SPCT vs. PSCX

Last updated Aug 6, 2026

SPCT (Liberty One Spectrum ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both exchange-traded funds - SPCT is a Large Cap Blend Equities fund actively managed by Liberty One, while PSCX is a Defined Outcome fund actively managed by Pacer. Both are actively managed. Their 0.42 correlation means their historical movements had little consistent relationship. SPCT charges 0.85%/yr vs 0.75%/yr for PSCX.

Performance

SPCT vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty One Spectrum ETF (SPCT) 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, SPCT achieves a 11.62% return, which is significantly higher than PSCX's 6.99% return.

SPCT

• 1D: 0.18%
• 1M: 2.62%
• 6M: 5.72%
• YTD: 11.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

PSCX

• 1D: 0.01%
• 1M: 1.34%
• 6M: 6.70%
• YTD: 6.99%
• 1Y: 13.75%
• 3Y*: 12.59%
• 5Y*: 8.56%
• 10Y*: —
• ALL TIME*: 8.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PSCX Pacer Swan SOS Conservative (December) ETF	$30.03K	$18.18K	$35.40K
SPCT Liberty One Spectrum ETF	$213.16K	$201.08K	$219.16K

SPCT vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
SPCT Liberty One Spectrum ETF	11.62%	1.93%
PSCX Pacer Swan SOS Conservative (December) ETF	6.99%	3.00%

Correlation

The correlation between SPCT and PSCX is 0.42, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.42

Return for Risk

SPCT vs. PSCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPCT

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

PSCX

PSCX Risk / Return Rank: 89
PSCX Sharpe Ratio Rank: 91
PSCX Sortino Ratio Rank: 92
PSCX Omega Ratio Rank: 92
PSCX Calmar Ratio Rank: 81
PSCX Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPCT vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty One Spectrum ETF (SPCT) 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.

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.

	SPCT	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.45	—
Sortino ratio: Return per unit of downside risk	—	3.62	—
Omega ratio: Gain probability vs. loss probability	—	1.49	—
Calmar ratio: Return relative to maximum drawdown	—	3.28	—
Martin ratio: Return relative to average drawdown	—	16.35	—

Drawdowns

SPCT vs. PSCX - Drawdown Comparison

The maximum SPCT drawdown since its inception was -7.17%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for SPCT and PSCX.

Drawdown Indicators

	SPCT	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-7.17%	-10.20%	+3.03%
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	-0.27%	0.00%	-0.27%
Average Drawdown Average peak-to-trough decline	-1.43%	-1.82%	+0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.84%	—

Volatility

Volatility by Period

	SPCT	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.34%	5.66%	+3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.34%	7.15%	+2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.34%	6.94%	+2.40%

SPCT vs. PSCX - Expense Ratio Comparison

SPCT has a 0.85% expense ratio, which is higher than PSCX's 0.75% expense ratio.

Dividends

SPCT vs. PSCX - Dividend Comparison

SPCT's dividend yield for the trailing twelve months is around 0.76%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%
SPCT Liberty One Spectrum ETF	0.76%	0.16%

Frequently Asked Questions

Can I hold both SPCT and PSCX in my portfolio?

SPCT and PSCX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPCT or PSCX?

On fees, PSCX is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPCT or PSCX?

PSCX is cheaper with a 0.75% expense ratio, compared with 0.85% for SPCT.

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

SPCT has the higher dividend yield at 0.76%, compared with 0.00% for PSCX.

What is the main difference between SPCT and PSCX?

SPCT is categorized as Large Cap Blend Equities, while PSCX is Defined Outcome. They also come from different issuers: Liberty One and Pacer. Their fees differ too: 0.85% for SPCT and 0.75% for PSCX.