PTLC vs. PSFF
PTLC (Pacer Trendpilot US Large Cap ETF) and PSFF (Pacer Swan SOS Fund of Funds ETF) are both exchange-traded funds - PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index, while PSFF is a Defined Outcome fund actively managed by Pacer. PTLC is passively managed, while PSFF is actively managed. Over the past 5 years, PTLC returned 9.97%/yr vs 9.17%/yr for PSFF. A 0.75 correlation means they provide meaningful diversification when combined. PTLC charges 0.60%/yr vs 0.75%/yr for PSFF.
Performance
PTLC vs. PSFF - 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 PSFF's 5.23% 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%
PSFF
- 1D
- -0.50%
- 1M
- -0.04%
- YTD
- 5.23%
- 6M
- 5.10%
- 1Y
- 13.59%
- 3Y*
- 12.27%
- 5Y*
- 9.17%
- 10Y*
- —
PTLC vs. PSFF - 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% | 0.77% |
PSFF Pacer Swan SOS Fund of Funds ETF | 5.23% | 10.38% | 13.18% | 18.39% | -4.11% | 11.81% | 0.39% |
Correlation
The correlation between PTLC and PSFF is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2020 | 0.75 |
The correlation between PTLC and PSFF has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
PTLC vs. PSFF — Risk / Return Rank
PTLC
PSFF
PTLC vs. PSFF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Swan SOS Fund of Funds ETF (PSFF). 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 | PSFF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 3.72 | -1.72 |
| Martin ratioReturn relative to average drawdown | 7.66 | 18.50 | -10.83 |
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Drawdowns
PTLC vs. PSFF - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, which is greater than PSFF's maximum drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for PTLC and PSFF.
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Drawdown Indicators
| PTLC | PSFF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -10.78% | -15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -3.67% | -5.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -10.78% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -15.17% | -10.78% | -4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -26.63% | — | — |
Current DrawdownCurrent decline from peak | -3.15% | -0.79% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -1.59% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 0.74% | +1.54% |
Volatility
PTLC vs. PSFF - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) has a higher volatility of 4.91% compared to Pacer Swan SOS Fund of Funds ETF (PSFF) at 1.71%. This indicates that PTLC's price experiences larger fluctuations and is considered to be riskier than PSFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTLC | PSFF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 1.71% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 4.76% | +4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 5.99% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.87% | 9.24% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 9.08% | +4.11% |
PTLC vs. PSFF - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is lower than PSFF's 0.75% expense ratio.
Dividends
PTLC vs. PSFF - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 1.03%, while PSFF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSFF Pacer Swan SOS Fund of Funds ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 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
PTLC and PSFF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTLC has higher volatility (4.91%) compared to PSFF (1.71%). In terms of maximum drawdown, PTLC dropped -26.63% vs PSFF's -10.78%.
On 5-year performance, PTLC leads with 9.97% vs 9.17% for PSFF. On fees, PTLC is cheaper at 0.60% per year. On volatility, PSFF has been the lower-risk option at 1.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, PTLC has performed better with a 9.97% return vs 9.17%. 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 0.75% for PSFF.
PTLC has the higher dividend yield at 1.03%, compared with 0.00% for PSFF.
PTLC is categorized as Large Cap Blend Equities, while PSFF is Defined Outcome. Their fees differ too: 0.60% for PTLC and 0.75% for PSFF.
PSFF currently has the higher Sharpe Ratio (2.30 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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