PTMC vs. FLQM
Compare and contrast key facts about Pacer Trendpilot US Mid Cap ETF (PTMC) and Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM).
PTMC and FLQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PTMC is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot US Mid Cap Index. It was launched on Jun 11, 2015. FLQM is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Mid Cap Equity Index. It was launched on Apr 26, 2017. Both PTMC and FLQM 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: PTMC or FLQM.
Key characteristics
| PTMC | FLQM | |
|---|---|---|
| YTD Return | 17.46% | 19.53% |
| 1Y Return | 28.24% | 30.49% |
| 3Y Return (Ann) | 2.33% | 7.50% |
| 5Y Return (Ann) | 6.06% | 13.31% |
| Sharpe Ratio | 1.80 | 2.49 |
| Sortino Ratio | 2.56 | 3.54 |
| Omega Ratio | 1.32 | 1.43 |
| Calmar Ratio | 1.68 | 4.34 |
| Martin Ratio | 10.24 | 12.61 |
| Ulcer Index | 2.77% | 2.46% |
| Daily Std Dev | 15.78% | 12.43% |
| Max Drawdown | -20.53% | -37.26% |
| Current Drawdown | -2.56% | -1.60% |
Correlation
The correlation between PTMC and FLQM is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PTMC vs. FLQM - Performance Comparison
In the year-to-date period, PTMC achieves a 17.46% return, which is significantly lower than FLQM's 19.53% 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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PTMC vs. FLQM - Expense Ratio Comparison
PTMC has a 0.60% expense ratio, which is higher than FLQM's 0.30% expense ratio.
Risk-Adjusted Performance
PTMC vs. FLQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM). 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
PTMC vs. FLQM - Dividend Comparison
PTMC's dividend yield for the trailing twelve months is around 1.63%, more than FLQM's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTMC Pacer Trendpilot US Mid Cap ETF | 1.63% | 1.92% | 0.82% | 0.12% | 0.52% | 1.41% | 0.89% | 0.68% | 0.66% | 0.07% |
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF | 1.23% | 1.27% | 1.33% | 1.05% | 1.09% | 1.36% | 1.45% | 1.14% | 0.00% | 0.00% |
Drawdowns
PTMC vs. FLQM - Drawdown Comparison
The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum FLQM drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for PTMC and FLQM. For additional features, visit the drawdowns tool.
Volatility
PTMC vs. FLQM - Volatility Comparison
Pacer Trendpilot US Mid Cap ETF (PTMC) has a higher volatility of 5.37% compared to Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) at 3.88%. This indicates that PTMC's price experiences larger fluctuations and is considered to be riskier than FLQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.