PortfoliosLab logo
PTMC vs. MIDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTMC and MIDE is 0.78, 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.


-0.50.00.51.00.8

Performance

PTMC vs. MIDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Mid Cap ETF (PTMC) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
9.97%
25.19%
PTMC
MIDE

Key characteristics

Sharpe Ratio

PTMC:

0.94

MIDE:

0.78

Sortino Ratio

PTMC:

1.39

MIDE:

1.18

Omega Ratio

PTMC:

1.17

MIDE:

1.15

Calmar Ratio

PTMC:

1.25

MIDE:

1.34

Martin Ratio

PTMC:

4.45

MIDE:

3.47

Ulcer Index

PTMC:

3.32%

MIDE:

3.57%

Daily Std Dev

PTMC:

15.81%

MIDE:

15.82%

Max Drawdown

PTMC:

-20.53%

MIDE:

-23.32%

Current Drawdown

PTMC:

-8.50%

MIDE:

-9.21%

Returns By Period

In the year-to-date period, PTMC achieves a -0.57% return, which is significantly higher than MIDE's -1.08% return.


PTMC

YTD

-0.57%

1M

-5.77%

6M

3.02%

1Y

14.78%

5Y*

4.46%

10Y*

N/A

MIDE

YTD

-1.08%

1M

-6.15%

6M

2.49%

1Y

12.61%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PTMC vs. MIDE - Expense Ratio Comparison

PTMC has a 0.60% expense ratio, which is higher than MIDE's 0.15% expense ratio.


Expense ratio chart for PTMC: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for MIDE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

PTMC vs. MIDE — Risk-Adjusted Performance Rank

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

PTMC
The Risk-Adjusted Performance Rank of PTMC is 5050
Overall Rank
The Sharpe Ratio Rank of PTMC is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of PTMC is 4848
Sortino Ratio Rank
The Omega Ratio Rank of PTMC is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PTMC is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PTMC is 5252
Martin Ratio Rank

MIDE
The Risk-Adjusted Performance Rank of MIDE is 4545
Overall Rank
The Sharpe Ratio Rank of MIDE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of MIDE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MIDE is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MIDE is 5858
Calmar Ratio Rank
The Martin Ratio Rank of MIDE is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTMC vs. MIDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). 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.


The chart of Sharpe ratio for PTMC, currently valued at 0.94, compared to the broader market0.002.004.000.940.78
The chart of Sortino ratio for PTMC, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.0010.001.391.18
The chart of Omega ratio for PTMC, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.15
The chart of Calmar ratio for PTMC, currently valued at 1.25, compared to the broader market0.005.0010.0015.001.251.34
The chart of Martin ratio for PTMC, currently valued at 4.45, compared to the broader market0.0020.0040.0060.0080.00100.004.453.47
PTMC
MIDE

The current PTMC Sharpe Ratio is 0.94, which is comparable to the MIDE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PTMC and MIDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.94
0.78
PTMC
MIDE

Dividends

PTMC vs. MIDE - Dividend Comparison

PTMC's dividend yield for the trailing twelve months is around 0.87%, less than MIDE's 1.47% yield.


TTM2024202320222021202020192018201720162015
PTMC
Pacer Trendpilot US Mid Cap ETF
0.87%0.87%1.92%0.82%0.12%0.52%1.41%0.89%0.68%0.66%0.07%
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.47%1.45%1.36%1.33%0.93%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PTMC vs. MIDE - Drawdown Comparison

The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum MIDE drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for PTMC and MIDE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.50%
-9.21%
PTMC
MIDE

Volatility

PTMC vs. MIDE - Volatility Comparison

Pacer Trendpilot US Mid Cap ETF (PTMC) and Xtrackers S&P MidCap 400 ESG ETF (MIDE) have volatilities of 4.91% and 4.88%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.91%
4.88%
PTMC
MIDE