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TRND vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRND vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot Fund of Funds ETF (TRND) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRND achieves a 10.59% return, which is significantly lower than GSG's 41.50% return.


TRND

1D
0.37%
1M
5.27%
YTD
10.59%
6M
11.19%
1Y
22.41%
3Y*
12.03%
5Y*
6.46%
10Y*

GSG

1D
0.49%
1M
-3.72%
YTD
41.50%
6M
40.89%
1Y
51.06%
3Y*
19.01%
5Y*
15.80%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRND vs. GSG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRND
Pacer Trendpilot Fund of Funds ETF
10.59%6.03%11.97%16.48%-15.37%12.95%4.73%7.79%
GSG
iShares S&P GSCI Commodity-Indexed Trust
41.50%5.93%8.52%-5.51%24.08%38.77%-23.94%-0.25%

Correlation

The correlation between TRND and GSG is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.20

The correlation between TRND and GSG shifts across timeframes, from -0.22 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TRND vs. GSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRND
TRND Risk / Return Rank: 6060
Overall Rank
TRND Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TRND Sortino Ratio Rank: 5959
Sortino Ratio Rank
TRND Omega Ratio Rank: 5858
Omega Ratio Rank
TRND Calmar Ratio Rank: 5757
Calmar Ratio Rank
TRND Martin Ratio Rank: 6565
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7272
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6666
Omega Ratio Rank
GSG Calmar Ratio Rank: 9090
Calmar Ratio Rank
GSG Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRND vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot Fund of Funds ETF (TRND) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


TRNDGSGDifference

Sharpe ratio

Return per unit of total volatility

2.01

2.24

-0.23

Sortino ratio

Return per unit of downside risk

2.84

2.86

-0.02

Omega ratio

Gain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratio

Return relative to maximum drawdown

2.86

5.72

-2.87

Martin ratio

Return relative to average drawdown

12.02

15.15

-3.13

TRND vs. GSG - Sharpe Ratio Comparison

The current TRND Sharpe Ratio is 2.01, which is comparable to the GSG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of TRND and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TRNDGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.24

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.70

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-0.09

+0.75

Drawdowns

TRND vs. GSG - Drawdown Comparison

The maximum TRND drawdown since its inception was -17.88%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for TRND and GSG.


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Drawdown Indicators


TRNDGSGDifference

Max Drawdown

Largest peak-to-trough decline

-17.88%

-89.62%

+71.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-9.46%

+1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-9.56%

-14.94%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-29.12%

+12.91%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

0.00%

-57.28%

+57.28%

Average Drawdown

Average peak-to-trough decline

-5.22%

-63.72%

+58.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

3.57%

-1.67%

Volatility

TRND vs. GSG - Volatility Comparison

The current volatility for Pacer Trendpilot Fund of Funds ETF (TRND) is 3.59%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.89%. This indicates that TRND experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRNDGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

7.89%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

20.41%

-11.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

23.01%

-11.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.71%

22.61%

-12.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.18%

22.03%

-10.85%

TRND vs. GSG - Expense Ratio Comparison

TRND has a 0.77% expense ratio, which is higher than GSG's 0.75% expense ratio.


Dividends

TRND vs. GSG - Dividend Comparison

TRND's dividend yield for the trailing twelve months is around 2.10%, while GSG has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRND
Pacer Trendpilot Fund of Funds ETF
2.10%2.32%2.31%2.51%1.76%0.93%0.60%0.93%

Frequently Asked Questions


TRND and GSG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.89%) compared to TRND (3.59%). In terms of maximum drawdown, TRND dropped -17.88% vs GSG's -89.62%.

On 5-year performance, GSG leads with 15.80% vs 6.46% for TRND. On fees, GSG is cheaper at 0.75% per year. On volatility, TRND has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GSG has performed better with a 15.80% return vs 6.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSG is cheaper with a 0.75% expense ratio, compared with 0.77% for TRND.

TRND has the higher dividend yield at 2.10%, compared with 0.00% for GSG.

TRND is categorized as Large Cap Blend Equities, while GSG is Commodities. TRND tracks Pacer Trendpilot Fund of Funds Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.77% for TRND and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.24 vs 2.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TRND and GSG

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