PTLC vs. SFLNX
Compare and contrast key facts about Pacer Trendpilot US Large Cap ETF (PTLC) and Schwab Fundamental US Large Company Index Fund (SFLNX).
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. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007. Both PTLC and SFLNX 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 SFLNX.
Key characteristics
| PTLC | SFLNX | |
|---|---|---|
| YTD Return | 26.65% | 21.84% |
| 1Y Return | 37.04% | 33.98% |
| 3Y Return (Ann) | 11.32% | 10.84% |
| 5Y Return (Ann) | 12.35% | 14.94% |
| Sharpe Ratio | 3.21 | 3.17 |
| Sortino Ratio | 4.25 | 4.34 |
| Omega Ratio | 1.60 | 1.59 |
| Calmar Ratio | 4.63 | 5.56 |
| Martin Ratio | 20.92 | 21.10 |
| Ulcer Index | 1.87% | 1.70% |
| Daily Std Dev | 12.14% | 11.25% |
| Max Drawdown | -26.63% | -60.01% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PTLC and SFLNX is 0.75, 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. SFLNX - Performance Comparison
In the year-to-date period, PTLC achieves a 26.65% return, which is significantly higher than SFLNX's 21.84% 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. SFLNX - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Risk-Adjusted Performance
PTLC vs. SFLNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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. SFLNX - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 0.93%, less than SFLNX's 1.53% 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% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.53% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
Drawdowns
PTLC vs. SFLNX - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum SFLNX drawdown of -60.01%. Use the drawdown chart below to compare losses from any high point for PTLC and SFLNX. For additional features, visit the drawdowns tool.
Volatility
PTLC vs. SFLNX - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) and Schwab Fundamental US Large Company Index Fund (SFLNX) have volatilities of 3.98% and 3.86%, 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.