SMOM vs. PSCX

Last updated Jun 4, 2026

SMOM (Symmetry Panoramic Sector Momentum ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. SMOM charges 0.63%/yr vs 0.75%/yr for PSCX.

Performance

SMOM vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic Sector Momentum ETF (SMOM) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SMOM achieves a 9.82% return, which is significantly higher than PSCX's 5.11% return.

SMOM

• 1D: 0.27%
• 1M: 5.93%
• YTD: 9.82%
• 6M: 10.58%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.12%
• 1M: 2.00%
• YTD: 5.11%
• 6M: 5.98%
• 1Y: 15.49%
• 3Y*: 12.85%
• 5Y*: 8.46%
• 10Y*: —

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

SMOM vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
SMOM Symmetry Panoramic Sector Momentum ETF	9.82%	2.81%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	3.87%

Correlation

The correlation between SMOM and PSCX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025	0.83

Return for Risk

SMOM vs. PSCX — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 87

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.

SMOM vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Sector Momentum ETF (SMOM) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SMOM	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.82	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.45	1.27	+0.17

Drawdowns

SMOM vs. PSCX - Drawdown Comparison

The maximum SMOM drawdown since its inception was -7.45%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for SMOM and PSCX.

Drawdown Indicators

	SMOM	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-7.45%	-10.20%	+2.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.20%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	0.00%	-0.12%	+0.12%
Average Drawdown Average peak-to-trough decline	-1.48%	-1.87%	+0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	SMOM	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	5.53%	+7.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.62%	7.07%	+5.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.62%	6.96%	+5.66%

SMOM vs. PSCX - Expense Ratio Comparison

SMOM has a 0.63% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

SMOM vs. PSCX - Dividend Comparison

SMOM's dividend yield for the trailing twelve months is around 0.15%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%
SMOM Symmetry Panoramic Sector Momentum ETF	0.15%	0.16%

Frequently Asked Questions

Can I hold both SMOM and PSCX in my portfolio?

SMOM and PSCX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SMOM or PSCX?

On fees, SMOM is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SMOM or PSCX?

SMOM is cheaper with a 0.63% expense ratio, compared with 0.75% for PSCX.

Which ETF pays a higher dividend yield, SMOM or PSCX?

SMOM has the higher dividend yield at 0.15%, compared with 0.00% for PSCX.

What is the main difference between SMOM and PSCX?

They also come from different issuers: Symmetry Partners and Pacer. Their fees differ too: 0.63% for SMOM and 0.75% for PSCX.