PTLC vs. PTNQ
Compare and contrast key facts about Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Trendpilot 100 ETF (PTNQ).
PTLC and PTNQ 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. PTNQ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer NASDAQ-100 Trendpilot Index. It was launched on Jun 11, 2015. Both PTLC and PTNQ 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 PTNQ.
Key characteristics
| PTLC | PTNQ | |
|---|---|---|
| YTD Return | 26.39% | 15.50% |
| 1Y Return | 34.24% | 19.61% |
| 3Y Return (Ann) | 11.21% | 9.44% |
| 5Y Return (Ann) | 12.12% | 15.04% |
| Sharpe Ratio | 3.04 | 2.22 |
| Sortino Ratio | 4.04 | 3.09 |
| Omega Ratio | 1.57 | 1.42 |
| Calmar Ratio | 4.37 | 2.77 |
| Martin Ratio | 19.72 | 10.46 |
| Ulcer Index | 1.87% | 2.00% |
| Daily Std Dev | 12.12% | 9.41% |
| Max Drawdown | -26.63% | -28.06% |
| Current Drawdown | -0.20% | -0.18% |
Correlation
The correlation between PTLC and PTNQ is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PTLC vs. PTNQ - Performance Comparison
In the year-to-date period, PTLC achieves a 26.39% return, which is significantly higher than PTNQ's 15.50% 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. PTNQ - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is lower than PTNQ's 0.65% expense ratio.
Risk-Adjusted Performance
PTLC vs. PTNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Trendpilot 100 ETF (PTNQ). 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. PTNQ - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 0.93%, less than PTNQ'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% |
PTNQ Pacer Trendpilot 100 ETF | 1.27% | 1.47% | 0.62% | 0.00% | 0.16% | 0.44% | 0.45% | 0.32% | 0.30% | 0.22% |
Drawdowns
PTLC vs. PTNQ - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum PTNQ drawdown of -28.06%. Use the drawdown chart below to compare losses from any high point for PTLC and PTNQ. For additional features, visit the drawdowns tool.
Volatility
PTLC vs. PTNQ - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) has a higher volatility of 3.81% compared to Pacer Trendpilot 100 ETF (PTNQ) at 2.64%. This indicates that PTLC's price experiences larger fluctuations and is considered to be riskier than PTNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.