PTLC vs. SCHX
Compare and contrast key facts about Pacer Trendpilot US Large Cap ETF (PTLC) and Schwab U.S. Large-Cap ETF (SCHX).
PTLC and SCHX 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. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both PTLC and SCHX 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 SCHX.
Key characteristics
| PTLC | SCHX | |
|---|---|---|
| YTD Return | 26.39% | 27.83% |
| 1Y Return | 34.24% | 36.49% |
| 3Y Return (Ann) | 11.21% | 11.38% |
| 5Y Return (Ann) | 12.12% | 17.32% |
| Sharpe Ratio | 3.04 | 3.16 |
| Sortino Ratio | 4.04 | 4.19 |
| Omega Ratio | 1.57 | 1.59 |
| Calmar Ratio | 4.37 | 4.60 |
| Martin Ratio | 19.72 | 20.72 |
| Ulcer Index | 1.87% | 1.90% |
| Daily Std Dev | 12.12% | 12.42% |
| Max Drawdown | -26.63% | -34.33% |
| Current Drawdown | -0.20% | -0.25% |
Correlation
The correlation between PTLC and SCHX is 0.83, 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. SCHX - Performance Comparison
In the year-to-date period, PTLC achieves a 26.39% return, which is significantly lower than SCHX's 27.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PTLC vs. SCHX - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
PTLC vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Schwab U.S. Large-Cap ETF (SCHX). 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. SCHX - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 0.93%, less than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
PTLC vs. SCHX - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for PTLC and SCHX. For additional features, visit the drawdowns tool.
Volatility
PTLC vs. SCHX - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 3.81% and 3.92%, 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.