PTLC vs. OMFL
Compare and contrast key facts about Pacer Trendpilot US Large Cap ETF (PTLC) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL).
PTLC and OMFL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PTLC is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot U.S. Large Cap Index. It was launched on Jun 11, 2015. OMFL is a passively managed fund by Invesco that tracks the performance of the Russell 1000 OFI Dynamic Multifactor Index. It was launched on Nov 8, 2017. Both PTLC and OMFL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTLC or OMFL.
Key characteristics
| PTLC | OMFL | |
|---|---|---|
| YTD Return | 26.39% | 8.69% |
| 1Y Return | 34.24% | 18.61% |
| 3Y Return (Ann) | 11.21% | 4.42% |
| 5Y Return (Ann) | 12.12% | 12.85% |
| Sharpe Ratio | 3.04 | 1.55 |
| Sortino Ratio | 4.04 | 2.14 |
| Omega Ratio | 1.57 | 1.27 |
| Calmar Ratio | 4.37 | 1.66 |
| Martin Ratio | 19.72 | 4.91 |
| Ulcer Index | 1.87% | 4.51% |
| Daily Std Dev | 12.12% | 14.32% |
| Max Drawdown | -26.63% | -33.24% |
| Current Drawdown | -0.20% | -0.49% |
Correlation
The correlation between PTLC and OMFL is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PTLC vs. OMFL - Performance Comparison
In the year-to-date period, PTLC achieves a 26.39% return, which is significantly higher than OMFL's 8.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PTLC vs. OMFL - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is higher than OMFL's 0.29% expense ratio.
Risk-Adjusted Performance
PTLC vs. OMFL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). 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.
Dividends
PTLC vs. OMFL - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 0.93%, less than OMFL's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 0.93% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.43% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 1.27% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% | 0.00% | 0.00% |
Drawdowns
PTLC vs. OMFL - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum OMFL drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for PTLC and OMFL. For additional features, visit the drawdowns tool.
Volatility
PTLC vs. OMFL - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) have volatilities of 3.81% and 3.75%, 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.