PTLC vs. SFLR
PTLC (Pacer Trendpilot US Large Cap ETF) and SFLR (Innovator Equity Managed Floor ETF) are both exchange-traded funds - PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index, while SFLR is a Options Trading fund actively managed by Innovator. PTLC is passively managed, while SFLR is actively managed. Over the past 3 years, PTLC returned 13.39%/yr vs 14.74%/yr for SFLR. Their correlation of 0.86 suggests significant overlap in exposure. PTLC charges 0.60%/yr vs 0.89%/yr for SFLR.
Performance
PTLC vs. SFLR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PTLC achieves a 2.84% return, which is significantly lower than SFLR's 3.29% return.
PTLC
- 1D
- -0.12%
- 1M
- -1.45%
- YTD
- 2.84%
- 6M
- 1.56%
- 1Y
- 15.96%
- 3Y*
- 13.39%
- 5Y*
- 9.88%
- 10Y*
- 11.30%
SFLR
- 1D
- -0.13%
- 1M
- -0.76%
- YTD
- 3.29%
- 6M
- 2.69%
- 1Y
- 14.61%
- 3Y*
- 14.74%
- 5Y*
- —
- 10Y*
- —
PTLC vs. SFLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 2.84% | 5.10% | 24.31% | 16.78% | 0.48% |
SFLR Innovator Equity Managed Floor ETF | 3.29% | 13.29% | 19.99% | 21.20% | 0.42% |
Correlation
The correlation between PTLC and SFLR is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022 | 0.86 |
The correlation between PTLC and SFLR has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PTLC vs. SFLR — Risk / Return Rank
PTLC
SFLR
PTLC vs. SFLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Innovator Equity Managed Floor ETF (SFLR). 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 | SFLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.16 | -0.33 |
| Martin ratioReturn relative to average drawdown | 6.99 | 8.42 | -1.43 |
Loading charts...
Drawdowns
PTLC vs. SFLR - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, which is greater than SFLR's maximum drawdown of -12.13%. Use the drawdown chart below to compare losses from any high point for PTLC and SFLR.
Loading charts...
Drawdown Indicators
| PTLC | SFLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -12.13% | -14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -6.79% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -12.13% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -15.17% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.63% | — | — |
Current DrawdownCurrent decline from peak | -3.27% | -2.74% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -1.75% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 1.74% | +0.55% |
Volatility
PTLC vs. SFLR - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) has a higher volatility of 4.89% compared to Innovator Equity Managed Floor ETF (SFLR) at 4.35%. This indicates that PTLC's price experiences larger fluctuations and is considered to be riskier than SFLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PTLC | SFLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 4.35% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 7.48% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 9.69% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.87% | 10.32% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 10.32% | +2.87% |
PTLC vs. SFLR - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is lower than SFLR's 0.89% expense ratio.
Dividends
PTLC vs. SFLR - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 1.03%, more than SFLR's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SFLR Innovator Equity Managed Floor ETF | 0.33% | 0.33% | 0.42% | 1.16% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, PTLC and SFLR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PTLC has higher volatility (4.89%) compared to SFLR (4.35%). In terms of maximum drawdown, PTLC dropped -26.63% vs SFLR's -12.13%.
On 3-year performance, SFLR leads with 14.74% vs 13.39% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, SFLR has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SFLR has performed better with a 14.74% return vs 13.39%. 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 0.89% for SFLR.
PTLC has the higher dividend yield at 1.03%, compared with 0.33% for SFLR.
PTLC is categorized as Large Cap Blend Equities, while SFLR is Options Trading. They also come from different issuers: Pacer and Innovator. Their fees differ too: 0.60% for PTLC and 0.89% for SFLR.
SFLR currently has the higher Sharpe Ratio (1.52 vs 1.35), 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.
Find the right allocation for PTLC and SFLR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer