PortfoliosLab logo
AAAAX vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAAAX and COWZ 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.


Performance

AAAAX vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Assets Fund - Class A (AAAAX) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

AAAAX:

0.98

COWZ:

0.14

Sortino Ratio

AAAAX:

1.33

COWZ:

0.36

Omega Ratio

AAAAX:

1.19

COWZ:

1.05

Calmar Ratio

AAAAX:

0.84

COWZ:

0.14

Martin Ratio

AAAAX:

3.89

COWZ:

0.40

Ulcer Index

AAAAX:

2.88%

COWZ:

7.49%

Daily Std Dev

AAAAX:

11.89%

COWZ:

19.30%

Max Drawdown

AAAAX:

-40.16%

COWZ:

-38.63%

Current Drawdown

AAAAX:

-2.81%

COWZ:

-9.10%

Returns By Period

In the year-to-date period, AAAAX achieves a 6.86% return, which is significantly higher than COWZ's -1.67% return.


AAAAX

YTD

6.86%

1M

1.96%

6M

3.20%

1Y

11.57%

3Y*

1.83%

5Y*

8.07%

10Y*

5.28%

COWZ

YTD

-1.67%

1M

1.61%

6M

-6.73%

1Y

2.74%

3Y*

7.12%

5Y*

18.03%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Pacer US Cash Cows 100 ETF

AAAAX vs. COWZ - Expense Ratio Comparison

AAAAX has a 1.22% expense ratio, which is higher than COWZ's 0.49% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AAAAX vs. COWZ — Risk-Adjusted Performance Rank

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

AAAAX
The Risk-Adjusted Performance Rank of AAAAX is 7070
Overall Rank
The Sharpe Ratio Rank of AAAAX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAAX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of AAAAX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AAAAX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AAAAX is 7373
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1919
Overall Rank
The Sharpe Ratio Rank of COWZ is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1919
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 2020
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAAAX vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund - Class A (AAAAX) and Pacer US Cash Cows 100 ETF (COWZ). 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.


The current AAAAX Sharpe Ratio is 0.98, which is higher than the COWZ Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of AAAAX and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AAAAX vs. COWZ - Dividend Comparison

AAAAX's dividend yield for the trailing twelve months is around 2.29%, more than COWZ's 2.14% yield.


TTM20242023202220212020201920182017201620152014
AAAAX
DWS RREEF Real Assets Fund - Class A
2.29%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%2.94%
COWZ
Pacer US Cash Cows 100 ETF
2.14%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%

Drawdowns

AAAAX vs. COWZ - Drawdown Comparison

The maximum AAAAX drawdown since its inception was -40.16%, roughly equal to the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for AAAAX and COWZ.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AAAAX vs. COWZ - Volatility Comparison

The current volatility for DWS RREEF Real Assets Fund - Class A (AAAAX) is 2.13%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 3.88%. This indicates that AAAAX experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...