PSMR vs. DOCT

Last updated Apr 1, 2026

Compare and contrast key facts about Pacer Swan SOS Moderate (April) ETF (PSMR) and FT Vest U.S. Equity Deep Buffer ETF - October (DOCT).

PSMR and DOCT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSMR is an actively managed fund by Pacer. It was launched on Mar 31, 2021. DOCT is a passively managed fund by FT Vest that tracks the performance of the S&P 500. It was launched on Oct 16, 2020.

Performance

PSMR vs. DOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Moderate (April) ETF (PSMR) and FT Vest U.S. Equity Deep Buffer ETF - October (DOCT). The values are adjusted to include any dividend payments, if applicable.

PSMR vs. DOCT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSMR Pacer Swan SOS Moderate (April) ETF	1.94%	6.74%	11.99%	16.85%	-4.11%	7.37%
DOCT FT Vest U.S. Equity Deep Buffer ETF - October	-1.95%	12.50%	8.28%	16.13%	-5.27%	4.40%

Returns By Period

In the year-to-date period, PSMR achieves a 1.94% return, which is significantly higher than DOCT's -1.95% return.

PSMR

• 1D: 0.51%
• 1M: 0.90%
• YTD: 1.94%
• 6M: 3.84%
• 1Y: 11.95%
• 3Y*: 10.80%
• 5Y*: —
• 10Y*: —

DOCT

• 1D: 1.47%
• 1M: -2.34%
• YTD: -1.95%
• 6M: 0.52%
• 1Y: 13.24%
• 3Y*: 9.78%
• 5Y*: 6.53%
• 10Y*: —

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

PSMR vs. DOCT - Expense Ratio Comparison

PSMR has a 0.61% expense ratio, which is lower than DOCT's 0.85% expense ratio.

DOCT

FT Vest U.S. Equity Deep Buffer ETF - October

PSMR

Pacer Swan SOS Moderate (April) ETF

Return for Risk

PSMR vs. DOCT — Risk / Return Rank

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

PSMR

PSMR Risk / Return Rank: 81
PSMR Sharpe Ratio Rank: 75
PSMR Sortino Ratio Rank: 80
PSMR Omega Ratio Rank: 93
PSMR Calmar Ratio Rank: 69
PSMR Martin Ratio Rank: 90

DOCT

DOCT Risk / Return Rank: 83
DOCT Sharpe Ratio Rank: 79
DOCT Sortino Ratio Rank: 83
DOCT Omega Ratio Rank: 83
DOCT Calmar Ratio Rank: 81
DOCT Martin Ratio Rank: 88

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.

PSMR vs. DOCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Moderate (April) ETF (PSMR) and FT Vest U.S. Equity Deep Buffer ETF - October (DOCT). 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.

	PSMR	DOCT	Difference
Sharpe ratio Return per unit of total volatility	1.37	1.48	-0.11
Sortino ratio Return per unit of downside risk	2.07	2.20	-0.12
Omega ratio Gain probability vs. loss probability	1.43	1.33	+0.10
Calmar ratio Return relative to maximum drawdown	1.78	2.29	-0.51
Martin ratio Return relative to average drawdown	11.78	11.15	+0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSMR vs. DOCT - Sharpe Ratio Comparison

The current PSMR Sharpe Ratio is 1.37, which is comparable to the DOCT Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PSMR and DOCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PSMR	DOCT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.37	1.48	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.51	+0.43

Correlation

The correlation between PSMR and DOCT is 0.82, 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.

Dividends

PSMR vs. DOCT - Dividend Comparison

Neither PSMR nor DOCT has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

PSMR vs. DOCT - Drawdown Comparison

The maximum PSMR drawdown since its inception was -11.78%, which is greater than DOCT's maximum drawdown of -9.92%. Use the drawdown chart below to compare losses from any high point for PSMR and DOCT.

Drawdown Indicators

	PSMR	DOCT	Difference
Max Drawdown Largest peak-to-trough decline	-11.78%	-9.92%	-1.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	-5.90%	-1.20%
Max Drawdown (5Y) Largest decline over 5 years	—	-9.92%	—
Current Drawdown Current decline from peak	0.00%	-2.93%	+2.93%
Average Drawdown Average peak-to-trough decline	-1.72%	-1.58%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.07%	1.21%	-0.14%

Volatility

PSMR vs. DOCT - Volatility Comparison

The current volatility for Pacer Swan SOS Moderate (April) ETF (PSMR) is 1.27%, while FT Vest U.S. Equity Deep Buffer ETF - October (DOCT) has a volatility of 2.75%. This indicates that PSMR experiences smaller price fluctuations and is considered to be less risky than DOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSMR	DOCT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.27%	2.75%	-1.48%
Volatility (6M) Calculated over the trailing 6-month period	2.24%	4.49%	-2.25%
Volatility (1Y) Calculated over the trailing 1-year period	8.78%	8.96%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.52%	7.29%	+1.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.52%	49.33%	-40.81%