PTLC vs. SFLR

Last updated Jun 4, 2026

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 14.93%/yr vs 16.02%/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

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) and Innovator Equity Managed Floor ETF (SFLR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with PTLC having a 5.53% return and SFLR slightly higher at 5.55%.

PTLC

• 1D: -0.74%
• 1M: 4.98%
• YTD: 5.53%
• 6M: 5.49%
• 1Y: 21.41%
• 3Y*: 14.93%
• 5Y*: 10.72%
• 10Y*: 11.26%

SFLR

• 1D: -0.38%
• 1M: 5.11%
• YTD: 5.55%
• 6M: 5.78%
• 1Y: 19.44%
• 3Y*: 16.02%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PTLC vs. SFLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PTLC Pacer Trendpilot US Large Cap ETF	5.53%	5.10%	24.31%	16.78%	0.43%
SFLR Innovator Equity Managed Floor ETF	5.55%	13.29%	19.99%	21.20%	1.38%

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 10, 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.

PTLC vs. SFLR - Sectors Allocation Comparison

Sectors	PTLC	SFLR
Technology	35.6%	35.5%
Financial Services	11.8%	11.3%
Communication Services	11.2%	11.7%
Consumer Cyclical	10.1%	10.0%
Healthcare	8.5%	8.5%
Industrials	8.3%	8.4%
Consumer Defensive	4.9%	4.8%
Energy	3.5%	3.7%
Utilities	2.3%	2.5%
Real Estate	1.9%	1.6%
Basic Materials	1.8%	2.1%

Return for Risk

PTLC vs. SFLR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTLC

PTLC Risk / Return Rank: 53
PTLC Sharpe Ratio Rank: 55
PTLC Sortino Ratio Rank: 52
PTLC Omega Ratio Rank: 54
PTLC Calmar Ratio Rank: 49
PTLC Martin Ratio Rank: 56

SFLR

SFLR Risk / Return Rank: 64
SFLR Sharpe Ratio Rank: 65
SFLR Sortino Ratio Rank: 63
SFLR Omega Ratio Rank: 69
SFLR Calmar Ratio Rank: 57
SFLR Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	PTLC	SFLR	Difference
Sharpe ratio: Return per unit of total volatility	1.91	2.20	-0.29
Sortino ratio: Return per unit of downside risk	2.55	2.98	-0.42
Omega ratio: Gain probability vs. loss probability	1.34	1.42	-0.08
Calmar ratio: Return relative to maximum drawdown	2.45	2.87	-0.42
Martin ratio: Return relative to average drawdown	9.71	11.73	-2.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTLC vs. SFLR - Sharpe Ratio Comparison

The current PTLC Sharpe Ratio is 1.91, which is comparable to the SFLR Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of PTLC and SFLR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PTLC	SFLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	2.20	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	1.71	-1.01

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.

Drawdown Indicators

	PTLC	SFLR	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-0.74%	-0.38%	-0.36%
Average Drawdown Average peak-to-trough decline	-5.64%	-1.74%	-3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	1.66%	+0.55%

Volatility

PTLC vs. SFLR - Volatility Comparison

Pacer Trendpilot US Large Cap ETF (PTLC) has a higher volatility of 2.88% compared to Innovator Equity Managed Floor ETF (SFLR) at 1.87%. 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.

Volatility by Period

	PTLC	SFLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	1.87%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	6.46%	+1.69%
Volatility (1Y) Calculated over the trailing 1-year period	11.27%	8.89%	+2.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.73%	10.15%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.17%	10.15%	+3.02%

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 1.01%, more than SFLR's 0.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTLC Pacer Trendpilot US Large Cap ETF	1.01%	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	0.32%	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

Can I hold both PTLC and SFLR in my portfolio?

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.

Which is riskier, PTLC or SFLR?

PTLC has higher volatility (2.88%) compared to SFLR (1.87%). In terms of maximum drawdown, PTLC dropped -26.63% vs SFLR's -12.13%.

Which ETF is better, PTLC or SFLR?

On 3-year performance, SFLR leads with 16.02% vs 14.93% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, SFLR has been the lower-risk option at 1.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTLC or SFLR?

Over the 3-year period, SFLR has performed better with a 16.02% return vs 14.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTLC or SFLR?

PTLC is cheaper with a 0.60% expense ratio, compared with 0.89% for SFLR.

Which ETF pays a higher dividend yield, PTLC or SFLR?

PTLC has the higher dividend yield at 1.01%, compared with 0.32% for SFLR.

What is the main difference between PTLC and 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.

Which has better risk-adjusted returns?

SFLR currently has the higher Sharpe Ratio (2.20 vs 1.91), 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.