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 0.71, 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:
0.89
^SP500TR:
1.95
TRFK:
1.29
^SP500TR:
2.60
TRFK:
1.17
^SP500TR:
1.36
TRFK:
1.43
^SP500TR:
2.98
TRFK:
4.48
^SP500TR:
12.42
TRFK:
5.49%
^SP500TR:
2.03%
TRFK:
27.84%
^SP500TR:
12.98%
TRFK:
-21.86%
^SP500TR:
-55.25%
TRFK:
-9.48%
^SP500TR:
-1.73%
Returns By Period
In the year-to-date period, TRFK achieves a -2.02% return, which is significantly lower than ^SP500TR's 2.30% return.
TRFK
-2.02%
-4.46%
15.33%
25.95%
N/A
N/A
^SP500TR
2.30%
0.78%
10.78%
24.63%
14.79%
13.75%
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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 11.57% compared to S&P 500 Total Return (^SP500TR) at 4.27%. 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.