PSMO:

2.12%

INCO:

13.16%

Daily Std Dev

PSMO:

9.54%

INCO:

16.01%

Max Drawdown

PSMO:

-9.77%

INCO:

-47.69%

Current Drawdown

PSMO:

-4.22%

INCO:

-16.18%

Returns By Period

In the year-to-date period, PSMO achieves a -1.93% return, which is significantly lower than INCO's -0.99% return.


PSMO

YTD

-1.93%

1M

0.14%

6M

-1.14%

1Y

3.65%

5Y*

N/A

10Y*

N/A

INCO

YTD

-0.99%

1M

7.43%

6M

-5.42%

1Y

1.47%

5Y*

18.93%

10Y*

9.41%

*Annualized

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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.


Expense ratio chart for INCO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCO: 0.75%
Expense ratio chart for PSMO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSMO: 0.60%

Risk-Adjusted Performance

PSMO vs. INCO — Risk-Adjusted Performance Rank

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

PSMO
The Risk-Adjusted Performance Rank of PSMO is 5151
Overall Rank
The Sharpe Ratio Rank of PSMO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PSMO is 4646
Sortino Ratio Rank
The Omega Ratio Rank of PSMO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PSMO is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PSMO is 5555
Martin Ratio Rank

INCO
The Risk-Adjusted Performance Rank of INCO is 2626
Overall Rank
The Sharpe Ratio Rank of INCO is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 2828
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 2525
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 2626
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PSMO, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
PSMO: 0.42
INCO: 0.09
The chart of Sortino ratio for PSMO, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.00
PSMO: 0.65
INCO: 0.26
The chart of Omega ratio for PSMO, currently valued at 1.11, compared to the broader market0.501.001.502.00
PSMO: 1.11
INCO: 1.03
The chart of Calmar ratio for PSMO, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
PSMO: 0.41
INCO: 0.06
The chart of Martin ratio for PSMO, currently valued at 1.87, compared to the broader market0.0020.0040.0060.00
PSMO: 1.87
INCO: 0.12

The current PSMO Sharpe Ratio is 0.42, which is higher than the INCO Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of PSMO and INCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.42
0.09
PSMO
INCO

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 2.91%.


TTM20242023202220212020201920182017201620152014
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%0.00%
INCO
Columbia India Consumer ETF
2.91%2.88%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 -9.77%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.22%
-16.18%
PSMO
INCO

Volatility

PSMO vs. INCO - Volatility Comparison

Pacer Swan SOS Moderate (October) ETF (PSMO) and Columbia India Consumer ETF (INCO) have volatilities of 7.69% and 7.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.69%
7.41%
PSMO
INCO