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PTMC vs. SIZE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTMC vs. SIZE - Performance Comparison

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

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PTMC vs. SIZE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTMC
Pacer Trendpilot US Mid Cap ETF
2.52%-1.55%13.22%7.29%-13.99%12.42%6.58%1.04%0.02%17.79%
SIZE
iShares MSCI USA Size Factor ETF
-0.96%10.51%14.37%17.78%-15.86%25.05%16.26%28.97%-6.59%18.76%

Returns By Period

In the year-to-date period, PTMC achieves a 2.52% return, which is significantly higher than SIZE's -0.96% return. Over the past 10 years, PTMC has underperformed SIZE with an annualized return of 5.68%, while SIZE has yielded a comparatively higher 10.95% annualized 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%

SIZE

1D
2.59%
1M
-5.50%
YTD
-0.96%
6M
-0.01%
1Y
11.37%
3Y*
12.32%
5Y*
7.22%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTMC vs. SIZE - Expense Ratio Comparison

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


Return for Risk

PTMC vs. SIZE — 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

SIZE
SIZE Risk / Return Rank: 3838
Overall Rank
SIZE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SIZE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SIZE Omega Ratio Rank: 3636
Omega Ratio Rank
SIZE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SIZE Martin Ratio Rank: 4646
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. SIZE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and iShares MSCI USA Size Factor ETF (SIZE). 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.


PTMCSIZEDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.60

-0.05

Sortino ratio

Return per unit of downside risk

0.89

1.00

-0.10

Omega ratio

Gain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratio

Return relative to maximum drawdown

0.86

0.94

-0.08

Martin ratio

Return relative to average drawdown

3.40

4.35

-0.95

PTMC vs. SIZE - Sharpe Ratio Comparison

The current PTMC Sharpe Ratio is 0.55, which is comparable to the SIZE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PTMC and SIZE, 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


PTMCSIZEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.60

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.42

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.59

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.64

-0.21

Correlation

The correlation between PTMC and SIZE is 0.72, 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. SIZE - Dividend Comparison

PTMC's dividend yield for the trailing twelve months is around 1.80%, more than SIZE's 1.56% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
SIZE
iShares MSCI USA Size Factor ETF
1.56%1.50%1.53%1.42%1.59%1.19%1.43%1.35%2.43%1.58%1.88%1.95%

Drawdowns

PTMC vs. SIZE - Drawdown Comparison

The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum SIZE drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for PTMC and SIZE.


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Drawdown Indicators


PTMCSIZEDifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-39.15%

+18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-12.78%

+3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-24.03%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

-39.15%

+18.62%

Current Drawdown

Current decline from peak

-7.12%

-5.59%

-1.53%

Average Drawdown

Average peak-to-trough decline

-6.55%

-4.23%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.77%

-0.52%

Volatility

PTMC vs. SIZE - Volatility Comparison

Pacer Trendpilot US Mid Cap ETF (PTMC) has a higher volatility of 6.55% compared to iShares MSCI USA Size Factor ETF (SIZE) at 5.13%. This indicates that PTMC's price experiences larger fluctuations and is considered to be riskier than SIZE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTMCSIZEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

5.13%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

9.90%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

18.91%

-5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

17.39%

-4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.92%

18.67%

-5.75%