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SZNE vs. FPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SZNE vs. FPX - 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 First Trust US Equity Opportunities ETF (FPX). The values are adjusted to include any dividend payments, if applicable.

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SZNE vs. FPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SZNE
Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF
2.25%-3.44%2.05%6.53%-12.33%26.36%4.03%35.75%-6.90%
FPX
First Trust US Equity Opportunities ETF
-2.88%37.62%24.75%22.26%-35.11%3.69%47.89%30.37%-15.02%

Returns By Period

In the year-to-date period, SZNE achieves a 2.25% return, which is significantly higher than FPX's -2.88% return.


SZNE

1D
2.78%
1M
-6.52%
YTD
2.25%
6M
5.30%
1Y
4.03%
3Y*
-0.09%
5Y*
1.09%
10Y*

FPX

1D
4.38%
1M
-4.68%
YTD
-2.88%
6M
-4.25%
1Y
42.94%
3Y*
23.97%
5Y*
5.98%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SZNE vs. FPX - Expense Ratio Comparison

SZNE has a 0.60% expense ratio, which is higher than FPX's 0.57% expense ratio.


Return for Risk

SZNE vs. FPX — Risk / Return Rank

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

SZNE
SZNE Risk / Return Rank: 1818
Overall Rank
SZNE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SZNE Sortino Ratio Rank: 1818
Sortino Ratio Rank
SZNE Omega Ratio Rank: 1818
Omega Ratio Rank
SZNE Calmar Ratio Rank: 1919
Calmar Ratio Rank
SZNE Martin Ratio Rank: 2121
Martin Ratio Rank

FPX
FPX Risk / Return Rank: 8383
Overall Rank
FPX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FPX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FPX Omega Ratio Rank: 7676
Omega Ratio Rank
FPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FPX Martin Ratio Rank: 8787
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.

SZNE vs. FPX - 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 First Trust US Equity Opportunities ETF (FPX). 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.


SZNEFPXDifference

Sharpe ratio

Return per unit of total volatility

0.20

1.47

-1.28

Sortino ratio

Return per unit of downside risk

0.44

2.04

-1.60

Omega ratio

Gain probability vs. loss probability

1.06

1.28

-0.22

Calmar ratio

Return relative to maximum drawdown

0.34

2.99

-2.65

Martin ratio

Return relative to average drawdown

1.27

10.16

-8.89

SZNE vs. FPX - Sharpe Ratio Comparison

The current SZNE Sharpe Ratio is 0.20, which is lower than the FPX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SZNE and FPX, 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


SZNEFPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.47

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.23

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.52

-0.23

Correlation

The correlation between SZNE and FPX is 0.64, 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

SZNE vs. FPX - Dividend Comparison

SZNE's dividend yield for the trailing twelve months is around 1.41%, more than FPX's 0.59% yield.


TTM20252024202320222021202020192018201720162015
SZNE
Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF
1.41%1.47%1.20%1.21%1.11%0.79%1.37%0.90%0.68%0.00%0.00%0.00%
FPX
First Trust US Equity Opportunities ETF
0.59%0.53%0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%

Drawdowns

SZNE vs. FPX - Drawdown Comparison

The maximum SZNE drawdown since its inception was -39.79%, smaller than the maximum FPX drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for SZNE and FPX.


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Drawdown Indicators


SZNEFPXDifference

Max Drawdown

Largest peak-to-trough decline

-39.79%

-56.29%

+16.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-14.19%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-43.14%

+20.22%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

Current Drawdown

Current decline from peak

-7.83%

-8.22%

+0.39%

Average Drawdown

Average peak-to-trough decline

-7.41%

-11.43%

+4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

4.18%

-0.37%

Volatility

SZNE vs. FPX - Volatility Comparison

The current volatility for Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) is 6.00%, while First Trust US Equity Opportunities ETF (FPX) has a volatility of 9.13%. This indicates that SZNE experiences smaller price fluctuations and is considered to be less risky than FPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SZNEFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

9.13%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

18.62%

-7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

29.34%

-8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

26.54%

-9.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

24.17%

-3.98%