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PTMC vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTMC vs. PTLC - Performance Comparison

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

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Returns By Period

In the year-to-date period, PTMC achieves a 15.78% return, which is significantly higher than PTLC's 4.41% return. Over the past 10 years, PTMC has underperformed PTLC with an annualized return of 6.66%, while PTLC has yielded a comparatively higher 11.47% annualized 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%

PTLC

1D
-0.43%
1M
0.05%
YTD
4.41%
6M
3.92%
1Y
20.14%
3Y*
13.96%
5Y*
10.42%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTMC vs. PTLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%17.79%
PTLC
Pacer Trendpilot US Large Cap ETF
4.41%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%

Correlation

The correlation between PTMC and PTLC is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.70

The correlation between PTMC and PTLC has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

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Return for Risk

PTMC vs. PTLC — Risk / Return Rank

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

PTMC
PTMC Risk / Return Rank: 4343
Overall Rank
PTMC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PTMC Sortino Ratio Rank: 4040
Sortino Ratio Rank
PTMC Omega Ratio Rank: 3737
Omega Ratio Rank
PTMC Calmar Ratio Rank: 4949
Calmar Ratio Rank
PTMC Martin Ratio Rank: 5151
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 5050
Overall Rank
PTLC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4747
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4949
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4848
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5353
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. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.


PTMCPTLCDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.24

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

2.33

2.31

+0.03

Martin ratioReturn relative to average drawdown

8.51

8.89

-0.38

PTMC vs. PTLC - Sharpe Ratio Comparison

The current PTMC Sharpe Ratio is 1.33, which is comparable to the PTLC Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of PTMC and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PTMC vs. PTLC - Drawdown Comparison

The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for PTMC and PTLC.


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Drawdown Indicators


PTMCPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-26.63%

+6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-8.77%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.31%

-15.17%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-15.17%

-1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

-26.63%

+6.10%

Current Drawdown

Current decline from peak

-0.07%

-1.79%

+1.72%

Average Drawdown

Average peak-to-trough decline

-6.45%

-5.63%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.27%

+0.16%

Volatility

PTMC vs. PTLC - Volatility Comparison

The current volatility for Pacer Trendpilot US Mid Cap ETF (PTMC) is 4.38%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.71%. This indicates that PTMC experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTMCPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.71%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

9.10%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

11.91%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

11.86%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.02%

13.23%

-0.21%

PTMC vs. PTLC - Expense Ratio Comparison

Both PTMC and PTLC have an expense ratio of 0.60%.


Dividends

PTMC vs. PTLC - Dividend Comparison

PTMC's dividend yield for the trailing twelve months is around 1.59%, more than PTLC's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
PTLC
Pacer Trendpilot US Large Cap ETF
1.02%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%
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%0.00%

Frequently Asked Questions


PTMC and PTLC have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTLC has higher volatility (4.71%) compared to PTMC (4.38%). In terms of maximum drawdown, PTMC dropped -20.53% vs PTLC's -26.63%.

On 10-year performance, PTLC leads with 11.47% vs 6.66% for PTMC. Both ETFs have the same 0.60% expense ratio. On volatility, PTMC has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PTLC has performed better with a 11.47% return vs 6.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PTMC and PTLC have the same expense ratio: 0.60% per year.

PTMC has the higher dividend yield at 1.59%, compared with 1.02% for PTLC.

PTMC is categorized as Mid Cap Blend Equities, while PTLC is Large Cap Blend Equities. PTMC tracks Pacer Trendpilot US Mid Cap Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index.

PTLC currently has the higher Sharpe Ratio (1.70 vs 1.33), 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.

Portfolio Optimizer

Find the right allocation for PTMC and PTLC

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