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AVDE vs. GCOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDE and GCOW is 0.67, 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

AVDE vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AVDE:

0.79

GCOW:

0.67

Sortino Ratio

AVDE:

1.20

GCOW:

1.09

Omega Ratio

AVDE:

1.17

GCOW:

1.15

Calmar Ratio

AVDE:

1.01

GCOW:

0.83

Martin Ratio

AVDE:

3.26

GCOW:

2.79

Ulcer Index

AVDE:

4.16%

GCOW:

3.67%

Daily Std Dev

AVDE:

17.18%

GCOW:

13.77%

Max Drawdown

AVDE:

-36.99%

GCOW:

-37.64%

Current Drawdown

AVDE:

0.00%

GCOW:

-1.91%

Returns By Period

In the year-to-date period, AVDE achieves a 14.93% return, which is significantly higher than GCOW's 9.62% return.


AVDE

YTD

14.93%

1M

9.81%

6M

13.38%

1Y

13.40%

5Y*

14.25%

10Y*

N/A

GCOW

YTD

9.62%

1M

6.31%

6M

8.33%

1Y

9.14%

5Y*

14.64%

10Y*

N/A

*Annualized

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AVDE vs. GCOW - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is lower than GCOW's 0.60% expense ratio.


Risk-Adjusted Performance

AVDE vs. GCOW — Risk-Adjusted Performance Rank

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

AVDE
The Risk-Adjusted Performance Rank of AVDE is 7373
Overall Rank
The Sharpe Ratio Rank of AVDE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 7474
Martin Ratio Rank

GCOW
The Risk-Adjusted Performance Rank of GCOW is 6767
Overall Rank
The Sharpe Ratio Rank of GCOW is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOW is 6464
Sortino Ratio Rank
The Omega Ratio Rank of GCOW is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GCOW is 7474
Calmar Ratio Rank
The Martin Ratio Rank of GCOW is 6868
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.

AVDE vs. GCOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and Pacer Global Cash Cows Dividend ETF (GCOW). 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 AVDE Sharpe Ratio is 0.79, which is comparable to the GCOW Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AVDE and GCOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AVDE vs. GCOW - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 2.87%, less than GCOW's 3.93% yield.


TTM202420232022202120202019201820172016
AVDE
Avantis International Equity ETF
2.87%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF
3.93%5.14%5.28%4.39%3.33%4.12%3.02%3.94%2.79%1.95%

Drawdowns

AVDE vs. GCOW - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, roughly equal to the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for AVDE and GCOW. For additional features, visit the drawdowns tool.


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Volatility

AVDE vs. GCOW - Volatility Comparison

The current volatility for Avantis International Equity ETF (AVDE) is 3.14%, while Pacer Global Cash Cows Dividend ETF (GCOW) has a volatility of 3.31%. This indicates that AVDE experiences smaller price fluctuations and is considered to be less risky than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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