TRFK vs. ^SP500TR
TRFK (Pacer Data and Digital Revolution ETF) is Technology Equities fund tracking the Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 3 years, TRFK returned 45.78%/yr vs 21.61%/yr for ^SP500TR. Their correlation of 0.82 means they have usually moved in the same direction.
Performance
TRFK vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, TRFK achieves a 50.94% return, which is significantly higher than ^SP500TR's 13.77% return.
TRFK
- 1D
- 6.17%
- 1M
- 0.07%
- 6M
- 50.19%
- YTD
- 50.94%
- 1Y
- 56.27%
- 3Y*
- 45.78%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 39.14%
^SP500TR
- 1D
- 1.79%
- 1M
- 3.45%
- 6M
- 12.49%
- YTD
- 13.77%
- 1Y
- 23.69%
- 3Y*
- 21.61%
- 5Y*
- 13.42%
- 10Y*
- 15.40%
- ALL TIME*
- 11.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^SP500TR S&P 500 Total Return | $0.00 | $0.00 | $0.00 |
| $17.63M | $18.35M | $19.68M |
TRFK vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TRFK Pacer Data and Digital Revolution ETF | 50.94% | 26.81% | 38.30% | 66.63% | -10.61% |
^SP500TR S&P 500 Total Return | 13.77% | 17.88% | 25.02% | 26.29% | -5.80% |
Correlation
The correlation between TRFK and ^SP500TR is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2022 | 0.82 |
The correlation between TRFK and ^SP500TR has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
TRFK vs. ^SP500TR — Risk / Return Rank
TRFK
^SP500TR
TRFK vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and S&P 500 Total Return (^SP500TR). 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.
| TRFK | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.68 | -0.51 |
| Martin ratioReturn relative to average drawdown | 5.80 | 11.50 | -5.70 |
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Drawdowns
TRFK vs. ^SP500TR - Drawdown Comparison
The maximum TRFK drawdown since its inception was -29.06%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for TRFK and ^SP500TR.
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Drawdown Indicators
| TRFK | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.06% | -55.25% | +26.19% |
Max Drawdown (1Y)Largest decline over 1 year | -26.17% | -8.89% | -17.28% |
Max Drawdown (3Y)Largest decline over 3 years | -29.06% | -18.75% | -10.31% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -13.03% | 0.00% | -13.03% |
Average DrawdownAverage peak-to-trough decline | -6.26% | -8.14% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.74% | 2.07% | +7.67% |
Volatility
TRFK vs. ^SP500TR - Volatility Comparison
Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 17.38% compared to S&P 500 Total Return (^SP500TR) at 4.13%. This indicates that TRFK's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRFK | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.38% | 4.13% | +13.25% |
Volatility (6M)Calculated over the trailing 6-month period | 32.56% | 10.33% | +22.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.23% | 12.94% | +24.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.03% | 17.04% | +13.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.03% | 18.09% | +12.94% |
Frequently Asked Questions
TRFK and ^SP500TR have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRFK has higher volatility (17.38%) compared to ^SP500TR (4.13%). In terms of maximum drawdown, TRFK dropped -29.06% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.85 vs 1.52), 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.
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