TACU vs. PSCX

Last updated Jun 26, 2026

TACU (T. Rowe Price Active Core U.S. Equity ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Their correlation of 0.93 suggests significant overlap in exposure. TACU charges 0.14%/yr vs 0.75%/yr for PSCX.

Performance

TACU vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Active Core U.S. Equity ETF (TACU) 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, TACU achieves a 7.69% return, which is significantly higher than PSCX's 4.43% return.

TACU

• 1D: -0.01%
• 1M: -1.70%
• YTD: 7.69%
• 6M: 6.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: 0.07%
• 1M: -0.30%
• YTD: 4.43%
• 6M: 4.53%
• 1Y: 13.29%
• 3Y*: 12.26%
• 5Y*: 8.19%
• 10Y*: —

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

TACU vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
TACU T. Rowe Price Active Core U.S. Equity ETF	7.69%	-0.70%
PSCX Pacer Swan SOS Conservative (December) ETF	4.43%	0.51%

Correlation

The correlation between TACU and PSCX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025	0.93

Return for Risk

TACU vs. PSCX — Risk / Return Rank

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

TACU

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

PSCX

PSCX Risk / Return Rank: 84
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 89
PSCX Omega Ratio Rank: 88
PSCX Calmar Ratio Rank: 72
PSCX Martin Ratio Rank: 86

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.

TACU vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Active Core U.S. Equity ETF (TACU) 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.

	TACU	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.39	—
Sortino ratio: Return per unit of downside risk	—	3.52	—
Omega ratio: Gain probability vs. loss probability	—	1.48	—
Calmar ratio: Return relative to maximum drawdown	—	3.17	—
Martin ratio: Return relative to average drawdown	—	15.89	—

Drawdowns

TACU vs. PSCX - Drawdown Comparison

The maximum TACU drawdown since its inception was -8.91%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for TACU and PSCX.

Drawdown Indicators

	TACU	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-8.91%	-10.20%	+1.29%
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	-2.89%	-0.78%	-2.11%
Average Drawdown Average peak-to-trough decline	-1.62%	-1.85%	+0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.84%	—

Volatility

Volatility by Period

	TACU	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.85%	5.59%	+8.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.85%	7.11%	+6.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.85%	6.96%	+6.89%

TACU vs. PSCX - Expense Ratio Comparison

TACU has a 0.14% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

TACU vs. PSCX - Dividend Comparison

Neither TACU nor PSCX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TACU and PSCX in my portfolio?

With a correlation of 0.93, TACU and PSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, TACU or PSCX?

On fees, TACU is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TACU or PSCX?

TACU is cheaper with a 0.14% expense ratio, compared with 0.75% for PSCX.

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

TACU and PSCX have nearly identical dividend yields, around 0.00%.

What is the main difference between TACU and PSCX?

They also come from different issuers: T. Rowe Price and Pacer. Their fees differ too: 0.14% for TACU and 0.75% for PSCX.