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

Performance

TRFK vs. SPYG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.23%
14.10%
TRFK
SPYG

Returns By Period

In the year-to-date period, TRFK achieves a 40.68% return, which is significantly higher than SPYG's 33.26% return.


TRFK

YTD

40.68%

1M

4.68%

6M

20.90%

1Y

52.93%

5Y (annualized)

N/A

10Y (annualized)

N/A

SPYG

YTD

33.26%

1M

1.72%

6M

15.23%

1Y

37.95%

5Y (annualized)

17.62%

10Y (annualized)

14.92%

Key characteristics


TRFKSPYG
Sharpe Ratio2.122.25
Sortino Ratio2.712.93
Omega Ratio1.351.41
Calmar Ratio3.112.88
Martin Ratio10.0911.92
Ulcer Index5.31%3.21%
Daily Std Dev25.22%17.04%
Max Drawdown-21.86%-67.79%
Current Drawdown0.00%-1.47%

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TRFK vs. SPYG - Expense Ratio Comparison

TRFK has a 0.60% expense ratio, which is higher than SPYG's 0.04% 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 SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.7

The correlation between TRFK and SPYG 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.

Risk-Adjusted Performance

TRFK vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Sharpe ratio
The chart of Sharpe ratio for TRFK, currently valued at 2.12, compared to the broader market0.002.004.002.122.25
The chart of Sortino ratio for TRFK, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.712.93
The chart of Omega ratio for TRFK, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.41
The chart of Calmar ratio for TRFK, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.113.01
The chart of Martin ratio for TRFK, currently valued at 10.09, compared to the broader market0.0020.0040.0060.0080.00100.0010.0911.92
TRFK
SPYG

The current TRFK Sharpe Ratio is 2.12, which is comparable to the SPYG Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TRFK and SPYG, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.12
2.25
TRFK
SPYG

Dividends

TRFK vs. SPYG - Dividend Comparison

TRFK's dividend yield for the trailing twelve months is around 0.44%, less than SPYG's 0.65% yield.


TTM20232022202120202019201820172016201520142013
TRFK
Pacer Data and Digital Revolution ETF
0.44%0.20%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.65%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%1.42%

Drawdowns

TRFK vs. SPYG - Drawdown Comparison

The maximum TRFK drawdown since its inception was -21.86%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for TRFK and SPYG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.47%
TRFK
SPYG

Volatility

TRFK vs. SPYG - Volatility Comparison

Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 6.86% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.32%. This indicates that TRFK's price experiences larger fluctuations and is considered to be riskier than SPYG 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%
5.32%
TRFK
SPYG