TRFK vs. IDGT
Compare and contrast key facts about Pacer Data and Digital Revolution ETF (TRFK) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT).
TRFK and IDGT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IDGT is a passively managed fund by iShares that tracks the performance of the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. It was launched on Jul 10, 2001. Both TRFK and IDGT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRFK or IDGT.
Key characteristics
| TRFK | IDGT | |
|---|---|---|
| YTD Return | 39.65% | 22.77% |
| 1Y Return | 59.06% | 39.75% |
| Sharpe Ratio | 2.34 | 2.13 |
| Sortino Ratio | 2.93 | 2.90 |
| Omega Ratio | 1.39 | 1.38 |
| Calmar Ratio | 3.42 | 1.19 |
| Martin Ratio | 11.12 | 7.63 |
| Ulcer Index | 5.30% | 5.14% |
| Daily Std Dev | 25.21% | 18.41% |
| Max Drawdown | -21.86% | -77.95% |
| Current Drawdown | -0.29% | -6.31% |
Correlation
The correlation between TRFK and IDGT is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TRFK vs. IDGT - Performance Comparison
In the year-to-date period, TRFK achieves a 39.65% return, which is significantly higher than IDGT's 22.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRFK vs. IDGT - Expense Ratio Comparison
TRFK has a 0.60% expense ratio, which is higher than IDGT's 0.41% expense ratio.
Risk-Adjusted Performance
TRFK vs. IDGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.
Dividends
TRFK vs. IDGT - Dividend Comparison
TRFK's dividend yield for the trailing twelve months is around 0.45%, less than IDGT's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRFK Pacer Data and Digital Revolution ETF | 0.45% | 0.20% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 1.38% | 0.37% | 0.30% | 0.22% | 0.60% | 0.42% | 0.65% | 0.57% | 0.76% | 0.72% | 0.50% | 0.38% |
Drawdowns
TRFK vs. IDGT - Drawdown Comparison
The maximum TRFK drawdown since its inception was -21.86%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for TRFK and IDGT. For additional features, visit the drawdowns tool.
Volatility
TRFK vs. IDGT - Volatility Comparison
Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 6.86% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 4.47%. This indicates that TRFK's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.