PTNQ vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer Trendpilot 100 ETF (PTNQ) and S&P 500 Index (^GSPC).

PTNQ is a passively managed fund by Pacer that tracks the performance of the Pacer NASDAQ-100 Trendpilot Index. It was launched on Jun 11, 2015.

Performance

PTNQ vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot 100 ETF (PTNQ) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

PTNQ vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PTNQ Pacer Trendpilot 100 ETF	-6.66%	7.18%	15.47%	34.65%	-16.00%	13.16%	29.38%	24.00%	8.51%	32.70%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, PTNQ achieves a -6.66% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, PTNQ has outperformed ^GSPC with an annualized return of 13.36%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

PTNQ

• 1D: 0.62%
• 1M: -5.74%
• YTD: -6.66%
• 6M: -4.97%
• 1Y: 4.12%
• 3Y*: 11.74%
• 5Y*: 7.83%
• 10Y*: 13.36%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

PTNQ vs. ^GSPC — Risk / Return Rank

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

PTNQ

PTNQ Risk / Return Rank: 18
PTNQ Sharpe Ratio Rank: 19
PTNQ Sortino Ratio Rank: 17
PTNQ Omega Ratio Rank: 17
PTNQ Calmar Ratio Rank: 19
PTNQ Martin Ratio Rank: 19

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

PTNQ vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot 100 ETF (PTNQ) and S&P 500 Index (^GSPC). 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.

	PTNQ	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.27	0.92	-0.65
Sortino ratio Return per unit of downside risk	0.45	1.41	-0.96
Omega ratio Gain probability vs. loss probability	1.06	1.21	-0.15
Calmar ratio Return relative to maximum drawdown	0.36	1.41	-1.05
Martin ratio Return relative to average drawdown	1.06	6.61	-5.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTNQ vs. ^GSPC - Sharpe Ratio Comparison

The current PTNQ Sharpe Ratio is 0.27, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PTNQ and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PTNQ	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	0.92	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.61	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.68	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.46	+0.24

Correlation

The correlation between PTNQ and ^GSPC is 0.82, 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.

Drawdowns

PTNQ vs. ^GSPC - Drawdown Comparison

The maximum PTNQ drawdown since its inception was -28.07%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PTNQ and ^GSPC.

Drawdown Indicators

	PTNQ	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-28.07%	-56.78%	+28.71%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-12.14%	+0.38%
Max Drawdown (5Y) Largest decline over 5 years	-18.47%	-25.43%	+6.96%
Max Drawdown (10Y) Largest decline over 10 years	-28.07%	-33.92%	+5.85%
Current Drawdown Current decline from peak	-9.74%	-5.78%	-3.96%
Average Drawdown Average peak-to-trough decline	-5.74%	-10.75%	+5.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.05%	2.60%	+1.45%

Volatility

PTNQ vs. ^GSPC - Volatility Comparison

Pacer Trendpilot 100 ETF (PTNQ) has a higher volatility of 5.77% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that PTNQ's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTNQ	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.77%	5.37%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	12.61%	9.55%	+3.06%
Volatility (1Y) Calculated over the trailing 1-year period	15.32%	18.33%	-3.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.71%	16.90%	-4.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.30%	18.05%	-1.75%