THIR vs. PTLC

Last updated Jun 24, 2026

THIR (THOR Index Rotation ETF) and PTLC (Pacer Trendpilot US Large Cap ETF) are both exchange-traded funds - THIR is a Tactical Allocation fund tracking the THOR SDQ Rotation Index, while PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index. Both are passively managed. Over the past year, THIR returned 20.08% vs 17.43% for PTLC. Their correlation of 0.87 suggests significant overlap in exposure. THIR charges 0.70%/yr vs 0.60%/yr for PTLC.

Performance

THIR vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in THOR Index Rotation ETF (THIR) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, THIR achieves a 5.00% return, which is significantly higher than PTLC's 2.97% return.

THIR

• 1D: -1.51%
• 1M: -0.12%
• YTD: 5.00%
• 6M: 3.87%
• 1Y: 20.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PTLC

• 1D: -1.38%
• 1M: -1.33%
• YTD: 2.97%
• 6M: 2.00%
• 1Y: 17.43%
• 3Y*: 13.44%
• 5Y*: 9.97%
• 10Y*: 11.31%

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

THIR vs. PTLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
THIR THOR Index Rotation ETF	5.00%	25.22%	3.16%
PTLC Pacer Trendpilot US Large Cap ETF	2.97%	5.10%	3.00%

Correlation

The correlation between THIR and PTLC is 0.92, 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	0.92
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024	0.87

The correlation between THIR and PTLC has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

Return for Risk

THIR vs. PTLC — Risk / Return Rank

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

THIR

THIR Risk / Return Rank: 48
THIR Sharpe Ratio Rank: 49
THIR Sortino Ratio Rank: 47
THIR Omega Ratio Rank: 48
THIR Calmar Ratio Rank: 48
THIR Martin Ratio Rank: 49

PTLC

PTLC Risk / Return Rank: 43
PTLC Sharpe Ratio Rank: 43
PTLC Sortino Ratio Rank: 40
PTLC Omega Ratio Rank: 42
PTLC Calmar Ratio Rank: 42
PTLC Martin Ratio Rank: 48

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.

THIR vs. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for THOR Index Rotation ETF (THIR) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.

	THIR	PTLC	Difference
Sharpe ratio: Return per unit of total volatility	1.59	1.46	+0.12
Sortino ratio: Return per unit of downside risk	2.21	1.97	+0.24
Omega ratio: Gain probability vs. loss probability	1.29	1.26	+0.03
Calmar ratio: Return relative to maximum drawdown	2.27	2.00	+0.27
Martin ratio: Return relative to average drawdown	7.82	7.66	+0.16

THIR vs. PTLC - Sharpe Ratio Comparison

The current THIR Sharpe Ratio is 1.59, which is comparable to the PTLC Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of THIR and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

THIR vs. PTLC - Drawdown Comparison

The maximum THIR drawdown since its inception was -10.05%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for THIR and PTLC.

Drawdown Indicators

	THIR	PTLC	Difference
Max Drawdown Largest peak-to-trough decline	-10.05%	-26.63%	+16.58%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-8.77%	-0.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.17%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.17%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-26.63%	—
Current Drawdown Current decline from peak	-3.34%	-3.15%	-0.19%
Average Drawdown Average peak-to-trough decline	-2.01%	-5.63%	+3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	2.28%	+0.29%

Volatility

THIR vs. PTLC - Volatility Comparison

THOR Index Rotation ETF (THIR) has a higher volatility of 6.50% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 4.91%. This indicates that THIR's price experiences larger fluctuations and is considered to be riskier than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	THIR	PTLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.50%	4.91%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	10.20%	9.19%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	12.77%	11.98%	+0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	11.87%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.27%	13.19%	+0.08%

THIR vs. PTLC - Expense Ratio Comparison

THIR has a 0.70% expense ratio, which is higher than PTLC's 0.60% expense ratio.

Dividends

THIR vs. PTLC - Dividend Comparison

THIR's dividend yield for the trailing twelve months is around 0.34%, less than PTLC's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTLC Pacer Trendpilot US Large Cap ETF	1.03%	1.06%	0.67%	1.18%	1.26%	0.73%	1.08%	1.10%	1.00%	0.97%	1.08%	0.42%
THIR THOR Index Rotation ETF	0.34%	0.35%	0.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both THIR and PTLC in my portfolio?

With a correlation of 0.92, THIR and PTLC 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 is riskier, THIR or PTLC?

THIR has higher volatility (6.50%) compared to PTLC (4.91%). In terms of maximum drawdown, THIR dropped -10.05% vs PTLC's -26.63%.

Which ETF is better, THIR or PTLC?

On 1-year performance, THIR leads with 20.08% vs 17.43% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, PTLC has been the lower-risk option at 4.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, THIR or PTLC?

Over the 1-year period, THIR has performed better with a 20.08% return vs 17.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, THIR or PTLC?

PTLC is cheaper with a 0.60% expense ratio, compared with 0.70% for THIR.

Which ETF pays a higher dividend yield, THIR or PTLC?

PTLC has the higher dividend yield at 1.03%, compared with 0.34% for THIR.

What is the main difference between THIR and PTLC?

THIR is categorized as Tactical Allocation, while PTLC is Large Cap Blend Equities. THIR tracks THOR SDQ Rotation Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index. They also come from different issuers: THOR and Pacer. Their fees differ too: 0.70% for THIR and 0.60% for PTLC.

Which has better risk-adjusted returns?

THIR currently has the higher Sharpe Ratio (1.59 vs 1.46), 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.