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PTNQ vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTNQ and IVV 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.


-0.50.00.51.00.8

Performance

PTNQ vs. IVV - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.17%
10.13%
PTNQ
IVV

Key characteristics

Sharpe Ratio

PTNQ:

1.42

IVV:

1.96

Sortino Ratio

PTNQ:

1.97

IVV:

2.62

Omega Ratio

PTNQ:

1.26

IVV:

1.36

Calmar Ratio

PTNQ:

1.93

IVV:

2.99

Martin Ratio

PTNQ:

6.85

IVV:

12.47

Ulcer Index

PTNQ:

2.13%

IVV:

2.02%

Daily Std Dev

PTNQ:

10.27%

IVV:

12.87%

Max Drawdown

PTNQ:

-28.06%

IVV:

-55.25%

Current Drawdown

PTNQ:

-1.65%

IVV:

-1.27%

Returns By Period

In the year-to-date period, PTNQ achieves a 1.47% return, which is significantly lower than IVV's 2.76% return.


PTNQ

YTD

1.47%

1M

0.76%

6M

7.16%

1Y

14.59%

5Y*

13.51%

10Y*

N/A

IVV

YTD

2.76%

1M

2.36%

6M

10.13%

1Y

24.30%

5Y*

15.20%

10Y*

13.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PTNQ vs. IVV - Expense Ratio Comparison

PTNQ has a 0.65% expense ratio, which is higher than IVV's 0.03% expense ratio.


PTNQ
Pacer Trendpilot 100 ETF
Expense ratio chart for PTNQ: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PTNQ vs. IVV — Risk-Adjusted Performance Rank

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

PTNQ
The Risk-Adjusted Performance Rank of PTNQ is 6161
Overall Rank
The Sharpe Ratio Rank of PTNQ is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of PTNQ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PTNQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PTNQ is 6464
Calmar Ratio Rank
The Martin Ratio Rank of PTNQ is 6262
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 8181
Overall Rank
The Sharpe Ratio Rank of IVV is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 8080
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTNQ vs. IVV - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for PTNQ, currently valued at 1.42, compared to the broader market0.002.004.001.421.96
The chart of Sortino ratio for PTNQ, currently valued at 1.97, compared to the broader market0.005.0010.001.972.62
The chart of Omega ratio for PTNQ, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.36
The chart of Calmar ratio for PTNQ, currently valued at 1.93, compared to the broader market0.005.0010.0015.0020.001.932.99
The chart of Martin ratio for PTNQ, currently valued at 6.85, compared to the broader market0.0020.0040.0060.0080.00100.006.8512.47
PTNQ
IVV

The current PTNQ Sharpe Ratio is 1.42, which is comparable to the IVV Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PTNQ and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.42
1.96
PTNQ
IVV

Dividends

PTNQ vs. IVV - Dividend Comparison

PTNQ's dividend yield for the trailing twelve months is around 1.93%, more than IVV's 1.26% yield.


TTM20242023202220212020201920182017201620152014
PTNQ
Pacer Trendpilot 100 ETF
1.93%1.96%1.47%0.62%0.00%0.16%0.44%0.45%0.32%0.30%0.22%0.00%
IVV
iShares Core S&P 500 ETF
1.26%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

PTNQ vs. IVV - Drawdown Comparison

The maximum PTNQ drawdown since its inception was -28.06%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PTNQ and IVV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.65%
-1.27%
PTNQ
IVV

Volatility

PTNQ vs. IVV - Volatility Comparison

The current volatility for Pacer Trendpilot 100 ETF (PTNQ) is 3.64%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.18%. This indicates that PTNQ experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.64%
4.18%
PTNQ
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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