SZNE vs. SGRT

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) and SMART Earnings Growth 30 ETF (SGRT).

SZNE and SGRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SZNE is a passively managed fund by Pacer that tracks the performance of the Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index. It was launched on Jul 23, 2018.

Performance

SZNE vs. SGRT - 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 SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

SZNE vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF	3.24%	-0.20%
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%

Returns By Period

In the year-to-date period, SZNE achieves a 3.24% return, which is significantly lower than SGRT's 9.56% return.

SZNE

• 1D: 0.96%
• 1M: -5.35%
• YTD: 3.24%
• 6M: 5.08%
• 1Y: 4.65%
• 3Y*: 0.23%
• 5Y*: 1.28%
• 10Y*: —

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SZNE vs. SGRT - Expense Ratio Comparison

SZNE has a 0.60% expense ratio, which is higher than SGRT's 0.59% expense ratio.

SZNE

Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF

SGRT

SMART Earnings Growth 30 ETF

Return for Risk

SZNE vs. SGRT — Risk / Return Rank

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

SZNE

SZNE Risk / Return Rank: 18
SZNE Sharpe Ratio Rank: 17
SZNE Sortino Ratio Rank: 18
SZNE Omega Ratio Rank: 17
SZNE Calmar Ratio Rank: 18
SZNE Martin Ratio Rank: 20

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. SGRT - 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 SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio Return per unit of total volatility	0.22	—	—
Sortino ratio Return per unit of downside risk	0.48	—	—
Omega ratio Gain probability vs. loss probability	1.06	—	—
Calmar ratio Return relative to maximum drawdown	0.35	—	—
Martin ratio Return relative to average drawdown	1.31	—	—
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	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.22	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	2.09	-1.78

Correlation

The correlation between SZNE and SGRT is 0.45, 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. SGRT - Dividend Comparison

SZNE's dividend yield for the trailing twelve months is around 1.39%, more than SGRT's 0.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF	1.39%	1.47%	1.20%	1.21%	1.11%	0.79%	1.37%	0.90%	0.68%
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SZNE vs. SGRT - Drawdown Comparison

The maximum SZNE drawdown since its inception was -39.79%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for SZNE and SGRT.

Drawdown Indicators

	SZNE	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-39.79%	-17.87%	-21.92%
Max Drawdown (1Y) Largest decline over 1 year	-14.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.92%	—	—
Current Drawdown Current decline from peak	-6.95%	-7.09%	+0.14%
Average Drawdown Average peak-to-trough decline	-7.41%	-3.52%	-3.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.83%	—	—

Volatility

Volatility by Period

	SZNE	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.79%	32.60%	-11.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.97%	32.60%	-15.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.19%	32.60%	-12.41%