STLG vs. PSCJ
STLG (iShares Factors US Growth Style ETF) and PSCJ (Pacer Swan SOS Conservative (July) ETF) are both exchange-traded funds - STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index, while PSCJ is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust. Both are passively managed. Over the past 3 years, STLG returned 30.82%/yr vs 13.13%/yr for PSCJ. Their correlation of 0.87 suggests significant overlap in exposure. STLG charges 0.25%/yr vs 0.61%/yr for PSCJ.
Performance
STLG vs. PSCJ - Performance Comparison
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Returns By Period
In the year-to-date period, STLG achieves a 16.17% return, which is significantly higher than PSCJ's 5.09% return.
STLG
- 1D
- -2.76%
- 1M
- 0.95%
- YTD
- 16.17%
- 6M
- 14.60%
- 1Y
- 36.49%
- 3Y*
- 30.82%
- 5Y*
- 18.36%
- 10Y*
- —
PSCJ
- 1D
- 0.02%
- 1M
- 0.59%
- YTD
- 5.09%
- 6M
- 4.91%
- 1Y
- 14.74%
- 3Y*
- 13.13%
- 5Y*
- —
- 10Y*
- —
STLG vs. PSCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 16.17% | 21.49% | 37.42% | 42.86% | -26.75% | 13.15% |
PSCJ Pacer Swan SOS Conservative (July) ETF | 5.09% | 12.80% | 14.74% | 18.48% | -7.48% | 3.29% |
Correlation
The correlation between STLG and PSCJ is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021 | 0.87 |
The correlation between STLG and PSCJ has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
STLG vs. PSCJ — Risk / Return Rank
STLG
PSCJ
STLG vs. PSCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Pacer Swan SOS Conservative (July) ETF (PSCJ). 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.
| STLG | PSCJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.64 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.56 | -0.88 |
| Martin ratioReturn relative to average drawdown | 10.39 | 20.06 | -9.67 |
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Drawdowns
STLG vs. PSCJ - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, which is greater than PSCJ's maximum drawdown of -11.87%. Use the drawdown chart below to compare losses from any high point for STLG and PSCJ.
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Drawdown Indicators
| STLG | PSCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -11.87% | -19.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -4.16% | -9.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | -11.87% | -11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | — | — |
Current DrawdownCurrent decline from peak | -4.93% | 0.00% | -4.93% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -2.17% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 0.74% | +2.78% |
Volatility
STLG vs. PSCJ - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 8.62% compared to Pacer Swan SOS Conservative (July) ETF (PSCJ) at 0.49%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than PSCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STLG | PSCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 0.49% | +8.13% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 4.01% | +11.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 5.32% | +13.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.22% | 8.68% | +13.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.98% | 8.68% | +15.30% |
STLG vs. PSCJ - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than PSCJ's 0.61% expense ratio.
Dividends
STLG vs. PSCJ - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.27%, while PSCJ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
PSCJ Pacer Swan SOS Conservative (July) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STLG iShares Factors US Growth Style ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% |
Frequently Asked Questions
STLG and PSCJ have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLG has higher volatility (8.62%) compared to PSCJ (0.49%). In terms of maximum drawdown, STLG dropped -31.34% vs PSCJ's -11.87%.
On 3-year performance, STLG leads with 30.82% vs 13.13% for PSCJ. On fees, STLG is cheaper at 0.25% per year. On volatility, PSCJ has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, STLG has performed better with a 30.82% return vs 13.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STLG is cheaper with a 0.25% expense ratio, compared with 0.61% for PSCJ.
STLG has the higher dividend yield at 0.27%, compared with 0.00% for PSCJ.
STLG is categorized as Large Cap Growth Equities, while PSCJ is Defined Outcome. STLG tracks Russell US Large Cap Factors Growth Style Index, while PSCJ tracks SPDR S&P 500 ETF Trust. They also come from different issuers: iShares and Pacer. Their fees differ too: 0.25% for STLG and 0.61% for PSCJ.
PSCJ currently has the higher Sharpe Ratio (2.83 vs 1.91), 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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