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.
Key characteristics
| TRFK | ^SP500TR | |
|---|---|---|
| YTD Return | 22.04% | 18.99% |
| 1Y Return | 43.40% | 28.29% |
| Sharpe Ratio | 1.68 | 2.21 |
| Daily Std Dev | 25.34% | 12.70% |
| Max Drawdown | -24.01% | -55.25% |
| Current Drawdown | -5.61% | -0.61% |
Correlation
The correlation between TRFK and ^SP500TR is 0.86, 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
In the year-to-date period, TRFK achieves a 22.04% return, which is significantly higher than ^SP500TR's 18.99% 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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Risk-Adjusted Performance
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 -24.01%, 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 8.60% compared to S&P 500 Total Return (^SP500TR) at 3.99%. 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.