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.
Performance
TRFK vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, TRFK achieves a 37.87% return, which is significantly higher than ^SP500TR's 25.57% return.
TRFK
37.87%
2.37%
17.81%
51.17%
N/A
N/A
^SP500TR
25.57%
1.00%
11.92%
31.94%
15.65%
13.18%
Key characteristics
| TRFK | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 2.12 | 2.69 |
| Sortino Ratio | 2.71 | 3.58 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 3.10 | 3.90 |
| Martin Ratio | 10.07 | 17.55 |
| Ulcer Index | 5.31% | 1.88% |
| Daily Std Dev | 25.20% | 12.25% |
| Max Drawdown | -21.86% | -55.25% |
| Current Drawdown | -1.56% | -1.35% |
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Correlation
The correlation between TRFK and ^SP500TR is 0.70, 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.
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 -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 7.08% compared to S&P 500 Total Return (^SP500TR) at 4.06%. 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.