TOV vs. PSCX

Last updated Jun 4, 2026

TOV (JLens 500 Jewish Advocacy U.S. ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. TOV is passively managed, while PSCX is actively managed. Over the past year, TOV returned 28.12% vs 15.59% for PSCX. Their correlation of 0.92 suggests significant overlap in exposure. TOV charges 0.18%/yr vs 0.75%/yr for PSCX.

Performance

TOV vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JLens 500 Jewish Advocacy U.S. ETF (TOV) 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, TOV achieves a 11.31% return, which is significantly higher than PSCX's 5.25% return.

TOV

• 1D: -0.60%
• 1M: 5.33%
• YTD: 11.31%
• 6M: 11.06%
• 1Y: 28.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: 0.14%
• 1M: 1.81%
• YTD: 5.25%
• 6M: 6.09%
• 1Y: 15.59%
• 3Y*: 13.00%
• 5Y*: 8.49%
• 10Y*: —

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

TOV vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
TOV JLens 500 Jewish Advocacy U.S. ETF	11.31%	17.49%
PSCX Pacer Swan SOS Conservative (December) ETF	5.25%	11.68%

Correlation

The correlation between TOV and PSCX is 0.91, 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	0.91
Correlation (All Time) Calculated using the full available price history since Feb 28, 2025	0.92

The correlation between TOV and PSCX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

TOV vs. PSCX - Sectors Allocation Comparison

Sectors	TOV	PSCX
Technology	35.7%	33.2%
Financial Services	11.9%	12.5%
Communication Services	11.5%	10.3%
Consumer Cyclical	9.8%	10.0%
Healthcare	8.7%	9.6%
Industrials	8.4%	8.4%
Consumer Defensive	4.8%	5.4%
Energy	3.6%	4.2%
Utilities	2.2%	2.6%
Real Estate	1.7%	2.0%
Basic Materials	1.6%	1.9%

Return for Risk

TOV vs. PSCX — Risk / Return Rank

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

TOV

TOV Risk / Return Rank: 71
TOV Sharpe Ratio Rank: 72
TOV Sortino Ratio Rank: 71
TOV Omega Ratio Rank: 70
TOV Calmar Ratio Rank: 65
TOV Martin Ratio Rank: 76

PSCX

PSCX Risk / Return Rank: 86
PSCX Sharpe Ratio Rank: 87
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 91
PSCX Calmar Ratio Rank: 75
PSCX Martin Ratio Rank: 88

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.

TOV vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JLens 500 Jewish Advocacy U.S. ETF (TOV) 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.

	TOV	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.84	-0.52
Sortino ratio: Return per unit of downside risk	3.17	4.25	-1.07
Omega ratio: Gain probability vs. loss probability	1.42	1.58	-0.17
Calmar ratio: Return relative to maximum drawdown	3.18	3.72	-0.55
Martin ratio: Return relative to average drawdown	14.17	19.07	-4.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TOV vs. PSCX - Sharpe Ratio Comparison

The current TOV Sharpe Ratio is 2.31, which is comparable to the PSCX Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of TOV and PSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TOV	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	2.84	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.21	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	1.28	+0.06

Drawdowns

TOV vs. PSCX - Drawdown Comparison

The maximum TOV drawdown since its inception was -16.28%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for TOV and PSCX.

Drawdown Indicators

	TOV	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-16.28%	-10.20%	-6.08%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-4.20%	-4.69%
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	-0.60%	0.00%	-0.60%
Average Drawdown Average peak-to-trough decline	-2.04%	-1.86%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	0.82%	+1.17%

Volatility

TOV vs. PSCX - Volatility Comparison

JLens 500 Jewish Advocacy U.S. ETF (TOV) has a higher volatility of 3.72% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.86%. This indicates that TOV's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TOV	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	0.86%	+2.86%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	4.21%	+5.16%
Volatility (1Y) Calculated over the trailing 1-year period	12.23%	5.52%	+6.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	7.07%	+10.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	6.96%	+10.91%

TOV vs. PSCX - Expense Ratio Comparison

TOV has a 0.18% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

TOV vs. PSCX - Dividend Comparison

TOV's dividend yield for the trailing twelve months is around 0.82%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%
TOV JLens 500 Jewish Advocacy U.S. ETF	0.82%	0.76%

Frequently Asked Questions

Can I hold both TOV and PSCX in my portfolio?

With a correlation of 0.91, TOV 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 is riskier, TOV or PSCX?

TOV has higher volatility (3.72%) compared to PSCX (0.86%). In terms of maximum drawdown, TOV dropped -16.28% vs PSCX's -10.20%.

Which ETF is better, TOV or PSCX?

On 1-year performance, TOV leads with 28.12% vs 15.59% for PSCX. On fees, TOV is cheaper at 0.18% per year. On volatility, PSCX has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TOV or PSCX?

Over the 1-year period, TOV has performed better with a 28.12% return vs 15.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TOV or PSCX?

TOV is cheaper with a 0.18% expense ratio, compared with 0.75% for PSCX.

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

TOV has the higher dividend yield at 0.82%, compared with 0.00% for PSCX.

What is the main difference between TOV and PSCX?

They also come from different issuers: JLens and Pacer. Their fees differ too: 0.18% for TOV and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.83 vs 2.31), 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.