PTMC vs. USMF
PTMC (Pacer Trendpilot US Mid Cap ETF) and USMF (WisdomTree US Multifactor Fund) are both Mid Cap Blend Equities funds - PTMC tracks the Pacer Trendpilot US Mid Cap Index while USMF tracks the WisdomTree US Multifactor Index. Both are passively managed. Over the past 5 years, PTMC returned 4.15%/yr vs 7.99%/yr for USMF. A 0.65 correlation means they provide meaningful diversification when combined. PTMC charges 0.60%/yr vs 0.28%/yr for USMF.
Performance
PTMC vs. USMF - Performance Comparison
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Returns By Period
In the year-to-date period, PTMC achieves a 16.10% return, which is significantly higher than USMF's 5.54% return.
PTMC
- 1D
- 0.71%
- 1M
- 2.46%
- YTD
- 16.10%
- 6M
- 13.77%
- 1Y
- 20.99%
- 3Y*
- 10.89%
- 5Y*
- 4.15%
- 10Y*
- 7.02%
USMF
- 1D
- 1.20%
- 1M
- 1.46%
- YTD
- 5.54%
- 6M
- 4.27%
- 1Y
- 8.05%
- 3Y*
- 14.14%
- 5Y*
- 7.99%
- 10Y*
- —
PTMC vs. USMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTMC Pacer Trendpilot US Mid Cap ETF | 16.10% | -1.55% | 13.22% | 7.29% | -13.99% | 12.42% | 6.58% | 1.04% | 0.02% | 11.14% |
USMF WisdomTree US Multifactor Fund | 5.54% | 4.60% | 19.65% | 13.47% | -8.82% | 21.26% | 12.01% | 24.06% | -4.72% | 11.27% |
Correlation
The correlation between PTMC and USMF is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2017 | 0.65 |
The correlation between PTMC and USMF has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.
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Return for Risk
PTMC vs. USMF — Risk / Return Rank
PTMC
USMF
PTMC vs. USMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and WisdomTree US Multifactor Fund (USMF). 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.
| PTMC | USMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.13 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.25 | +1.12 |
| Martin ratioReturn relative to average drawdown | 8.64 | 3.70 | +4.94 |
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Drawdowns
PTMC vs. USMF - Drawdown Comparison
The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum USMF drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for PTMC and USMF.
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Drawdown Indicators
| PTMC | USMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.53% | -36.24% | +15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -6.47% | -2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -15.31% | -15.39% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -16.93% | -18.10% | +1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -20.53% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.03% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -4.14% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.18% | +0.26% |
Volatility
PTMC vs. USMF - Volatility Comparison
The current volatility for Pacer Trendpilot US Mid Cap ETF (PTMC) is 4.36%, while WisdomTree US Multifactor Fund (USMF) has a volatility of 4.95%. This indicates that PTMC experiences smaller price fluctuations and is considered to be less risky than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTMC | USMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 4.95% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 8.60% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 11.57% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 14.35% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.97% | 16.98% | -4.01% |
PTMC vs. USMF - Expense Ratio Comparison
PTMC has a 0.60% expense ratio, which is higher than USMF's 0.28% expense ratio.
Dividends
PTMC vs. USMF - Dividend Comparison
PTMC's dividend yield for the trailing twelve months is around 1.59%, more than USMF's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USMF WisdomTree US Multifactor Fund | 1.30% | 1.37% | 1.22% | 1.33% | 1.74% | 1.42% | 1.34% | 1.38% | 1.45% | 0.67% | 0.00% |
Frequently Asked Questions
PTMC and USMF have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USMF has higher volatility (4.95%) compared to PTMC (4.36%). In terms of maximum drawdown, PTMC dropped -20.53% vs USMF's -36.24%.
On 5-year performance, USMF leads with 7.99% vs 4.15% for PTMC. On fees, USMF is cheaper at 0.28% 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.
Over the 5-year period, USMF has performed better with a 7.99% return vs 4.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USMF is cheaper with a 0.28% expense ratio, compared with 0.60% for PTMC.
PTMC has the higher dividend yield at 1.59%, compared with 1.30% for USMF.
PTMC tracks Pacer Trendpilot US Mid Cap Index, while USMF tracks WisdomTree US Multifactor Index. They also come from different issuers: Pacer and WisdomTree. Their fees differ too: 0.60% for PTMC and 0.28% for USMF.
PTMC currently has the higher Sharpe Ratio (1.34 vs 0.70), 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.
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