VSLU vs. PSCX

Last updated Jun 3, 2026

VSLU (Applied Finance Valuation Large Cap US ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, VSLU returned 14.42%/yr vs 8.51%/yr for PSCX. Their correlation of 0.87 suggests significant overlap in exposure. VSLU charges 0.49%/yr vs 0.75%/yr for PSCX.

Performance

VSLU vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Finance Valuation Large Cap US ETF (VSLU) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSLU achieves a 6.76% return, which is significantly higher than PSCX's 5.24% return.

VSLU

• 1D: -0.37%
• 1M: 4.20%
• YTD: 6.76%
• 6M: 7.74%
• 1Y: 27.23%
• 3Y*: 22.03%
• 5Y*: 14.42%
• 10Y*: —

PSCX

• 1D: 0.06%
• 1M: 1.91%
• YTD: 5.24%
• 6M: 6.38%
• 1Y: 16.09%
• 3Y*: 12.89%
• 5Y*: 8.51%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSLU vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VSLU Applied Finance Valuation Large Cap US ETF	6.76%	21.52%	23.80%	26.79%	-16.05%	14.05%
PSCX Pacer Swan SOS Conservative (December) ETF	5.24%	12.08%	13.27%	16.57%	-7.35%	4.67%

Correlation

The correlation between VSLU and PSCX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since May 3, 2021	0.87

The correlation between VSLU and PSCX has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

VSLU vs. PSCX - Sectors Allocation Comparison

Sectors	VSLU	PSCX
Technology	36.3%	33.2%
Communication Services	14.7%	10.3%
Healthcare	11.6%	9.6%
Consumer Cyclical	11.0%	10.0%
Financial Services	9.4%	12.5%
Industrials	7.4%	8.4%
Consumer Defensive	4.3%	5.4%
Energy	2.3%	4.2%
Utilities	1.2%	2.6%
Basic Materials	1.1%	1.9%
Real Estate	0.8%	2.0%

Return for Risk

VSLU vs. PSCX — Risk / Return Rank

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

VSLU

VSLU Risk / Return Rank: 64
VSLU Sharpe Ratio Rank: 65
VSLU Sortino Ratio Rank: 63
VSLU Omega Ratio Rank: 63
VSLU Calmar Ratio Rank: 59
VSLU Martin Ratio Rank: 70

PSCX

PSCX Risk / Return Rank: 87
PSCX Sharpe Ratio Rank: 86
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 91
PSCX Calmar Ratio Rank: 77
PSCX Martin Ratio Rank: 89

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.

VSLU vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.

	VSLU	PSCX	Difference
Sharpe ratio Return per unit of total volatility	2.19	2.92	-0.73
Sortino ratio Return per unit of downside risk	2.98	4.38	-1.40
Omega ratio Gain probability vs. loss probability	1.39	1.60	-0.22
Calmar ratio Return relative to maximum drawdown	3.00	3.95	-0.95
Martin ratio Return relative to average drawdown	13.33	20.26	-6.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSLU vs. PSCX - Sharpe Ratio Comparison

The current VSLU Sharpe Ratio is 2.19, which is comparable to the PSCX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of VSLU and PSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VSLU	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.92	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	1.21	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	1.28	-0.40

Drawdowns

VSLU vs. PSCX - Drawdown Comparison

The maximum VSLU drawdown since its inception was -23.86%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for VSLU and PSCX.

Drawdown Indicators

	VSLU	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-23.86%	-10.20%	-13.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-4.20%	-4.96%
Max Drawdown (3Y) Largest decline over 3 years	-17.89%	-9.61%	-8.28%
Max Drawdown (5Y) Largest decline over 5 years	-23.86%	-10.20%	-13.66%
Current Drawdown Current decline from peak	-0.37%	0.00%	-0.37%
Average Drawdown Average peak-to-trough decline	-4.89%	-1.87%	-3.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	0.82%	+1.24%

Volatility

VSLU vs. PSCX - Volatility Comparison

Applied Finance Valuation Large Cap US ETF (VSLU) has a higher volatility of 2.41% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.92%. This indicates that VSLU's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSLU	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.41%	0.92%	+1.49%
Volatility (6M) Calculated over the trailing 6-month period	9.24%	4.21%	+5.03%
Volatility (1Y) Calculated over the trailing 1-year period	12.48%	5.54%	+6.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	7.07%	+9.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.14%	6.97%	+9.17%

VSLU vs. PSCX - Expense Ratio Comparison

VSLU has a 0.49% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

VSLU vs. PSCX - Dividend Comparison

VSLU's dividend yield for the trailing twelve months is around 0.43%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VSLU Applied Finance Valuation Large Cap US ETF	0.43%	0.46%	0.60%	0.60%	0.99%	0.57%

Frequently Asked Questions

Can I hold both VSLU and PSCX in my portfolio?

VSLU and PSCX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSLU or PSCX?

VSLU has higher volatility (2.41%) compared to PSCX (0.92%). In terms of maximum drawdown, VSLU dropped -23.86% vs PSCX's -10.20%.

Which ETF is better, VSLU or PSCX?

On 5-year performance, VSLU leads with 14.42% vs 8.51% for PSCX. On fees, VSLU is cheaper at 0.49% per year. On volatility, PSCX has been the lower-risk option at 0.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSLU or PSCX?

Over the 5-year period, VSLU has performed better with a 14.42% return vs 8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSLU or PSCX?

VSLU is cheaper with a 0.49% expense ratio, compared with 0.75% for PSCX.

Which ETF pays a higher dividend yield, VSLU or PSCX?

VSLU has the higher dividend yield at 0.43%, compared with 0.00% for PSCX.

What is the main difference between VSLU and PSCX?

They also come from different issuers: Applied Finance and Pacer. Their fees differ too: 0.49% for VSLU and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.92 vs 2.19), 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.