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

Correlation

The correlation between PTNQ and OMFL is 0.84, 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.


Performance

PTNQ vs. OMFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot 100 ETF (PTNQ) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PTNQ:

0.01

OMFL:

0.08

Sortino Ratio

PTNQ:

0.10

OMFL:

0.34

Omega Ratio

PTNQ:

1.01

OMFL:

1.04

Calmar Ratio

PTNQ:

0.02

OMFL:

0.17

Martin Ratio

PTNQ:

0.05

OMFL:

0.52

Ulcer Index

PTNQ:

4.81%

OMFL:

5.16%

Daily Std Dev

PTNQ:

11.61%

OMFL:

18.10%

Max Drawdown

PTNQ:

-28.06%

OMFL:

-33.24%

Current Drawdown

PTNQ:

-12.10%

OMFL:

-5.52%

Returns By Period

In the year-to-date period, PTNQ achieves a -9.01% return, which is significantly lower than OMFL's 0.09% return.


PTNQ

YTD

-9.01%

1M

0.30%

6M

-9.20%

1Y

0.10%

5Y*

12.60%

10Y*

N/A

OMFL

YTD

0.09%

1M

3.56%

6M

-2.12%

1Y

1.42%

5Y*

14.18%

10Y*

N/A

*Annualized

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PTNQ vs. OMFL - Expense Ratio Comparison

PTNQ has a 0.65% expense ratio, which is higher than OMFL's 0.29% expense ratio.


Risk-Adjusted Performance

PTNQ vs. OMFL — 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 1919
Overall Rank
The Sharpe Ratio Rank of PTNQ is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of PTNQ is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PTNQ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of PTNQ is 2020
Calmar Ratio Rank
The Martin Ratio Rank of PTNQ is 2020
Martin Ratio Rank

OMFL
The Risk-Adjusted Performance Rank of OMFL is 2828
Overall Rank
The Sharpe Ratio Rank of OMFL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of OMFL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of OMFL is 2727
Omega Ratio Rank
The Calmar Ratio Rank of OMFL is 3333
Calmar Ratio Rank
The Martin Ratio Rank of OMFL is 3030
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. OMFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot 100 ETF (PTNQ) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). 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.


The current PTNQ Sharpe Ratio is 0.01, which is lower than the OMFL Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of PTNQ and OMFL, 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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Dividends

PTNQ vs. OMFL - Dividend Comparison

PTNQ's dividend yield for the trailing twelve months is around 2.15%, more than OMFL's 0.99% yield.


TTM2024202320222021202020192018201720162015
PTNQ
Pacer Trendpilot 100 ETF
2.15%1.96%1.47%0.62%0.00%0.16%0.44%0.45%0.32%0.30%0.22%
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
0.99%1.22%1.37%1.55%0.95%1.48%1.53%1.39%0.32%0.00%0.00%

Drawdowns

PTNQ vs. OMFL - Drawdown Comparison

The maximum PTNQ drawdown since its inception was -28.06%, smaller than the maximum OMFL drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for PTNQ and OMFL. For additional features, visit the drawdowns tool.


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Volatility

PTNQ vs. OMFL - Volatility Comparison


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