SZNE vs. FITZ

Last updated Jun 5, 2026

SZNE (Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. SZNE is passively managed, while FITZ is actively managed. SZNE charges 0.60%/yr vs 0.75%/yr for FITZ.

Performance

SZNE vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SZNE

• 1D: 0.00%
• 1M: 0.06%
• YTD: 9.68%
• 6M: 10.88%
• 1Y: 13.01%
• 3Y*: 3.38%
• 5Y*: 1.44%
• 10Y*: —

FITZ

• 1D: -0.20%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SZNE vs. FITZ - Yearly Performance Comparison

	2026 (YTD)
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF	0.00%
FITZ Fitz-Gerald Must Have Portfolio ETF	-1.66%

Return for Risk

SZNE vs. FITZ — Risk / Return Rank

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

SZNE

SZNE Risk / Return Rank: 31
SZNE Sharpe Ratio Rank: 30
SZNE Sortino Ratio Rank: 31
SZNE Omega Ratio Rank: 29
SZNE Calmar Ratio Rank: 33
SZNE Martin Ratio Rank: 34

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.

SZNE vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.

	SZNE	FITZ	Difference
Sharpe ratio: Return per unit of total volatility	1.06	—	—
Sortino ratio: Return per unit of downside risk	1.61	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.58	—	—
Martin ratio: Return relative to average drawdown	5.14	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SZNE	FITZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	-7.29	+7.63

Drawdowns

SZNE vs. FITZ - Drawdown Comparison

The maximum SZNE drawdown since its inception was -39.79%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for SZNE and FITZ.

Drawdown Indicators

	SZNE	FITZ	Difference
Max Drawdown Largest peak-to-trough decline	-39.79%	-1.97%	-37.82%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.92%	—	—
Current Drawdown Current decline from peak	-1.15%	-1.97%	+0.82%
Average Drawdown Average peak-to-trough decline	-7.33%	-1.08%	-6.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	—	—

Volatility

Volatility by Period

	SZNE	FITZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.80%	8.74%	+6.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	8.74%	+8.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.10%	8.74%	+11.36%

SZNE vs. FITZ - Expense Ratio Comparison

SZNE has a 0.60% expense ratio, which is lower than FITZ's 0.75% expense ratio.

Dividends

SZNE vs. FITZ - Dividend Comparison

SZNE's dividend yield for the trailing twelve months is around 1.37%, while FITZ has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FITZ Fitz-Gerald Must Have Portfolio ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF	1.37%	1.47%	1.20%	1.21%	1.11%	0.79%	1.37%	0.90%	0.68%

Frequently Asked Questions

Which ETF is better, SZNE or FITZ?

On fees, SZNE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SZNE or FITZ?

SZNE is cheaper with a 0.60% expense ratio, compared with 0.75% for FITZ.

Which ETF pays a higher dividend yield, SZNE or FITZ?

SZNE has the higher dividend yield at 1.37%, compared with 0.00% for FITZ.

What is the main difference between SZNE and FITZ?

They also come from different issuers: Pacer and Nicholas. Their fees differ too: 0.60% for SZNE and 0.75% for FITZ.