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PTMC vs. MIDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PTMC vs. MIDE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTMC
Pacer Trendpilot US Mid Cap ETF
2.52%-1.55%13.22%7.29%-13.99%5.85%
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.75%9.81%11.21%15.20%-11.63%11.77%

Returns By Period

In the year-to-date period, PTMC achieves a 2.52% return, which is significantly higher than MIDE's 1.75% return.


PTMC

1D
2.87%
1M
-5.41%
YTD
2.52%
6M
3.98%
1Y
7.61%
3Y*
6.42%
5Y*
1.97%
10Y*
5.68%

MIDE

1D
2.47%
1M
-5.36%
YTD
1.75%
6M
5.05%
1Y
18.57%
3Y*
11.64%
5Y*
6.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTMC vs. MIDE - Expense Ratio Comparison

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


Return for Risk

PTMC vs. MIDE — Risk / Return Rank

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

PTMC
PTMC Risk / Return Rank: 3232
Overall Rank
PTMC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PTMC Sortino Ratio Rank: 3131
Sortino Ratio Rank
PTMC Omega Ratio Rank: 2828
Omega Ratio Rank
PTMC Calmar Ratio Rank: 3434
Calmar Ratio Rank
PTMC Martin Ratio Rank: 3737
Martin Ratio Rank

MIDE
MIDE Risk / Return Rank: 5151
Overall Rank
MIDE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 5151
Sortino Ratio Rank
MIDE Omega Ratio Rank: 4949
Omega Ratio Rank
MIDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
MIDE Martin Ratio Rank: 5555
Martin Ratio Rank
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.

PTMC vs. MIDE - Risk-Adjusted Trends 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.


PTMCMIDEDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.88

-0.33

Sortino ratio

Return per unit of downside risk

0.89

1.36

-0.46

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.86

1.30

-0.44

Martin ratio

Return relative to average drawdown

3.40

5.42

-2.02

PTMC vs. MIDE - Sharpe Ratio Comparison

The current PTMC Sharpe Ratio is 0.55, which is lower than the MIDE Sharpe Ratio of 0.88. 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.


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Sharpe Ratios by Period


PTMCMIDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.88

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.33

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.36

+0.08

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.


Dividends

PTMC vs. MIDE - Dividend Comparison

PTMC's dividend yield for the trailing twelve months is around 1.80%, more than MIDE's 1.48% yield.


TTM2025202420232022202120202019201820172016
PTMC
Pacer Trendpilot US Mid Cap ETF
1.80%1.84%0.87%1.92%0.82%0.12%0.53%1.40%0.89%0.67%0.66%
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.48%1.52%1.45%1.36%1.33%0.93%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 -24.59%. Use the drawdown chart below to compare losses from any high point for PTMC and MIDE.


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Drawdown Indicators


PTMCMIDEDifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-24.59%

+4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-14.54%

+5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-24.59%

+7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

Current Drawdown

Current decline from peak

-7.12%

-6.73%

-0.39%

Average Drawdown

Average peak-to-trough decline

-6.55%

-6.67%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

3.48%

-1.23%

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 6.55% and 6.31%, 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.


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Volatility by Period


PTMCMIDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

6.31%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

11.89%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

21.22%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

19.69%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.92%

19.80%

-6.88%