PTLC vs. FJUN
PTLC (Pacer Trendpilot US Large Cap ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds - PTLC tracks the Pacer Trendpilot U.S. Large Cap Index while FJUN tracks the Cboe S&P 500 Buffer Protect Index June. Both are passively managed. Over the past 5 years, PTLC returned 9.97%/yr vs 10.54%/yr for FJUN. Their correlation of 0.81 suggests significant overlap in exposure. PTLC charges 0.60%/yr vs 0.85%/yr for FJUN.
Performance
PTLC vs. FJUN - Performance Comparison
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Returns By Period
In the year-to-date period, PTLC achieves a 2.97% return, which is significantly lower than FJUN's 4.00% return.
PTLC
- 1D
- -1.38%
- 1M
- -1.33%
- YTD
- 2.97%
- 6M
- 2.00%
- 1Y
- 17.43%
- 3Y*
- 13.44%
- 5Y*
- 9.97%
- 10Y*
- 11.31%
FJUN
- 1D
- -0.80%
- 1M
- -0.44%
- YTD
- 4.00%
- 6M
- 3.80%
- 1Y
- 12.54%
- 3Y*
- 13.29%
- 5Y*
- 10.54%
- 10Y*
- —
PTLC vs. FJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 2.97% | 5.10% | 24.31% | 16.78% | -8.62% | 27.90% | 21.92% |
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June | 4.00% | 11.05% | 16.38% | 22.30% | -4.95% | 11.47% | 9.90% |
Correlation
The correlation between PTLC and FJUN is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020 | 0.81 |
The correlation between PTLC and FJUN has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.
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Return for Risk
PTLC vs. FJUN — Risk / Return Rank
PTLC
FJUN
PTLC vs. FJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTLC | FJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.48 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 3.05 | -1.05 |
| Martin ratioReturn relative to average drawdown | 7.66 | 17.51 | -9.84 |
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Drawdowns
PTLC vs. FJUN - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for PTLC and FJUN.
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Drawdown Indicators
| PTLC | FJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -13.26% | -13.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -4.13% | -4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -13.26% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -15.17% | -13.26% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -26.63% | — | — |
Current DrawdownCurrent decline from peak | -3.15% | -0.97% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -1.66% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 0.72% | +1.56% |
Volatility
PTLC vs. FJUN - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) has a higher volatility of 4.91% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that PTLC's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTLC | FJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 0.94% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 4.40% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 5.66% | +6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.87% | 10.56% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 10.25% | +2.94% |
PTLC vs. FJUN - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is lower than FJUN's 0.85% expense ratio.
Dividends
PTLC vs. FJUN - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 1.03%, while FJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PTLC Pacer Trendpilot US Large Cap ETF | 1.03% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
Frequently Asked Questions
With a correlation of 0.90, PTLC and FJUN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PTLC has higher volatility (4.91%) compared to FJUN (0.94%). In terms of maximum drawdown, PTLC dropped -26.63% vs FJUN's -13.26%.
On 5-year performance, FJUN leads with 10.54% vs 9.97% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, FJUN has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FJUN has performed better with a 10.54% return vs 9.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PTLC is cheaper with a 0.60% expense ratio, compared with 0.85% for FJUN.
PTLC has the higher dividend yield at 1.03%, compared with 0.00% for FJUN.
PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while FJUN tracks Cboe S&P 500 Buffer Protect Index June. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.60% for PTLC and 0.85% for FJUN.
FJUN currently has the higher Sharpe Ratio (2.23 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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