PTMC vs. OPTZ

Last updated Jun 6, 2026

PTMC (Pacer Trendpilot US Mid Cap ETF) and OPTZ (Optimize Strategy Index ETF) are both Mid Cap Blend Equities funds - PTMC tracks the Pacer Trendpilot US Mid Cap Index while OPTZ tracks the Optimize Strategy Index. Both are passively managed. Over the past year, PTMC returned 17.22% vs 53.21% for OPTZ. A 0.77 correlation means they provide meaningful diversification when combined. PTMC charges 0.60%/yr vs 0.25%/yr for OPTZ.

Performance

PTMC vs. OPTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Mid Cap ETF (PTMC) and Optimize Strategy Index ETF (OPTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTMC achieves a 12.33% return, which is significantly lower than OPTZ's 24.33% return.

PTMC

• 1D: -1.91%
• 1M: -0.87%
• YTD: 12.33%
• 6M: 11.93%
• 1Y: 17.22%
• 3Y*: 9.60%
• 5Y*: 3.47%
• 10Y*: 5.91%

OPTZ

• 1D: -5.23%
• 1M: 2.49%
• YTD: 24.33%
• 6M: 24.28%
• 1Y: 53.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PTMC vs. OPTZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PTMC Pacer Trendpilot US Mid Cap ETF	12.33%	-1.55%	8.50%
OPTZ Optimize Strategy Index ETF	24.33%	22.83%	16.81%

Correlation

The correlation between PTMC and OPTZ is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Apr 24, 2024	0.77

The correlation between PTMC and OPTZ has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

PTMC vs. OPTZ - Sectors Allocation Comparison

Sectors	PTMC	OPTZ
Industrials	23.6%	8.9%
Technology	16.4%	50.6%
Financial Services	15.1%	9.1%
Consumer Cyclical	10.8%	9.5%
Healthcare	8.8%	10.5%
Real Estate	7.0%	1.5%
Basic Materials	4.9%	1.3%
Consumer Defensive	4.8%	4.0%
Energy	4.2%	1.5%
Utilities	3.0%	0.7%
Communication Services	1.4%	2.6%

Return for Risk

PTMC vs. OPTZ — Risk / Return Rank

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

PTMC

PTMC Risk / Return Rank: 38
PTMC Sharpe Ratio Rank: 33
PTMC Sortino Ratio Rank: 35
PTMC Omega Ratio Rank: 34
PTMC Calmar Ratio Rank: 42
PTMC Martin Ratio Rank: 46

OPTZ

OPTZ Risk / Return Rank: 88
OPTZ Sharpe Ratio Rank: 89
OPTZ Sortino Ratio Rank: 85
OPTZ Omega Ratio Rank: 84
OPTZ Calmar Ratio Rank: 89
OPTZ Martin Ratio Rank: 93

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. OPTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and Optimize Strategy Index ETF (OPTZ). 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.

	PTMC	OPTZ	Difference
Sharpe ratio: Return per unit of total volatility	1.13	2.84	-1.71
Sortino ratio: Return per unit of downside risk	1.72	3.65	-1.93
Omega ratio: Gain probability vs. loss probability	1.21	1.48	-0.27
Calmar ratio: Return relative to maximum drawdown	1.94	5.03	-3.09
Martin ratio: Return relative to average drawdown	7.12	22.63	-15.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTMC vs. OPTZ - Sharpe Ratio Comparison

The current PTMC Sharpe Ratio is 1.13, which is lower than the OPTZ Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of PTMC and OPTZ, 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

	PTMC	OPTZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	2.84	-1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	1.51	-1.01

Drawdowns

PTMC vs. OPTZ - Drawdown Comparison

The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum OPTZ drawdown of -25.75%. Use the drawdown chart below to compare losses from any high point for PTMC and OPTZ.

Drawdown Indicators

	PTMC	OPTZ	Difference
Max Drawdown Largest peak-to-trough decline	-20.53%	-25.75%	+5.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-10.63%	+1.74%
Max Drawdown (3Y) Largest decline over 3 years	-15.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-20.53%	—	—
Current Drawdown Current decline from peak	-1.91%	-5.46%	+3.55%
Average Drawdown Average peak-to-trough decline	-6.47%	-3.39%	-3.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	2.36%	+0.06%

Volatility

PTMC vs. OPTZ - Volatility Comparison

The current volatility for Pacer Trendpilot US Mid Cap ETF (PTMC) is 4.36%, while Optimize Strategy Index ETF (OPTZ) has a volatility of 8.20%. This indicates that PTMC experiences smaller price fluctuations and is considered to be less risky than OPTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTMC	OPTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	8.20%	-3.84%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	14.62%	-3.03%
Volatility (1Y) Calculated over the trailing 1-year period	15.30%	18.85%	-3.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	20.95%	-7.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.99%	20.95%	-7.96%

PTMC vs. OPTZ - Expense Ratio Comparison

PTMC has a 0.60% expense ratio, which is higher than OPTZ's 0.25% expense ratio.

Dividends

PTMC vs. OPTZ - Dividend Comparison

PTMC's dividend yield for the trailing twelve months is around 1.64%, more than OPTZ's 0.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
OPTZ Optimize Strategy Index ETF	0.47%	0.58%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PTMC Pacer Trendpilot US Mid Cap ETF	1.64%	1.84%	0.87%	1.92%	0.82%	0.12%	0.53%	1.40%	0.89%	0.67%	0.66%

Frequently Asked Questions

Can I hold both PTMC and OPTZ in my portfolio?

PTMC and OPTZ have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTMC or OPTZ?

OPTZ has higher volatility (8.20%) compared to PTMC (4.36%). In terms of maximum drawdown, PTMC dropped -20.53% vs OPTZ's -25.75%.

Which ETF is better, PTMC or OPTZ?

On 1-year performance, OPTZ leads with 53.21% vs 17.22% for PTMC. On fees, OPTZ is cheaper at 0.25% per year. On volatility, PTMC has been the lower-risk option at 4.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTMC or OPTZ?

Over the 1-year period, OPTZ has performed better with a 53.21% return vs 17.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTMC or OPTZ?

OPTZ is cheaper with a 0.25% expense ratio, compared with 0.60% for PTMC.

Which ETF pays a higher dividend yield, PTMC or OPTZ?

PTMC has the higher dividend yield at 1.64%, compared with 0.47% for OPTZ.

What is the main difference between PTMC and OPTZ?

PTMC tracks Pacer Trendpilot US Mid Cap Index, while OPTZ tracks Optimize Strategy Index. They also come from different issuers: Pacer and Optimize. Their fees differ too: 0.60% for PTMC and 0.25% for OPTZ.

Which has better risk-adjusted returns?

OPTZ currently has the higher Sharpe Ratio (2.84 vs 1.13), 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.