PTMC vs. FLQM
PTMC (Pacer Trendpilot US Mid Cap ETF) and FLQM (Franklin LibertyQ U.S. Mid Cap Equity ETF) are both Mid Cap Blend Equities funds - PTMC tracks the Pacer Trendpilot US Mid Cap Index while FLQM tracks the LibertyQ U.S. Mid Cap Equity Index. Both are passively managed. Over the past 5 years, PTMC returned 4.32%/yr vs 6.86%/yr for FLQM. A 0.65 correlation means they provide meaningful diversification when combined. PTMC charges 0.60%/yr vs 0.30%/yr for FLQM.
Performance
PTMC vs. FLQM - Performance Comparison
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Returns By Period
In the year-to-date period, PTMC achieves a 15.78% return, which is significantly higher than FLQM's 1.19% return.
PTMC
- 1D
- 0.36%
- 1M
- 3.72%
- YTD
- 15.78%
- 6M
- 13.34%
- 1Y
- 20.66%
- 3Y*
- 11.12%
- 5Y*
- 4.32%
- 10Y*
- 6.66%
FLQM
- 1D
- -0.19%
- 1M
- -0.12%
- YTD
- 1.19%
- 6M
- -0.59%
- 1Y
- 7.81%
- 3Y*
- 10.89%
- 5Y*
- 6.86%
- 10Y*
- —
PTMC vs. FLQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTMC Pacer Trendpilot US Mid Cap ETF | 15.78% | -1.55% | 13.22% | 7.29% | -13.99% | 12.42% | 6.58% | 1.04% | 0.02% | 10.82% |
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF | 1.19% | 5.16% | 14.32% | 17.47% | -12.95% | 28.76% | 15.50% | 28.56% | -4.24% | 10.32% |
Correlation
The correlation between PTMC and FLQM is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2017 | 0.65 |
The correlation between PTMC and FLQM shifts across timeframes, from 0.65 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTMC vs. FLQM — Risk / Return Rank
PTMC
FLQM
PTMC vs. FLQM - Risk-Adjusted Trends 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.
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.
| PTMC | FLQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.12 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.04 | +1.30 |
| Martin ratioReturn relative to average drawdown | 8.51 | 2.86 | +5.65 |
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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.
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Drawdown Indicators
| PTMC | FLQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.53% | -37.26% | +16.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -7.57% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -15.31% | -19.70% | +4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -16.93% | -22.51% | +5.58% |
Max Drawdown (10Y)Largest decline over 10 years | -20.53% | — | — |
Current DrawdownCurrent decline from peak | -0.07% | -2.86% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -4.91% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.73% | -0.30% |
Volatility
PTMC vs. FLQM - Volatility Comparison
Pacer Trendpilot US Mid Cap ETF (PTMC) has a higher volatility of 4.38% compared to Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) at 3.08%. 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.
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Volatility by Period
| PTMC | FLQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 3.08% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 8.52% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 12.24% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.24% | 16.40% | -3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.02% | 18.45% | -5.43% |
PTMC vs. FLQM - Expense Ratio Comparison
PTMC has a 0.60% expense ratio, which is higher than FLQM's 0.30% expense ratio.
Dividends
PTMC vs. FLQM - Dividend Comparison
PTMC's dividend yield for the trailing twelve months is around 1.59%, more than FLQM's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF | 1.51% | 1.49% | 1.28% | 1.27% | 1.33% | 1.05% | 1.10% | 1.37% | 1.42% | 1.15% | 0.00% |
PTMC Pacer Trendpilot US Mid Cap ETF | 1.59% | 1.84% | 0.87% | 1.92% | 0.82% | 0.12% | 0.53% | 1.40% | 0.89% | 0.67% | 0.66% |
Frequently Asked Questions
PTMC and FLQM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTMC has higher volatility (4.38%) compared to FLQM (3.08%). In terms of maximum drawdown, PTMC dropped -20.53% vs FLQM's -37.26%.
On 5-year performance, FLQM leads with 6.86% vs 4.32% for PTMC. On fees, FLQM is cheaper at 0.30% per year. On volatility, FLQM has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FLQM has performed better with a 6.86% return vs 4.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLQM is cheaper with a 0.30% expense ratio, compared with 0.60% for PTMC.
PTMC has the higher dividend yield at 1.59%, compared with 1.51% for FLQM.
PTMC tracks Pacer Trendpilot US Mid Cap Index, while FLQM tracks LibertyQ U.S. Mid Cap Equity Index. They also come from different issuers: Pacer and Franklin Templeton. Their fees differ too: 0.60% for PTMC and 0.30% for FLQM.
PTMC currently has the higher Sharpe Ratio (1.33 vs 0.64), 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.
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