PTLC vs. ITOT
PTLC (Pacer Trendpilot US Large Cap ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds - PTLC tracks the Pacer Trendpilot U.S. Large Cap Index while ITOT tracks the S&P Total Market Index. Both are passively managed. Over the past 10 years, PTLC returned 10.89%/yr vs 14.61%/yr for ITOT. Their correlation of 0.84 means they have usually moved in the same direction. PTLC charges 0.60%/yr vs 0.03%/yr for ITOT.
Performance
PTLC vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, PTLC achieves a 6.30% return, which is significantly lower than ITOT's 12.18% return. Over the past 10 years, PTLC has underperformed ITOT with an annualized return of 10.89%, while ITOT has yielded a comparatively higher 14.61% 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%
ITOT
- 1D
- 1.46%
- 1M
- 1.37%
- 6M
- 9.88%
- YTD
- 12.18%
- 1Y
- 23.59%
- 3Y*
- 20.38%
- 5Y*
- 12.06%
- 10Y*
- 14.61%
- ALL TIME*
- 10.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $218.20M | $235.22M | $304.20M | |
| $5.24M | $5.46M | $6.01M |
PTLC vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 12.18% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between PTLC and ITOT is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2015 | 0.84 |
The correlation between PTLC and ITOT shifts across timeframes, from 0.84 (5 years) to 0.99 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTLC vs. ITOT — Risk / Return Rank
PTLC
ITOT
PTLC vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.66 | -0.71 |
| Martin ratioReturn relative to average drawdown | 7.22 | 11.42 | -4.19 |
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Drawdowns
PTLC vs. ITOT - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PTLC and ITOT.
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Drawdown Indicators
| PTLC | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -55.20% | +28.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -8.90% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -19.44% | +4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -15.17% | -25.36% | +10.19% |
Max Drawdown (10Y)Largest decline over 10 years | -26.63% | -35.00% | +8.37% |
Current DrawdownCurrent decline from peak | -0.02% | 0.00% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -6.93% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.07% | +0.29% |
Volatility
PTLC vs. ITOT - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 3.72% and 3.80%, 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.
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Volatility by Period
| PTLC | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 3.80% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 10.35% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 13.11% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 17.48% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 18.28% | -5.10% |
PTLC vs. ITOT - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Dividends
PTLC vs. ITOT - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 1.00%, more than ITOT's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.99% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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
With a correlation of 0.99, PTLC and ITOT 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.
ITOT has higher volatility (3.80%) compared to PTLC (3.72%). In terms of maximum drawdown, PTLC dropped -26.63% vs ITOT's -55.20%.
On 10-year performance, ITOT leads with 14.61% vs 10.89% for PTLC. On fees, ITOT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ITOT has performed better with a 14.61% return vs 10.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.60% for PTLC.
PTLC and ITOT have nearly identical dividend yields, around 1.00%.
PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.60% for PTLC and 0.03% for ITOT.
ITOT currently has the higher Sharpe Ratio (1.81 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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