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PWC vs. PTMC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PWC vs. PTMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Market ETF (PWC) and Pacer Trendpilot US Mid Cap ETF (PTMC). The values are adjusted to include any dividend payments, if applicable.

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PWC vs. PTMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWC
Invesco Dynamic Market ETF
2.60%6.15%17.46%19.03%-16.01%19.38%8.52%13.47%-6.40%20.16%
PTMC
Pacer Trendpilot US Mid Cap ETF
2.52%-1.55%13.22%7.29%-13.99%12.42%6.58%1.04%0.02%17.79%

Returns By Period

The year-to-date returns for both stocks are quite close, with PWC having a 2.60% return and PTMC slightly lower at 2.52%. Over the past 10 years, PWC has outperformed PTMC with an annualized return of 9.15%, while PTMC has yielded a comparatively lower 5.68% annualized return.


PWC

1D
1.17%
1M
-5.11%
YTD
2.60%
6M
2.73%
1Y
6.46%
3Y*
12.67%
5Y*
6.65%
10Y*
9.15%

PTMC

1D
2.87%
1M
-5.41%
YTD
2.52%
6M
3.98%
1Y
7.61%
3Y*
6.42%
5Y*
1.97%
10Y*
5.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PWC vs. PTMC - Expense Ratio Comparison

Both PWC and PTMC have an expense ratio of 0.60%.


Return for Risk

PWC vs. PTMC — Risk / Return Rank

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

PWC
PWC Risk / Return Rank: 2929
Overall Rank
PWC Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PWC Sortino Ratio Rank: 2626
Sortino Ratio Rank
PWC Omega Ratio Rank: 2626
Omega Ratio Rank
PWC Calmar Ratio Rank: 2929
Calmar Ratio Rank
PWC Martin Ratio Rank: 3535
Martin Ratio Rank

PTMC
PTMC Risk / Return Rank: 3232
Overall Rank
PTMC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PTMC Sortino Ratio Rank: 3131
Sortino Ratio Rank
PTMC Omega Ratio Rank: 2828
Omega Ratio Rank
PTMC Calmar Ratio Rank: 3434
Calmar Ratio Rank
PTMC Martin Ratio Rank: 3737
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.

PWC vs. PTMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Market ETF (PWC) and Pacer Trendpilot US Mid Cap ETF (PTMC). 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.


PWCPTMCDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.55

-0.10

Sortino ratio

Return per unit of downside risk

0.74

0.89

-0.15

Omega ratio

Gain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratio

Return relative to maximum drawdown

0.70

0.86

-0.16

Martin ratio

Return relative to average drawdown

3.23

3.40

-0.16

PWC vs. PTMC - Sharpe Ratio Comparison

The current PWC Sharpe Ratio is 0.46, which is comparable to the PTMC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of PWC and PTMC, 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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Sharpe Ratios by Period


PWCPTMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.55

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.15

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.44

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.44

-0.33

Correlation

The correlation between PWC and PTMC is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PWC vs. PTMC - Dividend Comparison

PWC's dividend yield for the trailing twelve months is around 1.73%, less than PTMC's 1.80% yield.


TTM20252024202320222021202020192018201720162015
PWC
Invesco Dynamic Market ETF
1.73%1.77%1.58%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%
PTMC
Pacer Trendpilot US Mid Cap ETF
1.80%1.84%0.87%1.92%0.82%0.12%0.53%1.40%0.89%0.67%0.66%0.00%

Drawdowns

PWC vs. PTMC - Drawdown Comparison

The maximum PWC drawdown since its inception was -78.13%, which is greater than PTMC's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for PWC and PTMC.


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Drawdown Indicators


PWCPTMCDifference

Max Drawdown

Largest peak-to-trough decline

-78.13%

-20.53%

-57.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-8.89%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-16.93%

-9.65%

Max Drawdown (10Y)

Largest decline over 10 years

-39.45%

-20.53%

-18.92%

Current Drawdown

Current decline from peak

-5.36%

-7.12%

+1.76%

Average Drawdown

Average peak-to-trough decline

-36.46%

-6.55%

-29.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.25%

+0.20%

Volatility

PWC vs. PTMC - Volatility Comparison

The current volatility for Invesco Dynamic Market ETF (PWC) is 3.07%, while Pacer Trendpilot US Mid Cap ETF (PTMC) has a volatility of 6.55%. This indicates that PWC experiences smaller price fluctuations and is considered to be less risky than PTMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWCPTMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

6.55%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

11.98%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

13.84%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

12.94%

+3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

12.92%

+5.92%