TRFK vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about Pacer Data and Digital Revolution ETF (TRFK) and S&P 500 Total Return (^SP500TR).

TRFK is a passively managed fund by Pacer that tracks the performance of the Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net. It was launched on Jun 8, 2022.

Performance

TRFK vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Data and Digital Revolution ETF (TRFK) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

TRFK vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TRFK Pacer Data and Digital Revolution ETF	0.21%	26.81%	38.30%	66.63%	-10.61%
^SP500TR S&P 500 Total Return	-3.53%	17.88%	25.02%	26.29%	-3.51%

Returns By Period

In the year-to-date period, TRFK achieves a 0.21% return, which is significantly higher than ^SP500TR's -3.53% return.

TRFK

• 1D: 1.08%
• 1M: 3.96%
• YTD: 0.21%
• 6M: -6.67%
• 1Y: 40.83%
• 3Y*: 34.15%
• 5Y*: —
• 10Y*: —

^SP500TR

• 1D: 0.12%
• 1M: -3.32%
• YTD: -3.53%
• 6M: -1.37%
• 1Y: 17.55%
• 3Y*: 18.50%
• 5Y*: 11.99%
• 10Y*: 14.22%

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

Return for Risk

TRFK vs. ^SP500TR — Risk / Return Rank

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

TRFK

TRFK Risk / Return Rank: 65
TRFK Sharpe Ratio Rank: 69
TRFK Sortino Ratio Rank: 72
TRFK Omega Ratio Rank: 66
TRFK Calmar Ratio Rank: 72
TRFK Martin Ratio Rank: 46

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

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.

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.

	TRFK	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	1.30	0.96	+0.34
Sortino ratio Return per unit of downside risk	1.94	1.48	+0.46
Omega ratio Gain probability vs. loss probability	1.26	1.23	+0.03
Calmar ratio Return relative to maximum drawdown	2.19	1.51	+0.68
Martin ratio Return relative to average drawdown	5.20	7.14	-1.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRFK vs. ^SP500TR - Sharpe Ratio Comparison

The current TRFK Sharpe Ratio is 1.30, which is higher than the ^SP500TR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of TRFK and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TRFK	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	0.96	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	0.62	+0.38

Correlation

The correlation between TRFK and ^SP500TR is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

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.

Drawdown Indicators

	TRFK	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-29.06%	-55.25%	+26.19%
Max Drawdown (1Y) Largest decline over 1 year	-19.56%	-8.89%	-10.67%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.49%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.79%	—
Current Drawdown Current decline from peak	-13.12%	-5.44%	-7.68%
Average Drawdown Average peak-to-trough decline	-6.22%	-8.20%	+1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.25%	2.57%	+5.68%

Volatility

TRFK vs. ^SP500TR - Volatility Comparison

Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 9.60% compared to S&P 500 Total Return (^SP500TR) at 5.30%. 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.

Volatility by Period

	TRFK	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.60%	5.30%	+4.30%
Volatility (6M) Calculated over the trailing 6-month period	20.51%	9.55%	+10.96%
Volatility (1Y) Calculated over the trailing 1-year period	31.56%	18.32%	+13.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.62%	16.90%	+11.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.62%	18.04%	+10.58%