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TRFK vs. FDTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TRFKFDTX
YTD Return39.65%25.29%
1Y Return59.06%41.86%
Sharpe Ratio2.341.87
Sortino Ratio2.932.45
Omega Ratio1.391.33
Calmar Ratio3.422.50
Martin Ratio11.128.26
Ulcer Index5.30%5.12%
Daily Std Dev25.21%22.57%
Max Drawdown-21.86%-18.61%
Current Drawdown-0.29%0.00%

Correlation

-0.50.00.51.00.9

The correlation between TRFK and FDTX is 0.88, 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. FDTX - Performance Comparison

In the year-to-date period, TRFK achieves a 39.65% return, which is significantly higher than FDTX's 25.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.08%
10.32%
TRFK
FDTX

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TRFK vs. FDTX - Expense Ratio Comparison

TRFK has a 0.60% expense ratio, which is higher than FDTX's 0.50% expense ratio.


TRFK
Pacer Data and Digital Revolution ETF
Expense ratio chart for TRFK: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for FDTX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

TRFK vs. FDTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and Fidelity Disruptive Technology ETF (FDTX). 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
Sharpe ratio
The chart of Sharpe ratio for TRFK, currently valued at 2.34, compared to the broader market-2.000.002.004.006.002.34
Sortino ratio
The chart of Sortino ratio for TRFK, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.0012.002.93
Omega ratio
The chart of Omega ratio for TRFK, currently valued at 1.39, compared to the broader market1.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for TRFK, currently valued at 3.42, compared to the broader market0.005.0010.0015.003.42
Martin ratio
The chart of Martin ratio for TRFK, currently valued at 11.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.12
FDTX
Sharpe ratio
The chart of Sharpe ratio for FDTX, currently valued at 1.87, compared to the broader market-2.000.002.004.006.001.87
Sortino ratio
The chart of Sortino ratio for FDTX, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.0012.002.45
Omega ratio
The chart of Omega ratio for FDTX, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for FDTX, currently valued at 2.50, compared to the broader market0.005.0010.0015.002.50
Martin ratio
The chart of Martin ratio for FDTX, currently valued at 8.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.26

TRFK vs. FDTX - Sharpe Ratio Comparison

The current TRFK Sharpe Ratio is 2.34, which is comparable to the FDTX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TRFK and FDTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovember
2.34
1.87
TRFK
FDTX

Dividends

TRFK vs. FDTX - Dividend Comparison

TRFK's dividend yield for the trailing twelve months is around 0.45%, while FDTX has not paid dividends to shareholders.


TTM20232022
TRFK
Pacer Data and Digital Revolution ETF
0.45%0.20%0.56%
FDTX
Fidelity Disruptive Technology ETF
0.00%0.00%0.00%

Drawdowns

TRFK vs. FDTX - Drawdown Comparison

The maximum TRFK drawdown since its inception was -21.86%, which is greater than FDTX's maximum drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for TRFK and FDTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.29%
0
TRFK
FDTX

Volatility

TRFK vs. FDTX - Volatility Comparison

Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 6.86% compared to Fidelity Disruptive Technology ETF (FDTX) at 5.63%. This indicates that TRFK's price experiences larger fluctuations and is considered to be riskier than FDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.86%
5.63%
TRFK
FDTX