TRFK vs. ^SP500TR
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRFK or ^SP500TR.
Correlation
The correlation between TRFK and ^SP500TR is 0.72, 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.
Performance
TRFK vs. ^SP500TR - Performance Comparison
Key characteristics
TRFK:
0.45
^SP500TR:
1.16
TRFK:
0.75
^SP500TR:
1.61
TRFK:
1.10
^SP500TR:
1.21
TRFK:
0.72
^SP500TR:
1.81
TRFK:
2.11
^SP500TR:
7.03
TRFK:
5.89%
^SP500TR:
2.17%
TRFK:
27.85%
^SP500TR:
13.14%
TRFK:
-21.86%
^SP500TR:
-55.25%
TRFK:
-11.65%
^SP500TR:
-4.86%
Returns By Period
In the year-to-date period, TRFK achieves a -3.92% return, which is significantly lower than ^SP500TR's -0.45% return.
TRFK
-3.92%
-4.43%
13.85%
13.23%
N/A
N/A
^SP500TR
-0.45%
-2.41%
6.53%
16.59%
16.33%
12.97%
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Risk-Adjusted Performance
TRFK vs. ^SP500TR — Risk-Adjusted Performance Rank
TRFK
^SP500TR
TRFK vs. ^SP500TR - Risk-Adjusted Performance 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.
Drawdowns
TRFK vs. ^SP500TR - Drawdown Comparison
The maximum TRFK drawdown since its inception was -21.86%, 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. For additional features, visit the drawdowns tool.
Volatility
TRFK vs. ^SP500TR - Volatility Comparison
Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 9.36% compared to S&P 500 Total Return (^SP500TR) at 4.31%. 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.