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PTIN vs. GAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTIN vs. GAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot International ETF (PTIN) and SPDR SSgA Global Allocation ETF (GAL). The values are adjusted to include any dividend payments, if applicable.

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PTIN vs. GAL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PTIN
Pacer Trendpilot International ETF
5.38%16.17%3.36%16.04%-15.98%12.26%-0.56%6.80%
GAL
SPDR SSgA Global Allocation ETF
0.93%15.95%9.85%13.32%-13.41%12.23%9.33%6.72%

Returns By Period

In the year-to-date period, PTIN achieves a 5.38% return, which is significantly higher than GAL's 0.93% return.


PTIN

1D
1.91%
1M
-5.45%
YTD
5.38%
6M
10.26%
1Y
15.15%
3Y*
10.68%
5Y*
5.55%
10Y*

GAL

1D
0.55%
1M
-3.22%
YTD
0.93%
6M
2.94%
1Y
14.61%
3Y*
11.74%
5Y*
6.40%
10Y*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTIN vs. GAL - Expense Ratio Comparison

PTIN has a 0.66% expense ratio, which is higher than GAL's 0.35% expense ratio.


Return for Risk

PTIN vs. GAL — Risk / Return Rank

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

PTIN
PTIN Risk / Return Rank: 4444
Overall Rank
PTIN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PTIN Sortino Ratio Rank: 4444
Sortino Ratio Rank
PTIN Omega Ratio Rank: 4545
Omega Ratio Rank
PTIN Calmar Ratio Rank: 4949
Calmar Ratio Rank
PTIN Martin Ratio Rank: 3838
Martin Ratio Rank

GAL
GAL Risk / Return Rank: 7373
Overall Rank
GAL Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GAL Sortino Ratio Rank: 7373
Sortino Ratio Rank
GAL Omega Ratio Rank: 7373
Omega Ratio Rank
GAL Calmar Ratio Rank: 6969
Calmar Ratio Rank
GAL Martin Ratio Rank: 7676
Martin Ratio Rank
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.

PTIN vs. GAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot International ETF (PTIN) and SPDR SSgA Global Allocation ETF (GAL). 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.


PTINGALDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.34

-0.48

Sortino ratio

Return per unit of downside risk

1.28

1.92

-0.65

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.37

1.86

-0.48

Martin ratio

Return relative to average drawdown

3.88

8.53

-4.65

PTIN vs. GAL - Sharpe Ratio Comparison

The current PTIN Sharpe Ratio is 0.86, which is lower than the GAL Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PTIN and GAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PTINGALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.34

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.62

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.65

-0.23

Correlation

The correlation between PTIN and GAL is 0.74, 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

PTIN vs. GAL - Dividend Comparison

PTIN's dividend yield for the trailing twelve months is around 2.41%, less than GAL's 3.37% yield.


TTM20252024202320222021202020192018201720162015
PTIN
Pacer Trendpilot International ETF
2.41%2.53%2.67%2.09%0.41%2.38%0.77%0.97%0.00%0.00%0.00%0.00%
GAL
SPDR SSgA Global Allocation ETF
3.37%3.47%2.99%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%

Drawdowns

PTIN vs. GAL - Drawdown Comparison

The maximum PTIN drawdown since its inception was -21.27%, smaller than the maximum GAL drawdown of -28.31%. Use the drawdown chart below to compare losses from any high point for PTIN and GAL.


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Drawdown Indicators


PTINGALDifference

Max Drawdown

Largest peak-to-trough decline

-21.27%

-28.31%

+7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-8.02%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-21.14%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-28.31%

Current Drawdown

Current decline from peak

-7.22%

-3.93%

-3.29%

Average Drawdown

Average peak-to-trough decline

-7.81%

-3.78%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

1.75%

+2.33%

Volatility

PTIN vs. GAL - Volatility Comparison

Pacer Trendpilot International ETF (PTIN) has a higher volatility of 8.05% compared to SPDR SSgA Global Allocation ETF (GAL) at 4.22%. This indicates that PTIN's price experiences larger fluctuations and is considered to be riskier than GAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTINGALDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

4.22%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

6.98%

+5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

10.94%

+6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

10.41%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

11.32%

+2.37%