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PTLC vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTLC vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTLC achieves a 6.30% return, which is significantly higher than FLRT's 2.44% return. Over the past 10 years, PTLC has outperformed FLRT with an annualized return of 10.89%, while FLRT has yielded a comparatively lower 4.77% annualized return.


PTLC

1D
1.44%
1M
1.62%
6M
4.27%
YTD
6.30%
1Y
17.02%
3Y*
13.45%
5Y*
9.99%
10Y*
10.89%
ALL TIME*
9.07%

FLRT

1D
0.04%
1M
0.42%
6M
1.88%
YTD
2.44%
1Y
5.13%
3Y*
7.90%
5Y*
6.08%
10Y*
4.77%
ALL TIME*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.79M$4.57M$4.68M
$5.24M$5.46M$6.01M

PTLC vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTLC
Pacer Trendpilot US Large Cap ETF
6.30%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
2.44%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.72%

Correlation

The correlation between PTLC and FLRT is 0.45, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.45

Correlation (3Y)
Balances recent behavior with more history.

0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (10Y)
Provides a long-term view across more market conditions.

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.15

Over the past year, PTLC and FLRT have become more correlated (0.45) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

PTLC vs. FLRT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PTLC
PTLC Risk / Return Rank: 5555
Overall Rank
PTLC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 5252
Sortino Ratio Rank
PTLC Omega Ratio Rank: 5454
Omega Ratio Rank
PTLC Calmar Ratio Rank: 5353
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5959
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 9090
Overall Rank
FLRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7979
Calmar Ratio Rank
FLRT Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PTLC vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT). 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.


PTLCFLRTDifference
Sharpe ratioReturn per unit of total volatility

-2.06

Sortino ratioReturn per unit of downside risk

-3.26

Omega ratioGain probability vs. loss probability

1.25

1.76

-0.52

Calmar ratioReturn relative to maximum drawdown

1.95

2.90

-0.95

Martin ratioReturn relative to average drawdown

7.22

10.63

-3.41

PTLC vs. FLRT - Sharpe Ratio Comparison

The current PTLC Sharpe Ratio is 1.40, which is lower than the FLRT Sharpe Ratio of 3.46. The chart below compares the historical Sharpe Ratios of PTLC and FLRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PTLC vs. FLRT - Drawdown Comparison

The maximum PTLC drawdown since its inception was -26.63%, which is greater than FLRT's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for PTLC and FLRT.


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Drawdown Indicators


PTLCFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-20.96%

-5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-1.78%

-6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-15.17%

-2.87%

-12.30%

Max Drawdown (5Y)

Largest decline over 5 years

-15.17%

-7.60%

-7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

-20.96%

-5.67%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.59%

-1.39%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

0.48%

+1.88%

Volatility

PTLC vs. FLRT - Volatility Comparison

Pacer Trendpilot US Large Cap ETF (PTLC) has a higher volatility of 3.72% compared to Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) at 0.29%. This indicates that PTLC's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTLCFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

0.29%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

1.19%

+8.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

1.49%

+10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

2.30%

+9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

6.09%

+7.09%

PTLC vs. FLRT - Expense Ratio Comparison

Both PTLC and FLRT have an expense ratio of 0.60%.


Dividends

PTLC vs. FLRT - Dividend Comparison

PTLC's dividend yield for the trailing twelve months is around 1.00%, less than FLRT's 6.71% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
6.71%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
PTLC
Pacer Trendpilot US Large Cap ETF
1.00%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


PTLC and FLRT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTLC has higher volatility (3.72%) compared to FLRT (0.29%). In terms of maximum drawdown, PTLC dropped -26.63% vs FLRT's -20.96%.

On 10-year performance, PTLC leads with 10.89% vs 4.77% for FLRT. Both ETFs have the same 0.60% expense ratio. On volatility, FLRT has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PTLC has performed better with a 10.89% return vs 4.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PTLC and FLRT have the same expense ratio: 0.60% per year.

FLRT has the higher dividend yield at 6.71%, compared with 1.00% for PTLC.

PTLC is categorized as Large Cap Blend Equities, while FLRT is Bank Loan.

FLRT currently has the higher Sharpe Ratio (3.46 vs 1.40), 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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