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PTNQ vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTNQ vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot 100 ETF (PTNQ) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTNQ achieves a 13.27% return, which is significantly higher than PTLC's 4.41% return. Over the past 10 years, PTNQ has outperformed PTLC with an annualized return of 16.79%, while PTLC has yielded a comparatively lower 11.47% annualized return.


PTNQ

1D
0.00%
1M
3.08%
YTD
13.27%
6M
12.30%
1Y
32.16%
3Y*
14.77%
5Y*
11.27%
10Y*
16.79%

PTLC

1D
-0.43%
1M
0.05%
YTD
4.41%
6M
3.92%
1Y
20.14%
3Y*
13.96%
5Y*
10.42%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTNQ vs. PTLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTNQ
Pacer Trendpilot 100 ETF
13.27%7.18%15.47%34.65%-16.00%13.16%29.38%24.00%8.51%32.70%
PTLC
Pacer Trendpilot US Large Cap ETF
4.41%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%

Correlation

The correlation between PTNQ and PTLC is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.78

The correlation between PTNQ and PTLC shifts across timeframes, from 0.78 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PTNQ vs. PTLC — Risk / Return Rank

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

PTNQ
PTNQ Risk / Return Rank: 5555
Overall Rank
PTNQ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PTNQ Sortino Ratio Rank: 5353
Sortino Ratio Rank
PTNQ Omega Ratio Rank: 5555
Omega Ratio Rank
PTNQ Calmar Ratio Rank: 5757
Calmar Ratio Rank
PTNQ Martin Ratio Rank: 5454
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 5050
Overall Rank
PTLC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4747
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4949
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4848
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5353
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.

PTNQ vs. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot 100 ETF (PTNQ) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.


PTNQPTLCDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratioReturn relative to maximum drawdown

2.75

2.31

+0.44

Martin ratioReturn relative to average drawdown

9.10

8.89

+0.21

PTNQ vs. PTLC - Sharpe Ratio Comparison

The current PTNQ Sharpe Ratio is 1.90, which is comparable to the PTLC Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of PTNQ and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PTNQ vs. PTLC - Drawdown Comparison

The maximum PTNQ drawdown since its inception was -28.07%, which is greater than PTLC's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for PTNQ and PTLC.


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Drawdown Indicators


PTNQPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-28.07%

-26.63%

-1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-8.77%

-2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-14.19%

-15.17%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-15.17%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-28.07%

-26.63%

-1.44%

Current Drawdown

Current decline from peak

-0.92%

-1.79%

+0.87%

Average Drawdown

Average peak-to-trough decline

-5.68%

-5.63%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.27%

+1.27%

Volatility

PTNQ vs. PTLC - Volatility Comparison

Pacer Trendpilot 100 ETF (PTNQ) has a higher volatility of 8.03% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 4.71%. This indicates that PTNQ's price experiences larger fluctuations and is considered to be riskier than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTNQPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

4.71%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

9.10%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

11.91%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

11.86%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

13.23%

+3.30%

PTNQ vs. PTLC - Expense Ratio Comparison

PTNQ has a 0.65% expense ratio, which is higher than PTLC's 0.60% expense ratio.


Dividends

PTNQ vs. PTLC - Dividend Comparison

PTNQ's dividend yield for the trailing twelve months is around 0.78%, less than PTLC's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
PTLC
Pacer Trendpilot US Large Cap ETF
1.02%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%
PTNQ
Pacer Trendpilot 100 ETF
0.78%0.88%1.96%1.47%0.62%0.00%0.16%0.44%0.45%0.32%0.30%0.22%

Frequently Asked Questions


With a correlation of 0.94, PTNQ and PTLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PTNQ has higher volatility (8.03%) compared to PTLC (4.71%). In terms of maximum drawdown, PTNQ dropped -28.07% vs PTLC's -26.63%.

On 10-year performance, PTNQ leads with 16.79% vs 11.47% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, PTLC has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PTNQ has performed better with a 16.79% return vs 11.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PTLC is cheaper with a 0.60% expense ratio, compared with 0.65% for PTNQ.

PTLC has the higher dividend yield at 1.02%, compared with 0.78% for PTNQ.

PTNQ tracks Pacer NASDAQ-100 Trendpilot Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index. Their fees differ too: 0.65% for PTNQ and 0.60% for PTLC.

PTNQ currently has the higher Sharpe Ratio (1.90 vs 1.70), 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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